Linear algebra
Aug 31, 2020 | 3 min read

Linear Dependence and Independence

A short piece on linearly dependent and independent sets of vectors.

Chart of stock shares.
Time series
Aug 29, 2020 | 9 min read

Autoregressive Series

We talk about autoregressive models of different orders, and introduce their mean, variance, ACF and PACF values. Its stationarity is also briefly discussed.

A busy road in Shanghai.
Time series
Aug 28, 2020 | 11 min read


We introduce some basic ideas of time series analysis and stochastic processes. Of particular importance are the concepts of stationarity and the autocovariance and sample autocovariance functions.

Matrix code.
Linear algebra
Aug 26, 2020 | 8 min read


Matrix algebra plays an important role in many areas of statistics, such as linear statistical models and multivariate analysis. In this chapter we introduce basic terminology and some basic matrix operations. We also introduce some basic types of matrices.

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Mathematical statistics
Apr 21, 2020 | 9 min read

Linear Models

So far we’ve finished the main materials of this course - estimation and hypothesis testing. The starting point of all the statistical analyses …

Puppets on strings.
Apr 14, 2020 |

Install Dependencies for Puppeteer on Manjaro Linux

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Mathematical statistics
Apr 1, 2020 | 4 min read

Statistical Decision

Up till now we’ve made the assumption that the data is generated from a statistical model controlled by some parameter(s). We used estimation to …

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Mathematical statistics
Feb 8, 2020 | 12 min read

Confidence Intervals

Confidence intervals and methods of contructing them.

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Mathematical statistics
Feb 2, 2020 | 5 min read

Optimal Unbiased Estimator

Introducing the Minimum Variance Unbiased Estimator and the procedure of deriving it.

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Mathematical statistics
Jan 30, 2020 | 5 min read


Introducing sufficient statistics for the inference of parameters. The factorization theorem comes in handy!