How and what to self-study Mathematics and Statistics to become a professional 'Statistician'? I already have a Bachelors degree in CS.
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Although I've a bachelor degree in CS, I work in IT Management. I occasionally write code (maybe 10% of my overall time). I've come to realize that coding when combined with another discipline such as chemistry, physics, math, statistics can be a formidable combination. In university, I took a couple of courses in Statistics and I really found them interesting. So, I am thinking that I'd like to self-study essential 'math' background that I'd need to become a statistician, biostatistician. I could use my coding knowledge to perform better at my (new) job! Can somebody list Math and Stats topics (starting from grade school math topics) that one should master in order to become a Statistician? Eg: you could give me a plan like this: First, learn 'Linear Algebra' Next, 2. Geomoetry Then, 3. Limits Then, 4. Probability Then, 5. Calculus 1 (first year undergrad calculus) Then, 6. Statistics (mean, median ..?) Then, 7. Statistics - Linear Regression? ...and so on. My goal would be to tackle (and practice), on an average 1 topic per month. Linear Algebra, Geometry will probably only take couple of weeks. But revising Calculus might take 3-4 weeks. But generally, I plan to learn/revise 1 topic per month for as long as it takes to feel comfortable applying for entry-level Statistician jobs. So, I guess, I'd like to self-study enough that I'd consider myself to be equivalent of somebody who has Graduate degree in Statistics. ** Book recommendation for each self-study topic would also be much appreciated.
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Answer:
Become an actuary. Try SOA exams. It is a pure self study any body can write first couple of exams.
Sac Yak at Quora Visit the source
Other answers
I have been trying to self-study the mathematical fundamentals for machine learning for some years now, and the requirements are pretty similar I think, so here you go: To study almost any other mathematical topic you need to know a fair amount of calculus, including multi-variable calculus and topics like optimization, so its best to start with that, or you will get stuck over and over again learning other topics because of poor calculus skills. Since studying calculus gets pretty dry at times, you can study discrete probability meanwhile, which does not require calculus and which will give you some of the most basic background for statistics. You will need some linear algebra both for multi-variable calculus, and for practical statistics as well. It isn't an obstacle to understanding other subjects as much as calculus is, and you can probably learn it as you need it, but it is anyway best to study it separately if you have the time. You need to know that many subjects in probability and statistics come in two editions - elementary, calculus-based one and advanced, measure-theoretic one. Also there are two approaches to statistics itself, the frequentist one and Bayesian. So, many subjects can be studied several times from different angles. Once you know calculus and linear algebra, it makes sense to study calculus-based probability theory, from a good textbook covering both discrete and continuous probability spaces. You can follow it with elementary, calculus-based texs in statistics, stochastic processes and statistical models. You might also want to learn basic Bayesian statistics, which is different from what is typically taught in a typical basic (frequentist) statistics course. If you have the above basic background already, there are two paths you can take - you can study more advanced, but practical, subjects in statistics and applied mathematics that don't require more advanced analysis - various flavours of regression, linear programming, statistical software, decision theory etc. If you want to go deeper into the theory, the next step is to learn real analysis, and then measure theory. With this you can learn measure-theoretic probability and then finally measure-theoretic mathematical statistics, which is where most of the theoretical research into statistics happens. Of course nothing, except for the time this all takes, stops you from combining both paths somehow. For many basic topics, you will find more than enough resources on MIT OCW: http://ocw.mit.edu/. Look for course pages for the subjects mentioned using Google, you can find good textbooks this way, sometimes solved homeworks that are very helpful for self-study etc. Good books for any of those topics you can find here: http://www.cargalmathbooks.com/ The American Statistical Association has guidelines for undergraduate curricula, you can use it too see what people get to learn in a typical degree program: http://www.amstat.org/education/curriculumguidelines.cfm
JarosÅaw Rzeszótko
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