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Statistical Methods in the Atmospheric Sciences ... (prob) does the same, it loads the package into the R session. rolldie() ... Last modified by: – PowerPoint PPT presentation

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Title: Course overview:


1
Course overview
Data Mining (Exploratory Data Analysis)
Probabiliy Theory Stochastic Theory
Estimation Inferences
Statistics
Modeling Prediction
  • ATM 315 Environmental Statistics Course

2014-01-28
2
Suggested READING
  • R-Programming
  • The Art of R Programming Norman Matloff
  • (free e-book PDF http//it-ebooks.info/book/1734/)
  • R in a Nutshell Joseph Adler (OReilly)
  • ONLINE Tutorials
  • http//cran.r-project.org/doc/contrib/Verzani-Simp
    leR.pdf (Verzani-SimpleR.pdf)
  • http//www.nceas.ucsb.edu/files/scicomp/Dloads/RPr
    ogramming/BestFirstRTutorial.pdf
  • More links http//math.ucdenver.edu/RTutorial/RBo
    okResources.html

The Art of R Programming.pdf
Veranzi-SimpleR.pdf
BestFirstRTutorial.pdf
3
Suggested READING
  • Statistics
  • Statistical Methods in the Atmospheric Sciences
    (Daniel S. Wilks, 2nd ed., AP)
  • Introduction to Probability and Statistics Using
    R G. Jay Kernshttp//cran.r-project.org/web/pac
    kages/IPSUR/vignettes/IPSUR.pdf
  • Statistical Concepts in Environmental Sciences
    Dr. David. B. Stephenson (A Course Book no
    updated link found) (http//www.spatial.maine.edu/
    beard/Documents/basicstats.pdf)
  • Collaborative Statistics - Barbara Illowsky,
    Susan Dean
  • http//cnx.org/content/col10522/latest/

introductory_course_statistics.pdf
basicstats.pdf
IPSUR.pdf
4
Course overview
  • Probability Theory
  • Laws of Probability
  • The Frequentists Interpretation of Probability
  • Independence and Conditional Dependence
  • Causal Reasoning
  • Exploratory Data Analysis
  • Description of the data sample
  • Mean,Median,Standard Deviation, Histograms,
    Boxplots, Quantiles
  • Empirical Distributions (Probability Density
    Function)

5
Course overview
  • Data samples
  • Sample size
  • Independent, Identically Distributed Data
  • Linear Transformation Shifting and Rescaling
  • Non-linear transformation
  • Paired Observations
  • Scatter Plot
  • Covariance Correlation
  • Linear Regression
  • Principal Component Analysis Part I
  • Logistic Regression

Mid-Term Exam 03/11/2014
6
Course overview
  • Probability Density Distributions
  • From Discrete to Continuous Distributions
  • Cumulative Density Function (CDF)
  • Probability Density Function (PDF)
  • Uniform Distribution
  • Gaussian Distribution
  • Gamma Distribution
  • (General Extreme Value Distribution)

7
Course overview
  • Statistical Inferences
  • Testing against the evidence
  • The Null-Hypothesis
  • Significance vs Confidence
  • Two Types of Errors

8
Course overview
  • Time series analysis
  • Trends
  • Seasonal Cycles and Harmonic Analysis
  • Filtering Low-Pass High-Pass and Band-Pass
  • White, Red and Blue Noise
  • Spectral analysis The basics

9
Course overview
  • Multivariate Data Analysis
  • Multiple Linear Regression
  • Principal Component Analysis Part II
  • Introduction to Geospatial Data analysis
  • Irregularly-spaced Data samples
  • Interpolation methods
  • Block-averaging
  • Distance-weighted
  • Bilinear Interpolation
  • (Advanced methods Kriging)

10
Course overview
Data Mining (Exploratory Data Analysis)
Probabiliy Theory Stochastic Theory
Estimation Inferences
Statistics
Modeling Prediction
  • ATM 315 Environmental Statistics Course

2014-01-28
11
Course overview
Data Mining (Exploratory Data Analysis)
Probabiliy Theory Stochastic Theory
?
Estimation Inferences
Statistics
?
?
Modeling Prediction
?
Give a fitting verb to each connecting arrow that
describes their relationships.
  • ATM 315 Environmental Statistics Course

2014-01-28
12
A first session with R-Studio (Windows 7)
Memory window list of objects Currently in the
memory for use
Multi-function Window (for file browsing,
plotting, Software package management
Command-line window
  • ATM 315 Environmental Statistics Course

2014-01-23
13
Our first R-session data types and objects
  • example001.R

14
Our first R-session data types and objects
  • example001.R

example001.R
15
Our first R-session data types and objects
  • example001.R

16
Our first R-session data types and objects
  • example001.R

17
R Installing Packages
  • Packages are collections of extra functions (and
    data) for specific purposes
  • Packages make R a universal toolbox
  • We will install the package prob
  • Menu Tools -gt Install Packages Type packge
    name prob

18
R basic probability with R

19
R basic probability with R

Note! This is not a valid command in R
Descriptive text into comment lines starting with

library(prob) does the same, it loads the package
into the R session
rolldie() is a function from the package prob
20
Notes
  • The winning streak of Oakland Athletics in 2002
    was 20 consecutive games in a row. Assume it was
    a fair game , all teams at even level.
  • What are the odds to witness such a winning
    streak?
  • What makes it even more unreal?

21
Axioms and Laws Of Probability
  • The Axioms of Probability set the mathematical
    foundation for the calculus!
  • We can measure probability of events and compare
    them.
  • Probability of any event is nonnegative
  • Probability of the compound event is 1
  • The probability of two mutually exclusive events
    is the sum of the two individual probabilities
  • Or
  • P(e) gt 0
  • P(S) 1 (S is the compound event, i.e. coin
    S(head OR tail)
  • 3) P(e1 OR e2) P(e1)P(e2) (e.g. throwing
    the die shows 1 OR 2)
  • NOTE In Axiom (3) it is important to refer to
    mutually exclusive events! Test yourself What
    are mutually exclusive events ?
  • Tomorrow weather forecast It will rain (e1) or
    it wont rain (e2)
  • Tomorrow weather forecast It will rain (e1) or
    it will snow (e2)

22
The Sample Space
The 6-sided die game
The coin flipping game
Tail
Head
1
2
3
4
5
6
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