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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: Wed. 11 - 1 and by appointment. |
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| GSI: Josh Abramson | Office: 307 Evans | Office Hours: Tues. 10 - 12 and Wed. 1 - 3 | ||
| Class Schedule: MWF 10-11 in 155 Kroeber Hall. | ||||
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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 a midterm 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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| Midterm: Wednesday, 7 October 2009, in class.
Final: Saturday, 12 December 2009, 8-11 a.m. in 159 Mulford Hall. |
Grading Distribution: Homework: 25% Midterm: 30% Final: 45% | Text: Title: Introduction to Probability Theory Authors: Hoel, Port, and Stone ISBN: 039504636X |
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| Homeworks: | ||||
| Chapter 1: 1, 3, 9, 10, 14, 15, 20, 24, 29, 34, 39, 40, 43 (Due: 11 September) | ||||
| Chapter 2: 1, 3, 7, 10, 13, 14, 15, 19, 25, 27, and Additional Problems 2 (Due: 25 September) | ||||
| Chapter 3: 1, 3, 6, 8, 10, 14, 20, 21, 23, 26, 27, and Additional Problems 3 (Due: 2 October) | ||||
| Midterm Review: Problems (Not to be handed in) | ||||
| Chapter 5: 1, 3, 5, 7, 11, 13, 14, 15, 16, 17, 18. 20, 21, 23, 25, 34, 37, 39 (Due: 21 October) | ||||
| Chapter 6: 2, 3, 4, 6, 13, 20, 23, 31, 32, 33, 38, 40 (Due: 30 October) | ||||
| Chapter 4: 5, 6, 10, 11, 13(b), 15, 16, Chapter 7: 7, 9, 12, 15, 19, 20, and Additional Problems 6 (Due: 13 November) | ||||
| Chapter 4: 19, 21, 24, 26, 27, 28, 30, 32, 35, Chapter 7: 30, 34, 38, 43, 44, 45, and Additional Problems 7 (Due: 30 November) | ||||
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Final Review (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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