Stochastic Processes

  • The datasets on this page are classified by analysis technique (ANOVA, Linear Regression, Markov Chain Monte Carlo, Nonlinear Regression, and Univariate Summary Statistics) and by level of difficulty (lower, average, higher). They were originally intended to test statistical software.
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  • This site provides links to tests and quizzes for the Statistics and Data Analysis for Public Policy and Sociology course at Duke University for 1992 through 1995.
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  • This online, interactive lesson on the Poisson process provides examples, exercises, and applets. Specific topics include the exponential distribution, gamma distribution, Poisson distribution, splitting a Poisson process, analogy with Bernoulli trials, and higher dimensional Poisson processes.
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  • This free online video program offers topics that "include linear growth, least squares, exponential growth, and straightening an exponential growth curve by logic. A study of growth problems in children serves to illustrate the use of the logarithm function to transform an exponential pattern into a line. The program also discusses growth in world oil production over time." This individual video is accessed by scrolling down to the "Individual Program Descriptions - 7. Models for Growth" and click the "VOD" icon at the top-right of the description.
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  • This online, interactive lesson on finite sampling models provides examples, exercises, and applets that include hypergeometric distribution, multivariate hypergeometric distribution, order statistics, the matching problem, the birthday problem, and the coupon collector problem.

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  • This online, interactive lesson on the renewal processes provides examples, exercises, and applets which include renewal equations and renewal limit theorems.

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  • This online, interactive lesson on Markov chains provides examples, exercises, and applets that cover recurrence, transience, periodicity, time reversal, as well as invariant and limiting distributions.
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  • This journal article describes a set of experiments in which different methods of teaching Bayes' Theorem were compared to each other. The frequency representation of the rule was found to be easier to learn than the probability representation.
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  • This page introduces the definition of sufficient statistics and gives two examples of the use of factorization to prove sufficiency.
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  • Develops the idea of the transition matrix and what it can tell you.
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