Syllabus

My schedule

Homework list

382 book

R stuff
A longer R intro

Book website

Week | T | R |

1 | 1.1 - 1.6 Probability review Hw1 | 1.7, Chapter 2 Random variables |

2 | Chapter 2 R demo 1 | Chapter 2: Poisson and Binomial, transformations, location and scale parameters, start E(X) Hw2 |

3 | Chapter 3: E(X), V(X), mixture example | Chapter 3: V(X1 + X2 + ... + Xn), MGF's Hw3 |

4 | Remote session: Sampling Distributions, LLN fail for Cauchy R demo 2 | No class |

5 | Gamma/Exponential/Normal properties. Ch.5: intro. to convergence in probability. | R Lab: bring your laptop! Lab 1 code |

6 | Ch.5: convergence in distribution. CLT. | Ch.6: Introduction into inference |

7 | Ch.6 continued Hw4 | Ch.7 |

8 | Ch.7, intro Ch.8 (Bootstrap) R demo 3 | Ch.9 (MOM) Hw5 |

9 | Hw4 discussion, R demo 4 | Ch.9: MLE practice exam |

10 | Review key Hw1-5 key | Midterm Exam |

11 | Ch.9: MLE, Fisher info R demo 5 Hw6 | Ch.9: MLE multivariate |

12 | Ch.9: MLE, efficiency; continue R demo 5 | Ch.10: Wald tests. Hw7 |

13 | Ch.10: power, p-value, chi-square test R demo 6 | Ch.10, LR handout |

14 | continue LR handout, Hw8 R demo 7 | Ch.11, continue R demo 7 |

15 | Bayesian handout Ch.13, continue R demo 7 | Txgiving |

16 | Batting example: R demo 8 , see also code Practice test | Project presentations Practice test solutions |

Final week office hours: MW, 2:30-4:30

Final exam: Tuesday, 9am, Weir 203

Maintained by Oleg Makhnin (olegm att nmt edu)