Hypothesis testing on stochastic processes
Project Description

For a sequence of random variables forming a stochastic process, it is often of interest that certain dependence structure exists in the process, with the simplest hypothesis being the total independence. This project explores various hypothesis testing with applications to real data analysis.

Supervisor
CHEN Kani
Quota
3
Course type
UROP1000
UROP1100
Applicant's Roles

The applicants are expected to learn the statistical testing methods, try simulation studies, collect and analyze data using statistical software.

Applicant's Learning Objectives

Understand the general philosophy of statistical testing, implement the procedure and interpret the result.

Complexity of the project
Easy