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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: Immediately after lecture and by appt. |
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GSI: Josh Abramson | Office: 307 Evans | Office Hours: Wednesday 4-6 and Thursday 10-12 | ||
Class Schedule: MWF 10-11 in 3108 Etcheverry. | ||||
Prerequisites: Multivariable calculus and one semester of linear algebra; you should be OK if you can answer these questions. |
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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. | ||||
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 exams 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 exams and final. Finally, the book is a good resource; you should read it in tandem with the relevant lectures. | ||||
Midterm 1: Wednesday, 28 September, in class.
Midterm 2: Wednesday, 2 November, in class. Final: Monday, 12 December 2011, 8-11 a.m. in 3108 Etcheverry |
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 9 September) | ||||
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 16 September) | ||||
Section 1.7: 1, 2, 4, 6 - 10 Section 1.8: 1, 2, 4, 6, 8, 10, 12 - 15, 19 Additional Problems 2 |
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Assignment 3 (due 23 September) | ||||
Section 1.9: 4, 6 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) | ||||
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 7 October) | ||||
Section 2.2: 2, 4, 7, 9, 10 ,14, 16, 19 Section 3.1: 2, 3, 5, 6, 8, 10 Section 3.2: 2 - 4, 6 - 8, 10, 11 Additional Problems 4 |
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Assignment 5 (due 14 October) | ||||
Section 3.3: 2 - 6, 8, 9 Section 3.8: 2 - 4, 6 - 10 Additional Problems 5 |
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Assignment 6 (due 21 October) | ||||
Section 3.4: 1 - 4, 6, 8, 10 Section 3.5: 2 - 6, 7 - 11 Additional Problems 6 |
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Assignment 7 (due 28 October) | ||||
Section 3.6: 2 - 4, 6, 8, 10, 12 Additional Problems 7 |
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Exam 2 Supplementary Problems (not to be handed in) | ||||
Section 3.10: 2, 5, 6, 7, 10, 17, 18, 22 | ||||
Assignment 8 (due 4 November) | ||||
Section 3.7: 1, 4, 6, 8a, 9, 11 Section 3.9: 2 - 4, 6, 8, 10, 12, 18 Section 3.10: 8, 12, 20, 24 Additional Problems 8 |
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Assignment 9 (due 18 November) | ||||
Section 4.1: 4, 6 - 8, 9, 11 Section 4.2: 1, 2, 4 - 8, 10 Section 4.3: 3 - 6, 8 Additional Problems 9 |
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Assignment 10 (due 2 December) | ||||
Section 4.4: 6, 8 - 10, 12 - 14 Section 4.6: 1, 3, 7, 10 ,12 - 14 Section 4.7: 2 - 6, 10, 12, 14 Additional Problems 10 |
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Final Exam Supplementary Problems (not to be handed in) | ||||
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 (29 August - 2 September): Sections 1.3 - 1.7 | ||||
Week 2 (7 - 9 September): Sections 1.7 - 1.10 | ||||
Week 3 (12 - 16 September): Sections 2.1 and 2.3 | ||||
Week 4 (19 - 23 September): Sections 2.2, 3.1, and 3.2 | ||||
Week 5 (26 - 30 September): Sections 3.3 and 3.8 | ||||
Week 6 (3 - 7 October): Sections 3.8 and 3.4 | ||||
Week 7 (10 - 14 October): Sections 3.5 and 3.6 | ||||
Week 8 (17 - 21 October): Sections 3.7 and 3.9 | ||||
Week 9 (24 - 28 October): Sections 3.9 and 4.1 | ||||
Week 10 (31 October - 4 November): Section 4.2 | ||||
Week 11 (7 - 9 November): Sections 4.3 and 4.4 | ||||
Week 12 (14 - 18 November): Sections 4.6 and 4.7 | ||||
Week 13 (21 - 23 November): Section 4.8 | ||||
Week 14 (28 November - 2 December): Selections from Chapter 5 |