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 | Probability review |

2 | 2: Random Variables Hw2 | RV continued: transformations, CDF, joint distributions |

3 | 3: Expected values Hw3 | 3: Expected values continued, MGF's |

4 | 5: Convergence in Probability | 5: Convergence in Distribution Hw4 |

5 | 5: Convergence in Probability | 5: CLT and delta-method Hw5 |

6 | 6: Estimation | 6: Estimation, 7: Empirical CDF |

7 | 7: Confidence band | 7: Plug-in estimates, 8: Bootstrap Hw6 |

8 | 9: Method of Moments, MLE | 9: MLE, Fisher information |

9 | Review Sample Exam key | Exam 1 key |

10 | 9: multivariate MLE Hw7 | 9: MLE: delta method |

11 | 9: MLE: example of linear regression | 10: Hypo. tests |

12 | 10: Chi-square tests (See Math 382 textbook, Chapter 10) Hw8 | 10: LR test handout |

13 | 10: LR test continued: multiple parameters. 11: Bayesian stats | Practice Exam key |

14 | Exam 2 key | Txgiving |

15 | 11: Bayesian stats Hw9 | 11: Bayesian stats |

16 | 24: MCMC | Review Practice Exam key |

Final exam: Saturday, Dec.9 at 9 am, Weir 209.

Maintained by Oleg Makhnin (oleg.makhnin att nmt edu)