This
course is a graduate level introduction to probability and mathematical
statistics. The course discusses
classic tools to extract and evaluate evidence from data, which are the basis
for modern scientific discovery.
The emphasis is on general ideas, such as maximum likelihood estimation
and likelihood ratio tests.
Special cases, like the z-test or t-test, are discussed as examples of
these general approaches.
Lecture
times:
Tuesday
and Thursday from 8:00 am to 9:45 pm at Engineering 2, Room 194.
Instructor:
Name:
Abel Rodriguez, abel at ams dot ucsc dot edu
Office:
Baskin Engineering, 147
Instructor
Office Hours:
Tuesdays
and Thursdays from 4:00 pm to 5:00 pm
Teaching
Assistants:
TBA
We
will follow Casella and Berger, Statistical Inference, Second Edition, Duxbury
(CB). For some lectures I will use
slides, which will be available from the class schedule below. These slides contain only remarks and
main ideas, they are designed for you to take notes!!! Finally, we might use some web-based
resources that I will be adding as they become necessary.
Homework:
There
will be five homeworks, which can be found below as part of the class
schedule. The homework will not be
graded, but a substantial part of each of the quizzes and exams will be taken
from them.
Quizzes:
Two
quizzes, each worth 15% of the final grade.
Tuesday,
October 19 during regular class hours.
Thursday,
November 23 during regular class hours.
Midterm:
One
midterm, worth 30% of the final grade.
Tuesday,
November 03 during regular class hours.
Final:
The
final is worth 40% of the final grade.
Thursday,
December 09 between 8:00am and 11:00 am at E2-194.
Recordings
of the lectures are available here.
Th
09/23 – No
class. (slides)
Tu
09/28 –
Probability theory (CB 1.1 - 1.3).
(class
notes)
Th
09/30 –
Probability theory, cont.
Transformations and expectations. (CB, 1.4 - 1.6, 2.1 - 2.4). (class
notes)
Tu
10/05 – Common
families of distributions (CB, 3.1 – 3.2). (class
notes)
Th
10/07 – Common
families of distributions, cont. (CB, 3.3 - 3.4). Summary of
distributions. HW1 Due. (class
notes)
Tu
10/12 – Common
families of distributions, cont.
Multiple random variables (CB, 3.5 - 3.6, 4.1 – 4.3). (class
notes)
Th
10/14 –
Multiple random variables, cont. (CB, 4.5 - 4.7). (class
notes)
Tu
10/19 –
Properties of a random sample (CB, 5.1-5.5). Quiz 1 (15%). HW2 Due. (class
notes) Solution
to quiz 1.
Th
10/21 – Point
estimation (CB, 7.1, 7.2.1-7.2.2). No class.
Tu
10/26 – Point
estimation, cont. (CB, 7.3). (class
notes)
Th
10/28 –
Catch-up/Review. (class
notes)
Tu
11/02 – Midterm
(30%). HW3 Due. Midterm
2008. Midterm
2009.
Th
11/04 –
Principles of data reduction (CB, 6.1 – 6.3). (nonlinear
regression script) (class
notes)
Tu
11/09 –
Hypothesis testing (CB, 8.1-8.2).
Th 11/11 – No class. Veteran’s day.
Tu
11/16 –
Hypothesis testing. Interval
estimation (CB, 8.3, 9.1-9.2). (Confidence
interval spreadsheet) (class
notes)
Th
11/18 –
Interval estimation, cont (CB, 9.3). HW4 Due. (class
notes)
Tu
11/23 –
Asymptotic evaluations (CB, 10.1-10.2). Quiz 2 (15%). (class
notes) Solution
to quiz 2.
Th
11/25 – No
class. Thanksgiving.
Tu
11/30 –
Asymptotic evaluations (CB, 10.3 - 10.4). (class
notes)
Th
12/02 –
Catch-up/Review. HW5 Due. (class
notes)
Th
12/09 - Final
exam (40%) between 8:00am and 11:00am.
Final
2008. Final
2009. Another
Practice Final.