Stochastic Processes

  • This song extols the value of Bayesian thinking. The song was written by Mark Glickman and may be sung to the tune of The Zombie's 1968 song "Time of the Season" written by Rod Argent. The mp3 was recorded on May 24 2008 (Mark Glickman - vocals). This song was first performed live in June 2006 at "Eighth Valencia World Meeting on Bayesian Statistics" in Benidorm, Spain, by Mark Glickman, Brad Carlin, Jennifer Hill, and David Heckerman.

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  • A song to teach various concepts in probability. Written by Mary Pat Campbell for Mathcamp 2002 at Colorado College. May be sung to the tune of "Take a Chance on Me" by ABBA. Musical accompaniment realization by Joshua Lintz and vocals by Mariana Sandoval from University of Texas at El Paso.

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  • This tutorial on Friedman's Test includes its definition, assumptions, characteristics, and hypotheses. An example using output from the WINKS software is given, but those without the software can still use the tutorial. An exercise is given at the end that can be done with any statistical software package.
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  • This page discusses the differences in parametric and nonparametric tests and when to use then.
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  • This applet draws one-dimensional Brownian motion. Click the mouse in the window to start zooming. Click again to stop. Since Brownian motion is self-similar in law, all of the zoomed pictures look the same.
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  • This applet draws a Gamma process (a stochastic process with independent increments X(s + t) - X(s).) Click the mouse in the window to start zooming. Click again to stop. The total increase occurs at a countable set of jumps. The simulation gives some idea of this.
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  • This tutorial on the Mann-Whitney test includes its definition, assumptions, characteristics, and hypotheses as well as procedures for graphical comparisons. An example using output from the WINKS software is given, but those without the software can still use the tutorial. An exercise is given at the end that can be done with any statistical software package.
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  • This resource explains Multiple Regression and concepts associated with it. Key Words: Predicted values; Residuals; Dummy Variables; Interaction Effects; T-Test; Regression Coefficients; Correlation; Partial Correlation; R-Squared; Adjusted R-Squared; Multicollinearity; Variance-Inflation Factors; Transformation; Cook's Distance; Validity; Durbin-Watson Coefficient.
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  • This project examines the randomness of clusters using the Poisson Distribution. Using Microsoft Excel, the activity simulates the bombs of London and examines the occurences per cell to estimate lambda.
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  • This powerpoint presentation from INFORMS Applied Probability Society provides a brief overview of switches, routers, input-queued crossbars, combined input- and output-queued switches, buffered crossbars, and algorithms for bandwidth partitioning, security, encryption, and deep packet inspection.
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