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Stat 200A - Introduction to Probability and Statistics at an Advanced Level |
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Instructor: Nathan Ross |
Office: 347 Evans |
Office Hours: Mon. 11 - 12 and 1:30 - 2:30 |
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| GSI: Tanya Gordeeva | Office: 387 Evans | Office Hours: Wed. 11 - 12 and Thurs. 12 - 2 | ||
| Class Schedule: MWF 10-11 in 180 TAN. | ||||
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Prerequisites: Multivariable calculus and one semester of linear algebra. |
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| Course Description: The purpose of this course is to introduce a functional understanding of probability and statistics. The main focus will be on creating a solid foundation of probability theory, which is critical in understanding the tools of statistics. The assumed mathematical background of the course is a working knowledge of multivariable calculus and linear algebra. Because the course will require both computation and deductive reasoning, it is necessary to be able to produce logical arguments which integrate the techniques of these prerequisites. Homework will be assigned periodically and will be turned in for a grade. The remaining part of the course grade will be determined by two midterms and a final, both of which must be taken at their respective time and date. | ||||
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Topics Covered: Probability spaces, basic combinatorics, discrete and continuous random variables, expectation, classical distributions in probability and statistics, central limit theorem, selected topics in mathematical statistics (time permitting). |
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| Some general remarks about the course: I will be using the grade book in bspace so that you can check that no mistakes have been made in your grade (something I recommend that you do). I will only answer emails that have questions of a timely nature - other questions can be asked directly to me in lecture. You will be allowed a scientific calculator on the quizzes and final, but not a graphing calculator. It is extremely important that you keep up on the homework; it not only affects your grade directly, but also largely determines your success on the quizzes and final. Finally, the book is a good resource; you should read it in tandem with the relevant lectures. | ||||
| Midterm 1: Wednesday, 29 September, in class.
Midterm 2: Wednesday, 3 November, in class. Final: Monday, 13 December 2010, 8-11 a.m. in 101 Morgan. |
Grading Distribution: Homework: 10% Midterms: 45% Final: 45% |
Text: Title: Probability and Statistics (3rd Edition) Authors: Degroot and Schervish ISBN: 0-201-52488-0 |
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| Homework Assignments: | ||||
| Assignment 1 (due 10 September) | ||||
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Section 1.4: 1, 6 - 8 Section 1.5: 1 - 4, 6, 8, 11, 14 Section 1.6: 1, 2, 4 - 6, 8 |
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| Assignment 2 (due 17 September) | ||||
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Section 1.7: 1, 2, 4, 6 - 10 Section 1.8: 1, 2, 4, 6, 8, 10, 12 - 15, 19 Section 1.9: 4, 6 |
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| Assignment 3 (due 24 September) | ||||
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Section 2.1: 1 - 5, 9 Section 2.3: 1 - 3, 8, 10a, 11a, 12a Additional Problems 3 |
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| Exam 1 Supplementary Problems (not to be handed in) | ||||
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Section 1.12: 1, 4, 6, 8, 9 Section 2.6: 5, 12, 17, 18, 22, 23, 26 |
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| Assignment 4 (due 1 October) | ||||
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Section 2.2: 2, 4, 7, 9, 10 ,14, 16, 19 Additional Problems 4 |
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| Assignment 5 (due 8 October) | ||||
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Section 3.1: 2, 3, 5, 6, 8, 10 Section 3.2: 2 - 4, 6 - 8, 10, 11 |
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| Assignment 6 (due 15 October) | ||||
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Section 3.3: 2 - 6, 8, 9 Section 3.8: 2 - 4, 6 - 10 Additional Problems 6 |
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| Assignment 7 (due 22 October) | ||||
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Section 3.4: 1 - 4, 6, 8, 10 Section 3.5: 2 - 6, 7 - 11 Additional Problems 7 |
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| Assignment 8 (due 29 October) | ||||
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Section 3.6: 2 - 4, 6, 8, 10, 12 Section 3.7: 1, 4, 6, 8a, 9, 11 Additional Problems 8 |
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| Exam 2 Supplementary Problems (not to be handed in) | ||||
| Section 3.10: 2, 5, 6, 7, 8, 10, 12, 17, 18, 20, 22, 24 | ||||
| Assignment 9 (due 12 November) | ||||
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Section 3.9: 2 - 4, 6, 8, 10, 12, 18 Section 4.1: 4, 6 - 8, 9, 11 Additional Problems 9 |
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| Assignment 10 (due 19 November) | ||||
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Section 4.2: 1, 2, 4 - 8, 10 Section 4.3: 3 - 6, 8 Section 4.4: 6, 8 - 10, 12 - 14 |
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| Assignment 11 (due 3 December) | ||||
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Section 4.6: 1, 3, 7, 10 ,12 - 14 Section 4.7: 2 - 6, 10, 12, 14 Additional Problems 11 |
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| Final Exam Supplementary Problems (not to be handed in) | ||||
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Book Problems Other Problems (compilation of documents from Sourav Chatterjee's Stat 200A and David Aldous' Stat 204): Chatterjee's Problems I: 5, 6, 7, 8, 11, 12, 14, 16, 17, 18 Chatterjee's Problems II: 1, 2, 4, 6 - 10 Aldous' Problems: 2.1, 2.3, 2.5, 2.6, 3.1, 4.1, 4.2, 4.5, 7.1 |
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| Schedule: | ||||
| Week 1 (30 August - 3 September): Sections 1.3 - 1.7 | ||||
| Week 2 (8 - 10 September): Sections 1.7 - 1.10 | ||||
| Week 3 (13 - 17 September): Sections 2.1 and 2.3 | ||||
| Week 4 (20 - 24 September): Sections 2.2, 3.1, and 3.2 | ||||
| Week 5 (27 September - 1 October): Sections 3.3 and 3.8 | ||||
| Week 6 (4 - 8 October): Sections 3.8 and 3.4 | ||||
| Week 7 (11 - 15 October): Sections 3.5 and 3.6 | ||||
| Week 8 (18 - 22 October): Sections 3.7 and 3.9 | ||||
| Week 9 (25 - 29 October): Sections 3.9 and 4.1 | ||||
| Week 10 (1 - 5 November): Section 4.2 | ||||
| Week 11 (8 - 12 November): Sections 4.3 and 4.4 | ||||
| Week 12 (15 - 19 November): Sections 4.6 and 4.7 | ||||
| Week 13 (22 - 24 November): Section 4.8 | ||||
| Week 14 (29 November - 3 December): Selections from Chapter 5 | ||||