4. Statistical Data Analysis

MATLAB contains many functions for statistical data analysis. The coverage here focuses on statistical calculations with MATLAB and is not a full coverage of the topic.

We will also touch on an important statistics topic later when we cover 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