Date | Topic | Notes |
---|---|---|
Tu, Sept 4 | Introduction, sample spaces, probability axioms | Read chapter 1 in the book. Due for Th 9/6: Problems 1.4.2, 1.4.4, 1.4.6, 1.5.2, 1.5.4, 1.5.6, 1.5.10, 1.5.12 from the book. Lecture notes for chapter one here (pdf). |
Th, Sept 6 | Combinatorics, Stirling's approximation; conditional probability | Read chapter 2.1-2.3 in the book. Due T 9/11: Problems 1.6.2, 1.6.6, 1.6.8, 1.7.2, 1.7.4, 1.7.6, 1.7.8, 1.7.10, 1.8.2, 1.8.8, 1.8.14, 1.9.4, 1.9.8. |
Tu, Sept 11 | More on conditional probabilities, Bayes rule | Due Th 9/13: Problems 1.12.2, 1.12.10, 2.1.2, 2.1.6, 2.1.8, 2.2.2, 2.2.4, 2.2.6, 2.2.10, 2.3.4, 2.3.6. Lecture notes for chapter two here (pdf). |
Th, Sept 13 | Independent events. Random variables and distributions; pmf's, pdf's, and cdf's | Read chapter 3 in the book. Due Tu 9/18: Problems 2.2.12, 2.2.13, 2.2.14, 2.3.7, 2.3.8, 2.3.13, 3.1.2, 3.1.4, 3.1.6. |
Tu, Sept 18 | Multivariate distributions; functions of a random variable; convolution | Due Th 9/20: Problems 3.1.8, 3.2.2, 3.2.4, 3.2.8, 3.2.10, 3.3.2, 3.3.4, 3.4.2, 3.4.4. Lecture notes for chapter three here (pdf). |
Th, Sept 20 | Expectations, variance | Read chapter 4 in the book. Due Tu 9/25: Problems 3.8.2, 3.8.6, 3.8.8, 3.9.2, 3.9.4, 3.9.8, 3.9.16, 3.9.14. Lecture notes for chapter four here. |
Tu, Sept 25 | Moment-generating functions; Covariance and correlation; sample means | Due Th 9/27: Problems 4.1.2, 4.1.12, 4.2.2, 4.2.8, 4.2.10, 4.3.2, 4.3.4, 4.3.6, 4.4.2, 4.4.4, 4.4.10. |
Th, Sept 27 | Inequalities: Markov, Chebyshev, Chernoff, and Jensen; law of large numbers; special discrete distributions | Due for Tu 10/2: Problems 3.5.2, 3.5.4, 3.5.6, 3.6.2, 3.6.4, 3.6.10, 3.7.2, 3.7.8. Lecture notes for inequalities here. |
Tu, Oct 2 | Special continuous distributions; order statistics | Read chapter 6 in the book. Due Th 10/4: Problems 4.5.10, 4.5.6, 4.5.12, 4.6.4, 4.6.8, 4.6.10, 4.7.2, 4.7.6, 4.7.12, 5.2.12, 5.2.9, 5.2.4. Lecture notes for chapter five here. |
Th, Oct 4 | Central limit theorem; convergence in distribution; delta method | Read Chapter 4.8. Due Tu 10/9: Problems 5.2.6, 5.2.8, 5.3.2, 5.3.5, 5.3.6, 5.3.8, 5.4.2, 5.4.8, 5.4.14, 5.5.2, 5.5.5 5.5.6. Notes on CLT here. |
Tu, Oct 9 | Decision theory | Read chapter 7 in the book. Due Th 10/11: Problems 5.6.2(a)-(d), 5.6.6, 5.6.12, 5.6.14, 5.6.18, 5.6.24, 5.7.2, 5.7.4, 5.7.6, 5.7.10. Notes on decision theory here. |
Th, Oct 11 | Bayes estimation - Conjugate Priors - Bias and variance -relevant chapters 7.2, 7.3, 7.4, 8.6, 8.7 . | Due Tu 10/16: Problems 5.8.2, 5.8.6, 5.9.7, 5.9.8, 5.10.2, 5.10.3, 5.10.4, 5.10.6, 5.10.8, 5.10.13, 5.11.4. Lecture notes here. |
Tu, Oct 16 | Maximum likelihood - relevant chapters 6.3, 7.5, 7.6, 7.7, 8.7 | Due Th 10/18: Problems 4.9.4, 4.9.6, 4.9.8, 6.2.4, 6.2.6, 6.2.10, 6.3.6, 6.3.10, 6.3.12, 6.3.14(a), 6.3.15. |
Th, Oct 18 | Midterm review | No HW. Midterm on the 23th (covers material in chapters 1-6). |
Tu, Oct 23 | Midterm exam. 405A International Affairs Building, 1:10pm-3:50pm | Due Th 10/25: Problems 7.2.3, 7.2.2, 7.3.3, 7.3.7, 7.4.2, 7.4.3, 7.4.8, 7.5.5, 7.5.6, 7.5.7. |
Th, Oct 25 | Sufficiency | Due Tu 10/30: Problems 7.2.8, 7.3.14, 7.3.15, 7.3.17, 7.3.18, 7.3.21, 7.3.23(a), 7.4.10, 7.4.12,7.4.15, , 7.5.9, 7.5.10, 8.6.2, 8.6.3., 8.7.14 |
Tu, Oct 30 | Sandy! | Due Th 11/1: Problems 7.5.11, 7.5.12 + 8.7.1, 8.7.2,8.7.3,8.7.4,8.7.6, 8.7.13. |
Th, Nov 1 | Improving Unbiased Estimators, Cramer Rao Bound and Fisher Information | Due Th 11/8: Problems 7.7.(1-10), 7.7.13, 7.8.(5-12), 7.9.12, 7.9.13, 7.10.14, 8.8.(1-5) . |
Tu, Nov 6 | No class - University holiday | Remember to vote... |
Th, Nov 8 | Sampling Distributions, Chi-square distribution, t Distributions, Confidence Intervals - relevant chapters 8.1, 8.2, 8.3,8.4, 8.5 | Due Tu 11/13: Problems 8.8.(6-10), 8.8.13,8.8.17,8.1.5,8.1.7,8.1.8,8.2.5,8.3.1 |
Tu, Nov 13 | Hypothesis testing - relevant chapters 9.1 and 9.2 | Due Th 11/15: Problems 8.2.6, 8.2.8, 8.3.3a, 8.3.3b, 8.3.4, 8.3.5, 8.3.6, 8.5.1, 8.5.5, 8.5.6, 8.9.9 . |
Th, Nov 15 | Testing with compound null hypotheses; t-tests, F-tests | Due Tu 11/20: Problems 9.1.3, 9.1.4, 9.1.14, 9.1.11, 9.1.12(a,b), 9.5.5.a, 9.5.2, 9.5.4, 9.5.7, 9.5.8, 9.5.9, 9.5.10. |
Tu, Nov 20 | Chi-square tests for goodness of fit, homogeneity, and independence | Due Tu 11/27: Problems 9.6.1, 9.6.4, 9.6.6, 9.6.10, 9.7.7, 9.7.10, 9.7.11. |
Th, Nov 22 | No class | Happy thanksgiving. |
Tu, Nov 27 | Categorical Data | Due Th 11/29: Problems 10.1.8, 10.2.1, 10.2.2, 10.3.9, 10.3.10, 10.4.2, 10.5.7. |
Th, Nov 29 | Linear Regression | Due Tu 12/4: Problems 10.6.7, 10.6.13, 11.1.1, 11.1.4, 11.1.7, 11.2.(1-6) |
Tu, Dec 4 | Linear Regression | Due Th 12/6:11.3.1, 11.3.2, 11.3.3, 11.3.4,11.3.7, 11.3.8 .E-mail me questions for the review. |
Th, Dec 6 | Review session - last class. | |
Tu, Dec 18, 1:10pm - 4:00pm | Final exam | 227 Mudd. |