Time: Monday, Wednesday, Friday at 10:00 - 10:50 a.m.
Location: Taft Hall 117
Instructor: Jie Yang, SEO 513
Office Hours: Monday, Wednesday, Friday at 12:00 - 13:00 p.m.
Teaching Assistant: John Hardwick
Office Hours: Monday and Friday at 3:00 - 4:00 p.m., Math Learning Center (SEO 430)
Textbook: R. V. Hogg, J. W. McKean, A. T. Craig,
Introduction to Mathematical Statistics, 7th edition, 2012(recommended) or 6th edition, 2004
Content: Probability spaces, random variables and their distributions, conditional distribution and stochastic independence, special distributions, sampling distributions, limit theorems
Prerequisite: Grade of C or better in MATH 210
Turn in every Wednesday before class;
half of the grade counts for completeness;
half of the grade counts for correctness of one selected problem
Midterms: October 5th and November 16th, Friday, 10:00 a.m. - 10:50 a.m.
Final Exam: 10:30-12:30 p.m. Friday, December 14
Grading: Homework 10%, midterms 25% each, final exam 40%
Grading Scale: 93% A , 80% B , 65% C , 50% D
Format of All Exams: Each exam is based on the homework and the examples discussed in class. The last class session before each exam is a review session. Please prepare any questions that you may have.
No makeup exam will be given without a valid excuse.
|WEEK||SECTIONS (7th Edition)||BRIEF DESCRIPTION|
|08/27 - 08/31||1.1; 1.2; 1.3||Introduction; Set Theory; Probability Set Function|
|09/03 - 09/07||Holiday; 1.3; 1.4||Probability Set Function; Conditional Probability and Independence|
|09/10 - 09/14||1.4; 1.5; 1.5||Conditional Probability and Independence; Random Variables|
|09/17 - 09/21||1.6; 1.7; 1.8||Discrete Random Variables; Continuous Random Variables; Expectation of a Random Variable|
|09/24 - 09/28||1.9; 1.10; 2.1||Special Expectations; Important Inequalities; Distributions of Two Random Variables|
|10/01 - 10/05||2.1; Review; Midterm-1||Distributions of Two Random Variables|
|10/08 - 10/12||2.2; 2.2; 2.3||Transformation: Bivariate Random Variables; Conditional Distributions and Expectations|
|10/15 - 10/19||2.3; 2.4; 2.5||Conditional Distributions and Expectations; Correlation Coefficient; Independent Random Variables|
|10/22 - 10/26||2.6; 2.7; 2.7||Extension to Several Random Variables; Transformations: Random Vectors|
|10/29 - 11/02||2.8; 3.1; 3.2||Linear Combinations of Random Variables; Binomial and Related Distributions; Poisson Distribution|
|11/05 - 11/09||3.3; 3.4; 3.5||Gamma, Chi-Squared and Beta Distributions; Normal Distribution; Multivariate Normal Distribution|
|11/12 - 11/16||3.6; Review; Midterm-2||t and F-Distributions|
|11/19 - 11/23||3.7; 5.1; Holiday||Mixture Distributions; Convergence in Probability|
|11/26 - 11/30||5.2; 5.2; 5.3||Convergence in Distribution; Central Limit Theorem|
|12/03 - 12/07||5.3; Review; Review||Central Limit Theorem|
|12/10 - 12/14||Final Exam||Final Exam|