Time: Monday, Wednesday, Friday at 09:00 - 09:50 a.m.
Location: Lincoln Hall 312 (707 S Morgan St, Chicago, IL 60607)
Textbook: R. V. Hogg, J. W. McKean, A. T. Craig,
Introduction to Mathematical Statistics, 8th edition, 2019
Reference Books: Robert V. Hogg, Elliot A. Tanis, Dale Zimmerman, Probability and Statistical Inference, 9th Edition, 2015.
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 via UIC Blackboard;
half of the grade counts for completeness;
half of the grade counts for correctness of one selected problem
Exams: This course will require students to be on campus for in-person exams on September 28th and November 9th, Wednesday, 9:00 AM - 9:50 AM.
Project: Students are required to work by themselves or in groups on course projects and submit their final reports before December 2nd, 2022, Friday, 9:00am. Each group should consist of at most three students. The projects may come from the optional problems assigned by the instructor or be proposed by the students themselves upon the approval of the instructor.
Grading: Homework 20%, Two Exams 25% each, Project 30%
Grading Scale: 90% A , 80% B , 70% C , 60% 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.
|08/22 - 08/26||1.1; 1.2; 1.3||Introduction; Set Theory; Probability Set Function|
|08/29 - 09/02||1.3; 1.4; 1.4||Probability Set Function; Conditional Probability and Independence|
|09/05 - 09/09||Holiday; 1.5; 1.5||Random Variables|
|09/12 - 09/16||1.6; 1.7; 1.8||Discrete Random Variables; Continuous Random Variables; Expectation of a Random Variable|
|09/19 - 09/23||1.9; 1.10; 2.1||Special Expectations; Important Inequalities; Distributions of Two Random Variables|
|09/26 - 09/30||Review; Exam-I; 2.1||Distributions of Two Random Variables|
|10/03 - 10/07||2.2; 2.2; 2.3||Transformation: Bivariate Random Variables; Conditional Distributions and Expectations|
|10/10 - 10/14||2.3; 2.4; 2.5||Conditional Distributions and Expectations; Independent Random Variables; Correlation Coefficient|
|10/17 - 10/21||2.6; 2.7; 2.7||Extension to Several Random Variables; Transformations: Random Vectors|
|10/24 - 10/28||2.8; 3.1; 3.2||Linear Combinations of Random Variables; Binomial and Related Distributions; Poisson Distribution|
|10/31 - 11/04||3.3; 3.4; 3.5||Gamma, Chi-Squared and Beta Distributions; Normal Distribution; Multivariate Normal Distribution|
|11/07 - 11/11||Review; Exam-II; 3.6||t and F-Distributions|
|11/14 - 11/18||3.7; 5.1; 5.2||Mixture Distributions; Convergence in Probability; Convergence in Distribution|
|11/21 - 11/25||5.2; 5.2; Holiday||Convergence in Distribution|
|11/28 - 12/02||5.3; 5.3; 5.3||Central Limit Theorem|