Syllabus

Lecture 1: Basics of Probability: Sample spaces, set theory, probability functions, counting techniques. Ch 1.1-1.2, Appendix D.1 (updated: September 15, 2014)

Lecture 2: Conditional probability, independence, Bayes' theorem, Ch 1.3-1.5 (updated: September 3, 2014)

Lecture 3: Random variables, distributions, cumulative distribution functions (CDFs) (Updated: October 6, 2014)

Lecture 4: Discrete random variables and probability mass functions (PMFs), Ch 2.1 (Updated: September 29, 2014)

Lecture 5: Mathematical expectation, Ch 2.2 (Updated: October 27, 2014)

Lecture 6: Variance, moments, and moment generating function (MGF) of discrete random variables, Ch 2.3 (Updated: December 14, 2015)

Lecture 7: Examples of discrete distributions: Bernoulli, Geometric, Binomial, and Poisson, Ch 2.2 (pp. 54-55), 2.4, 2.6 (Updated: December 5, 2014)

Lecture 8: Continuous random variables, probability density functions (PDFs), uniform distribution, Ch 3.1 (Updated: December 7, 2014)

Lecture 9: Expectation of a continuously distributed random variable, distribution function and change-of-variable techniques, Ch. 3.1, 5.1 (Updated: October 31, 2014)

Lecture 10: Quantiles (percentiles), symmetric and asymmetric distributions, logistic distribution, Ch 3.1 (pp. 91-92), 5.1 (pp. 167-168) (Updated: October 29, 2014)

Lecture 11: Normal distribution, Ch 3.3 (Updated: December 7, 2014)

Lecture 12: Joint and marginal distributions, independence, Ch 4.1, 4.4 (Updated: December 7, 2014)

Lecture 13: Covariance, correlation, and regression, Ch. 4.2 (Updated: November 19, 2014)

Lecture 14: Conditional distributions and expectations, Ch 4.3 (Updated: December 7, 2014)

Lecture 15: Introduction to Statistics: estimation, MLE, properties of estimators, Ch 6.4 (Updated: December 14, 2015)

Lecture 16: Introduction to Statistics: Inference (Updated: December 14, 2015)

Assignment 1: Due Tuesday September 29

Assignment 2: Due Tuesday October 6

Assignment 3: Due Tuesday October 13

Assignment 4: Due Thursday October 29

Assignment 5: Due Thursday November 5

Assignment 6: Due Thursday November 12

Assignment 7: Due Thursday November 19

Assignment 8: Due Thursday November 26

Assignment 9: Due Thursday December 3

Assignment 10: Due Wednesday December 9