Shanghai Jiao Tong University
Department of Mathematics
Stochastic Processes (Mid-term Examination)
Date: November 14th, 2013
Duration: 1:00pm-3:00pm
(1)This is a closed book/note examination. Approved calculators are permitted.
(2)There are 8 questions i
Homework II
(Course X071570: Stochastic Processes)
December 12, 2013
Announcement: This is the second assignment and will count 10% of your nal grades. The maximum marks attainable for each question are indicated in parentheses. The deadline for submissio
Lecture Notes: Brownian Motion
December 5, 2013
6
Brownian Motion
6.1
Introduction
Denition 6.1 (Brownian Motion (Wiener Process). A Brownian Motion
or a Wiener Process with variance parameter 2 > 0 is a stochastic process Bt
taking values in the real num
Lecture Notes: Stochastic Integration
December 12, 2013
7
Stochastic Integration
For a well-dened Riemann-Stieljes integral
t
f (x)dg(x),
0
it is the limit of the Riemann-Stieljes approximating sum, which is dened to be
n1
f (j )(g(tj+1 ) g(tj ),
j=0
wher
Lecture Notes: Stationary Processes
December 12, 2013
8
8.1
Stationary Processes
Denitions and Examples
Denition 8.1. A stationary process (strictly stationary process) is a stochastic process cfw_Xt : t T with the property that for any positive integer
Homework II
(Course X071570: Stochastic Processes)
December 2, 2013
Announcement: This is the second assignment and will count 10% of your nal grades. The maximum marks attainable for each question are indicated in parentheses. The deadline for submission
Shanghai Jiao Tong University
Department of Mathematics
Stochastic Processes (Mid-term Examination)
Date: November 14th, 2013
Duration: 1:00pm-3:00pm
(1)This is a closed book/note examination. Approved calculators are permitted.
(2)There are 8 questions i
Homework I
(Course X071570: Stochastic Processes)
September 27, 2013
Announcement: This is the rst assignment and will count 10% of your nal grades. Plagiarism is
strictly prohibited. Deadline is Tuesday, 15th October, 3:00pm. Only hard copies of your sol
Chapter3
ProbabilityandRandom
Variables
STAT 606
IndependentEvents
Two events, A and B, are said to be
Two events, A and B are said to be
independent iiff and only if the probability
iindependent and only if the probability
independent
ndependent
tthat ev
Chapter2
DescriptiveStatistics
STAT 606
ApracticalInterpretationofthe
populationStandarddeviation
The Empirical Rule
Chebyshevs Theorem
TheEmpiricalRule
Given a distribution of measurements
Given a distribution of measurements
tthat is approximately mound
Chapter3
ProbabilityandRandom
Variables
STAT 606
?WhatisProbability
In Chapters 2, we used graphs and
numerical measures to describe data sets
which were usually samples.
samples.
We measured how often using
Relative frequency = ff/n
Relative frequency =
Chapter2
DescriptiveStatistics
STAT 606
DescribingDatawithNumericalMeasures
Graphical methods may not always be sufficient
for describing data.
Numerical measures can be created for both
populations and samples.
samples.
A parameter is a numerical descrip
Survey Design
Survey
Stat 472
Text Book:
Text
Social Research Methods: Qualitative
Social
and Quantitative Approaches
and
By
W. Lawrence Neuman
Evaluation
Assignment.1 : 5%
Assignment.2 : 5%
Research Project: 20%
Midterm : 20%
Final Exam :50%
Lecturer Nam
STAT 472
STAT
Survey Design
Class 06
Semantic Differential
Semantic
This
This
scaling Developed in 1950s to
provide an indirect measure of how a
person feels about concept, object or other
person
person
The
The
scale is creating by considering polar
opp
STAT 472
STAT
Survey Design
Class 05
Example of Thurstone Scaling
Example
Opinion
Step.1
with regard to the death penalty
Develop 120 statements about the
death penalty using:
death
- personal experiences ;
personal
- popular and professional literature
STAT 472
STAT
Survey Design
Class 03
Relationship Between Reliability
and Validity
and
Reliability
Reliability
Reliability
is necessary for validity
is easier to achieve when the
measure is precise and observable
A
measure can be reliable but not Valid
STAT 472
STAT
Survey Design
Class 02
Validity
Validity
It
is a true measure
Measurement
Measurement
Validity is the degree of fit
between a construct and indicators of it.
between
It
It
refers to how well the conceptual and
operational definitions mesh
STAT 472
STAT
Survey Design
Measurement and Research
Design
Design
There
There
are five suggestion for coming up
with a measure
with
Suggestion.1
Suggestion.1
Remember
the conceptual Definition:
The underlying principle for measure is to
match it to the