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main.tex
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\documentclass[
fontsize=11pt, % Base font size
twoside=false, % Use different layouts for even and odd pages (in particular, if twoside=true, the margin column will be always on the outside)
%open=any, % If twoside=true, uncomment this to force new chapters to start on any page, not only on right (odd) pages
%chapterprefix=true, % Uncomment to use the word "Chapter" before chapter numbers everywhere they appear
%chapterentrydots=true, % Uncomment to output dots from the chapter name to the page number in the table of contents
numbers=noenddot, % Comment to output dots after chapter numbers; the most common values for this option are: enddot, noenddot and auto (see the KOMAScript documentation for an in-depth explanation)
%draft=true, % If uncommented, rulers will be added in the header and footer
%overfullrule=true, % If uncommented, overly long lines will be marked by a black box; useful for correcting spacing problems
]{kaobook}
% Set the language
\usepackage[english]{babel} % Load characters and hyphenation
\usepackage[english=british]{csquotes} % English quotes
\usepackage{bm}
% txfonts/pxfonts
% Load packages for testing
\usepackage{blindtext}
%\usepackage{showframe} % Uncomment to show boxes around the text area, margin, header and footer
%\usepackage{showlabels} % Uncomment to output the content of \label commands to the document where they are used
% Load the bibliography package
\usepackage{styles/kaobiblio}
\addbibresource{biblio.bib} % Bibliography file
% Load mathematical packages for theorems and related environments. NOTE: choose only one between 'mdftheorems' and 'plaintheorems'.
\usepackage{styles/mdftheorems}
%\usepackage{styles/plaintheorems}
\graphicspath{{assets/}} % Paths in which to look for images
% \RequirePackage{times}
\DeclareMathOperator{\cA}{{\mathcal A}}
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\DeclareMathOperator{\cC}{{\mathcal C}}
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\DeclareMathOperator{\cE}{{\mathcal E}}
\DeclareMathOperator{\cF}{{\mathcal F}}
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\DeclareMathOperator{\cP}{{\mathcal P}}
\DeclareMathOperator{\cX}{{\mathcal X}}
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\DeclareMathOperator{\bF}{{\boldsymbol F}}
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\DeclareMathOperator{\bJ}{{\boldsymbol J}}
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\DeclareMathOperator{\bi}{{\boldsymbol i}}
\DeclareMathOperator{\bj}{{\boldsymbol j}}
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% \DeclareMathOperator{\bm}{{\boldsymbol m}}
\DeclareMathOperator{\bn}{{\boldsymbol n}}
\DeclareMathOperator{\bo}{{\boldsymbol o}}
\DeclareMathOperator{\bp}{{\boldsymbol p}}
\DeclareMathOperator{\bq}{{\boldsymbol q}}
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\DeclareMathOperator{\bu}{{\boldsymbol u}}
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\newcommand{\eps}{\varepsilon}
\renewcommand{\P}{\mathbb P}
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\newcommand{\wb}{\widebar}
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\newcommand{\grad}{\nabla}
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\newcommand{\goes}{\rightarrow}
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\newcommand{\gopro}{\overset{\P}{\rightarrow}}
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\DeclareMathOperator{\conv}{conv}
% \newcommand{\lest}{ \underset{\text{st}}{\leq}}
\newcommand{\lest}{\preceq}
% \newcommand{\gest}{\underset{\text{st}}{\qeq}}
\newcommand{\gest}{\succeq}
\DeclareMathOperator{\sign}{sign}
\usepackage{amsmath}
%% This code makes a widebar using https://tex.stackexchange.com/questions/16337/can-i-get-a-widebar-without-using-the-mathabx-package
\makeatletter
\let\save@mathaccent\mathaccent
\newcommand*\if@single[3]{%
\setbox0\hbox{${\mathaccent"0362{#1}}^H$}%
\setbox2\hbox{${\mathaccent"0362{\kern0pt#1}}^H$}%
\ifdim\ht0=\ht2 #3\else #2\fi
}
%The bar will be moved to the right by a half of \macc@kerna, which is computed by amsmath:
\newcommand*\rel@kern[1]{\kern#1\dimexpr\macc@kerna}
%If there's a superscript following the bar, then no negative kern may follow the bar;
%an additional {} makes sure that the superscript is high enough in this case:
\newcommand*\widebar[1]{\@ifnextchar^{{\wide@bar{#1}{0}}}{\wide@bar{#1}{1}}}
%Use a separate algorithm for single symbols:
\newcommand*\wide@bar[2]{\if@single{#1}{\wide@bar@{#1}{#2}{1}}{\wide@bar@{#1}{#2}{2}}}
\newcommand*\wide@bar@[3]{%
\begingroup
\def\mathaccent##1##2{%
%Enable nesting of accents:
\let\mathaccent\save@mathaccent
%If there's more than a single symbol, use the first character instead (see below):
\if#32 \let\macc@nucleus\first@char \fi
%Determine the italic correction:
\setbox\z@\hbox{$\macc@style{\macc@nucleus}_{}$}%
\setbox\tw@\hbox{$\macc@style{\macc@nucleus}{}_{}$}%
\dimen@\wd\tw@
\advance\dimen@-\wd\z@
%Now \dimen@ is the italic correction of the symbol.
\divide\dimen@ 3
\@tempdima\wd\tw@
\advance\@tempdima-\scriptspace
%Now \@tempdima is the width of the symbol.
\divide\@tempdima 10
\advance\dimen@-\@tempdima
%Now \dimen@ = (italic correction / 3) - (Breite / 10)
\ifdim\dimen@>\z@ \dimen@0pt\fi
%The bar will be shortened in the case \dimen@<0 !
\rel@kern{0.6}\kern-\dimen@
\if#31
\overline{\rel@kern{-0.6}\kern\dimen@\macc@nucleus\rel@kern{0.4}\kern\dimen@}%
\advance\[email protected]\dimexpr\macc@kerna
%Place the combined final kern (-\dimen@) if it is >0 or if a superscript follows:
\let\final@kern#2%
\ifdim\dimen@<\z@ \let\final@kern1\fi
\if\final@kern1 \kern-\dimen@\fi
\else
\overline{\rel@kern{-0.6}\kern\dimen@#1}%
\fi
}%
\macc@depth\@ne
\let\math@bgroup\@empty \let\math@egroup\macc@set@skewchar
\mathsurround\z@ \frozen@everymath{\mathgroup\macc@group\relax}%
\macc@set@skewchar\relax
\let\mathaccentV\macc@nested@a
%The following initialises \macc@kerna and calls \mathaccent:
\if#31
\macc@nested@a\relax111{#1}%
\else
%If the argument consists of more than one symbol, and if the first token is
%a letter, use that letter for the computations:
\def\gobble@till@marker##1\endmarker{}%
\futurelet\first@char\gobble@till@marker#1\endmarker
\ifcat\noexpand\first@char A\else
\def\first@char{}%
\fi
\macc@nested@a\relax111{\first@char}%
\fi
\endgroup
}
\makeatother
% \makeglossaries % Make LaTeX produce the files required to compile the glossary
% \makenomenclature % Make LaTeX produce the files required to compile the nomenclature
% Reset sidenote counter at chapters
%\counterwithin*{sidenote}{chapter}
%----------------------------------------------------------------------------------------
\begin{document}
%----------------------------------------------------------------------------------------
% BOOK INFORMATION
%----------------------------------------------------------------------------------------
\titlehead{Lecture notes on Statistics}
\subject{Lecture notes on Statistics}
\title[Lecture notes on Statistics]{Lecture notes on Statistics}
% \subtitle{Customise this page according to your needs}
\author[St\'ephane Ga\"iffas"]{St\'ephane Ga\"iffas\thanks{}}
\date{\today}
\publishers{}
%----------------------------------------------------------------------------------------
\frontmatter % Denotes the start of the pre-document content, uses roman numerals
%----------------------------------------------------------------------------------------
% OPENING PAGE
%----------------------------------------------------------------------------------------
%\makeatletter
%\extratitle{
% % In the title page, the title is vspaced by 9.5\baselineskip
% \vspace*{9\baselineskip}
% \vspace*{\parskip}
% \begin{center}
% % In the title page, \huge is set after the komafont for title
% \usekomafont{title}\huge\@title
% \end{center}
%}
%\makeatother
%----------------------------------------------------------------------------------------
% COPYRIGHT PAGE
%----------------------------------------------------------------------------------------
% \makeatletter
% \uppertitleback{\@titlehead} % Header
% \lowertitleback{
% \textbf{Disclaimer}\\
% You can edit this page to suit your needs. For instance, here we have a no copyright statement, a colophon and some other information. This page is based on the corresponding page of Ken Arroyo Ohori's thesis, with minimal changes.
% \medskip
% \textbf{No copyright}\\
% \cczero\ This book is released into the public domain using the CC0 code. To the extent possible under law, I waive all copyright and related or neighbouring rights to this work.
% To view a copy of the CC0 code, visit: \\\url{http://creativecommons.org/publicdomain/zero/1.0/}
% \medskip
% \textbf{Colophon} \\
% This document was typeset with the help of \href{https://sourceforge.net/projects/koma-script/}{\KOMAScript} and \href{https://www.latex-project.org/}{\LaTeX} using the \href{https://github.com/fmarotta/kaobook/}{kaobook} class.
% The source code of this book is available at:\\\url{https://github.com/fmarotta/kaobook}
% (You are welcome to contribute!)
% \medskip
% \textbf{Publisher} \\
% First printed in May 2019 by \@publishers
% }
% \makeatother
%----------------------------------------------------------------------------------------
% DEDICATION
%----------------------------------------------------------------------------------------
% \dedication{
% The harmony of the world is made manifest in Form and Number, and the heart and soul and all the poetry of Natural Philosophy are embodied in the concept of mathematical beauty.\\
% \flushright -- D'Arcy Wentworth Thompson
% }
%----------------------------------------------------------------------------------------
% OUTPUT TITLE PAGE AND PREVIOUS
%----------------------------------------------------------------------------------------
% Note that \maketitle outputs the pages before here
% If twoside=false, \uppertitleback and \lowertitleback are not printed
% To overcome this issue, we set twoside=semi just before printing the title pages, and set it back to false just after the title pages
\KOMAoptions{twoside=semi}
\maketitle
\KOMAoptions{twoside=false}
%----------------------------------------------------------------------------------------
% PREFACE
%----------------------------------------------------------------------------------------
% \chapter*{Preface}
% \addcontentsline{toc}{chapter}{Preface} % Add the preface to the table of contents as a chapter
% The aim of this course is, as the title indicated, to learn some stuff about statistics, and to try to exhibit some good looking mathematics from this field of applied mathematics, beyond convincing you that statistics are useful\sidenote{We won't list here, exhaustively, the numerous fields that make a regular use of mathematical statistics: marketing, medicine and more broadly health, finance, insurance, banking, etc.}
% We will try to provide, all along the course, at material featuring 60\% of classical and unavoidable material from a course about statistics, and 40\% of more recent research results and some open questions.
% The tentative agenda for the course is as follows:
% \begin{itemize}
% \item Modelization and the main statistical inference problems (estimation, confidence regions and tests)
% \item Gaussian vectors and the Gaussian linear model
% \item Theoretical guarantees and the optimality of least-squares
% \item Estimation methods: methods of moments, maximum likelihood and other things
% \item Exponential models and generalized linear models, logistic regression (optimal rates and some open questions)
% \item Tests and multiple tests
% \end{itemize}
% I am of the opinion that every \LaTeX\xspace geek, at least once during
% his life, feels the need to create his or her own class: this is what
% happened to me and here is the result, which, however, should be seen as
% a work still in progress. Actually, this class is not completely
% original, but it is a blend of all the best ideas that I have found in a
% number of guides, tutorials, blogs and tex.stackexchange.com posts. In
% particular, the main ideas come from two sources:
% \begin{itemize}
% \item \href{https://3d.bk.tudelft.nl/ken/en/}{Ken Arroyo Ohori}'s
% \href{https://3d.bk.tudelft.nl/ken/en/nl/ken/en/2016/04/17/a-1.5-column-layout-in-latex.html}{Doctoral
% Thesis}, which served, with the author's permission, as a backbone
% for the implementation of this class;
% \item The
% \href{https://github.com/Tufte-LaTeX/tufte-latex}{Tufte-Latex
% Class}, which was a model for the style.
% \end{itemize}
% The first chapter of this book is introductive and covers the most
% essential features of the class. Next, there is a bunch of chapters
% devoted to all the commands and environments that you may use in writing
% a book; in particular, it will be explained how to add notes, figures
% and tables, and references. The second part deals with the page layout
% and design, as well as additional features like coloured boxes and
% theorem environments.
% I started writing this class as an experiment, and as such it should be
% regarded. Since it has always been indended for my personal use, it may
% not be perfect but I find it quite satisfactory for the use I want to
% make of it. I share this work in the hope that someone might find here
% the inspiration for writing his or her own class.
\begin{flushright}
\textit{St\'ephane Ga\"iffas}
\end{flushright}
%----------------------------------------------------------------------------------------
% TABLE OF CONTENTS & LIST OF FIGURES/TABLES
%----------------------------------------------------------------------------------------
\begingroup % Local scope for the following commands
% Define the style for the TOC, LOF, and LOT
%\setstretch{1} % Uncomment to modify line spacing in the ToC
%\hypersetup{linkcolor=blue} % Uncomment to set the colour of links in the ToC
\setlength{\textheight}{23cm} % Manually adjust the height of the ToC pages
% Turn on compatibility mode for the etoc package
\etocstandarddisplaystyle % "toc display" as if etoc was not loaded
\etocstandardlines % toc lines as if etoc was not loaded
\tableofcontents % Output the table of contents
% \listoffigures % Output the list of figures
% Comment both of the following lines to have the LOF and the LOT on different pages
% \let\cleardoublepage\bigskip
% \let\clearpage\bigskip
% \listoftables % Output the list of tables
\endgroup
%----------------------------------------------------------------------------------------
% MAIN BODY
%----------------------------------------------------------------------------------------
\mainmatter % Denotes the start of the main document content, resets page numbering and uses arabic numbers
\setchapterstyle{kao} % Choose the default chapter heading style
\input{chap02_statistical_models}
\input{chap03_statistical_inference}
\input{chap04_linear_regression}
\input{chap05_bayesian_statistics}
\input{chap06_lasso}
\input{chap07_mle_exponential_models}
%----------------------------------------------------------------------------------------
% BIBLIOGRAPHY
%----------------------------------------------------------------------------------------
% The bibliography needs to be compiled with biber using your LaTeX editor, or on the command line with 'biber main' from the template directory
% \defbibnote{bibnote}{Here are the references in citation order.\par\bigskip} % Prepend this text to the bibliography
\printbibliography[heading=bibintoc, title=Bibliography] % Add the bibliography heading to the ToC, set the title of the bibliography and output the bibliography note
%----------------------------------------------------------------------------------------
% NOMENCLATURE
%----------------------------------------------------------------------------------------
% The nomenclature needs to be compiled on the command line with 'makeindex main.nlo -s nomencl.ist -o main.nls' from the template directory
% \nomenclature{$c$}{Speed of light in a vacuum inertial frame}
% \nomenclature{$h$}{Planck constant}
% \renewcommand{\nomname}{Notation} % Rename the default 'Nomenclature'
% \renewcommand{\nompreamble}{The next list describes several symbols that will be later used within the body of the document.} % Prepend this text to the nomenclature
% \printnomenclature % Output the nomenclature
%----------------------------------------------------------------------------------------
% GREEK ALPHABET
% Originally from https://gitlab.com/jim.hefferon/linear-algebra
%----------------------------------------------------------------------------------------
% \vspace{1cm}
% {\usekomafont{chapter}Greek Letters with Pronounciation} \\[2ex]
% \begin{center}
% \newcommand{\pronounced}[1]{\hspace*{.2em}\small\textit{#1}}
% \begin{tabular}{l l @{\hspace*{3em}} l l}
% \toprule
% Character & Name & Character & Name \\
% \midrule
% $\alpha$ & alpha \pronounced{AL-fuh} & $\nu$ & nu \pronounced{NEW} \\
% $\beta$ & beta \pronounced{BAY-tuh} & $\xi$, $\Xi$ & xi \pronounced{KSIGH} \\
% $\gamma$, $\Gamma$ & gamma \pronounced{GAM-muh} & o & omicron \pronounced{OM-uh-CRON} \\
% $\delta$, $\Delta$ & delta \pronounced{DEL-tuh} & $\pi$, $\Pi$ & pi \pronounced{PIE} \\
% $\epsilon$ & epsilon \pronounced{EP-suh-lon} & $\rho$ & rho \pronounced{ROW} \\
% $\zeta$ & zeta \pronounced{ZAY-tuh} & $\sigma$, $\Sigma$ & sigma \pronounced{SIG-muh} \\
% $\eta$ & eta \pronounced{AY-tuh} & $\tau$ & tau \pronounced{TOW (as in cow)} \\
% $\theta$, $\Theta$ & theta \pronounced{THAY-tuh} & $\upsilon$, $\Upsilon$ & upsilon \pronounced{OOP-suh-LON} \\
% $\iota$ & iota \pronounced{eye-OH-tuh} & $\phi$, $\Phi$ & phi \pronounced{FEE, or FI (as in hi)} \\
% $\kappa$ & kappa \pronounced{KAP-uh} & $\chi$ & chi \pronounced{KI (as in hi)} \\
% $\lambda$, $\Lambda$ & lambda \pronounced{LAM-duh} & $\psi$, $\Psi$ & psi \pronounced{SIGH, or PSIGH} \\
% $\mu$ & mu \pronounced{MEW} & $\omega$, $\Omega$ & omega \pronounced{oh-MAY-guh} \\
% \bottomrule
% \end{tabular} \\[1.5ex]
% Capitals shown are the ones that differ from Roman capitals.
% \end{center}
%----------------------------------------------------------------------------------------
% GLOSSARY
%----------------------------------------------------------------------------------------
% The glossary needs to be compiled on the command line with 'makeglossaries main' from the template directory
% \newglossaryentry{computer}{
% name=computer,
% description={is a programmable machine that receives input, stores and manipulates data, and provides output in a useful format}
% }
% Glossary entries (used in text with e.g. \acrfull{fpsLabel} or \acrshort{fpsLabel})
% \newacronym[longplural={Frames per Second}]{fpsLabel}{FPS}{Frame per Second}
% \newacronym[longplural={Tables of Contents}]{tocLabel}{TOC}{Table of Contents}
% \setglossarystyle{listgroup} % Set the style of the glossary (see https://en.wikibooks.org/wiki/LaTeX/Glossary for a reference)
% \printglossary[title=Special Terms, toctitle=List of Terms] % Output the glossary, 'title' is the chapter heading for the glossary, toctitle is the table of contents heading
%----------------------------------------------------------------------------------------
% INDEX
%----------------------------------------------------------------------------------------
% The index needs to be compiled on the command line with 'makeindex main' from the template directory
% \printindex % Output the index
%----------------------------------------------------------------------------------------
% BACK COVER
%----------------------------------------------------------------------------------------
% If you have a PDF/image file that you want to use as a back cover, uncomment the following lines
%\clearpage
\end{document}