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Empirical Methods and Statistics

volatility

Sofia University FMI R topics level

Course materials, lecture notes, exercises and solutions for the Empirical Methods and Statistics course at Sofia University — Software Engineering Faculty. Designed for beginners who want to build a solid foundation in probability theory and statistics.

Have a question or suggestion? Submit an issue — the discussion is open for everyone to contribute.


Table of Contents


Lectures

# Date PDF
01 2020-10-01 SEM L01
02 2020-10-08 SEM L02
03 2020-10-15 SEM L03
04 2020-10-22 SEM L04
05 2020-10-29 SEM L05
06 2020-11-05 SEM L06
07 2020-11-12 SEM L07
08 2020-11-19 SEM L08
09 2020-11-26 SEM L09
10 2020-12-03 SEM L10
11 2020-12-10 SEM L11
12 2020-12-17 SEM L12
13 2021-01-07 SEM L13
14 2021-01-14 SEM L14
15 2021-01-21 SEM L15

Exercises

Each week has two tracks: Statistics & Empirical Methods practical exercises and Statistical Computing with R.

Week Statistics & Empirical Methods Statistical Computing with R
01 1.1. Combinatorics – Problems
1.2. Combinatorics – Solutions 1-9
1.3. Combinatorics – Solutions 10
1.0. Introduction
1.1. Basic Syntax
1.2. Data Types
1.3. Data Structures
1.4. Missing Data
1.5. Packages
1.6. Reading Data
1.7. Descriptive Statistics
1.8. Examples
1.9. Verzani Problem Set
1.10. Vectors (Moodle Tasks)
1.11. Vectors (Moodle Tasks Solutions)
02 2.1. Combinatorics part 2 – Problems
2.2. Combinatorics part 2 – Solutions 1-7
2.3. Probabilities – Problems
2.1. Univariate Data
2.2. Verzani Problem Set
2.3. Moodle Tasks
2.4. Moodle Tasks Solutions
03 3.1. Conditional Probabilities, Independent Events – Problems
3.2. Conditional Probabilities, Independent Events – Solutions
3.3. Exercise 3 – Problems
3.4. Exercise 3 – Solutions 1-7
3.1. Bivariate Data
3.2. Verzani Problem Set
3.3. Moodle Tasks
3.4. Moodle Tasks Solutions
04 4.1. Conditional Probabilities bis – Problems
4.2. Conditional Probabilities – Solutions 5-8
4.3. FMI – PTMS 1-2-3 Solutions
4.4. FMI-PTMS 4 – Problems
4.5. FMI-PTMS 4 – Hints and Solutions
4.6. FMI-PTMS 4 – Solutions
4.1. Multivariate Data
4.2. Moodle Tasks
05 5.1. Bayes Law, Geometric Probability – Problems
5.2. Bayes Law, Geometric Probability – Solutions 1-7
5.3. Bayes' Law, Geometric Probability – Solutions 8-9
5.4. Bayes Law, Geometric Probability – Hints
5.5. FMI – PTMS 5 – Problems
5.6. FMI – PTMS 5 – Solutions
5.7. FMI – PTMS 5 – Detailed Solutions
5.8. Solutions with Drawings
06 6.1. Geometric Probability. Discrete Random Variables
6.2. Discrete Random Variables – Problems
6.3. Discrete Random Variables – Solutions
6.1. Random Data (Variables)
6.2. Verzani Problem Set
6.3. Moodle – Discrete Random Variables – Problems
6.4. Moodle – Discrete Random Variables – Solutions
6.5. Moodle – Continuous Random Variables – Problems
6.6. Moodle – Continuous Random Variables – Solutions
07 7.1. Discrete Random Variables part 2
7.2. Discrete Random Variables – Problems
7.3. Discrete Random Variables – Solutions
7.4. First Control Test Preparation (Past Problems and Solutions)
08 8.1. Discrete Random Variables part 3
8.2. FMI PTMS 8 – Problems
8.3. FMI PTMS 8 – Solutions
8.1. Limit Theorems. Convergence. Normal Distribution Tests
09 9.1. Discrete Random Variables part 4
9.2. FMI – PTMS 9 – Problems
9.3. FMI – PTMS 9 – Solutions
9.4. Control Test 1, variant 1, groups 1-3 – Problems
9.5. Control Test 1, variant 1 – Detailed Solutions
9.6. Control Test 1, variant 2, groups 1-3 – Problems
9.7. Control Test 1, groups 4-5 – Problems
9.8. Control Test 1, groups 4-5 – Solutions
9.1. Confidence Interval Estimation
9.2. Verzani Problem Set
9.3. Moodle – Confidence Intervals – Problems
9.4. Moodle – Confidence Intervals – Solutions
10 10.1. Continuous Random Variables, groups 4-5, part 1
10.2. FMI – PTMS 10 – Problems
10.3. FMI – PTMS 10 – Solutions
10.1. Hypothesis Testing
10.2. Verzani Problem Set
11 11.1. Continuous Random Variables, groups 4-5, part 2
11.2. FMI PTMS 11 – Problems
11.3. FMI PTMS 11 – Solutions
11.1. Two-sample Hypothesis Testing
11.2. Verzani Problem Set
11.3. Moodle – Hypothesis Testing (two samples) – Problems
11.4. Moodle – Hypothesis Testing (two samples) – Solutions
12 12.1. Continuous Random Variables part 3 12.1. Chi-square Tests
12.2. Verzani Problem Set
13 13.1. Continuous Random Variables part 4
13.2. Continuous Random Variables, FMI – PTMS 12-14
13.1. Regression Analysis
13.2. Verzani Problem Set
14 14.1. Continuous Random Variables part 5
14.2. FMI PTMS 12-14 – Problems
14.3. FMI PTMS 12-14 – Solutions
14.1. Multiple Linear Regression
14.2. Verzani Problem Set
15 15.1. Control Test 2 Preparation
15.2. Control Test 2, groups 1-3 – Problems
15.3. Control Test 2, groups 1-3 – Detailed Solutions
15.4. Control Test 2, groups 4-5 – Problems
15.5. Control Test 2, groups 4-5 – Solutions
15.1. Analysis of Variance (ANOVA)
15.2. Verzani Problem Set

Exams and Preparation for Exams

Date Materials
Exam Preparation – Problems
Exam Preparation – Solutions
2021-01-27 SEM Final Exam – Problems and Solutions
2021-02-03 SEM Final Exam – Problems
SEM Final Exam – Solutions
Detailed Solutions for Problems 4, 6, 7, 9

Homeworks

Groups Materials
1–3 SEM HW groups 1-3 – Problems
SEM HW groups 1-3 – Solutions
4–5 SEM HW groups 4-5 – Problems

Additional Problems

# Problem
01 Crux Mathematicorum Vol. 42, No. 6, June 2017, p. 11 (Geometric Probability)
02 Crux Mathematicorum Vol. 47, No. 1, January 2021, pp. 13-18 (Games, Geometric Probability)
03 Number of Sixes Probability (Chebyshev & CLT)
04 Fair Die Distribution
05 2X–3Y
06 Coprime Natural Numbers Probability
07 Deck of Cards Questions
08 Basic Randomization
09 x/y Closer to Even Integer Probability (Putnam 1993 B3)
10 Dice Process
11 Probability of Winning at Craps

Additional Material

# Title
01 Central Limit Theorem
02 Berry-Esseen Bounds — Analysing the Speed of Convergence of CLT
03 Radon-Nikodym Theorem

Interview Tasks

Problems Solutions
Interview Problems (Game-Math Designer, Quant Developer, Mathematician) Solutions
Line Calc (iGaming) Program
Expected Bonus Win (iGaming)
Musicians & Concerts Problem Musicians & Concerts Solution

References

# Source
[1] Empirical Methods and Statistics lecture notes @ FMI — Sofia University, Software Engineering. Lecturer: Mladen Savov
[2] Probabilities Theory — Exercises, Emil Kamenov, Miroslav Stoenchev
[3] Monika Peteva Petkova's notes on R programming language
[4] Martin Minchev's notes on Probabilities and Statistics
[5] SimpleR — Using R for Introductory Statistics, John Verzani
[6] Crux Mathematicorum, Canadian Mathematical Forum
[7] Probability and Random Processes, Geoffrey R. Grimmett & David R. Stirzaker, 3rd Edition
[8] One Thousand Exercises in Probability, Geoffrey R. Grimmett & David R. Stirzaker
[9] Dobromir Pavlov Kralchev's notes on Combinatorics and Generating Functions
[10] William Lowell Putnam Mathematical Competition
[11] 102 Combinatorial Problems, Titu Andreescu & Zuming Feng
[12] Personal notes, solutions and opinionated approaches for problem solving

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Course materials from Sofia University FMI — probability theory, statistical distributions, limit theorems, hypothesis testing, regression, and R statistical computing. Includes lecture notes, exercises with solutions, exams, and quantitative interview problems.

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