4. Statistical Data Analysis

MATLAB contains many functions for statistical data analysis. The coverage here focuses on statistical calculations with MATLAB.

We will also touch on an important statistics topic later when we discuss least squares regression in Least Squares Regression.

Contents:

• 4.1. Introduction to Statistics
• 4.2. Common Statistical Functions
  • 4.2.1. Minimum and Maximum
  • 4.2.2. Mean, Standard Deviation, Median, and Mode
  • 4.2.3. Sort, Sum, Cumsum, and Diff
• 4.3. Moving Window Statistics
• 4.4. Probability Distributions
  • 4.4.1. Discrete Distributions
  • 4.4.2. Continuous Distributions
• 4.5. Generating Random Numbers
  • 4.5.1. Exponential Random Number Generator
  • 4.5.2. Monte Carlo Simulation
  • 4.5.3. Random Casino Walk
• 4.6. Statistics on Matrices
  • 4.6.1. Column Statistics
  • 4.6.2. Changing Dimension
  • 4.6.3. Covariance and Correlation
• 4.7. Plots of Statistical Data
  • 4.7.1. Box Plot
  • 4.7.2. Histogram
• 4.8. Central Limit Theorem
• 4.9. Sampling and Confidence Intervals
• 4.10. Statistical Significance
  • 4.10.1. Z-Test
  • 4.10.2. t-Test
  • 4.10.3. Example: Counterfeit Competition