| Lecture slides |
Annotated |
Topics |
Corresponding section(s) of Casella and Berger |
| Lec_01.pdf |
Lec_01_annotated.pdf
Thur, Aug 25 video
Tues, Aug 30 video (1/2)
|
Set theory and basics of probability theory |
1.2 - 1.2.2 |
| Lec_02.pdf |
Lec_02_annotated.pdf
Tues, Aug 30 video (2/2)
| Counting rules |
1.2.3 |
| Lec_03.pdf |
Lec_03_annotated.pdf
Thur, Sep 1 video |
Conditional probability and independence |
1.3 |
| Lec_04.pdf |
Lec_04_annotated.pdf
Tues, Sep 6 video
|
Random variables |
1.4 - 1.6 |
| Lec_05.pdf |
Lec_05_annotated.pdf |
Expected value, variance, moment generating functions |
2.2 - 2.3, 3.6 |
| Lec_06.pdf |
Lec_06_annotated.pdf |
Suite of ought-to-know probability distributions, exponential families |
3.1 - 3.4 |
| Lec_07.pdf |
Lec_07_annotated.pdf |
Transformations of a random variable, location-scale families |
2.1, 3.5 |
| End Exam I Material |
|
|
|
| Lec_08.pdf |
Lec_08_annotated.pdf |
Joint and marginal distributions |
4.1 |
| Lec_09.pdf |
Lec_09_annotated.pdf |
Conditional distributions, independence |
4.2 |
| Lec_10.pdf |
Lec_10_annotated.pdf |
Bivariate transformations, multivariate, sums of independent rvs |
4.3, 4.6 |
| Lec_11.pdf |
Lec_11_annotated.pdf |
Covariance and correlation, inequalities, hierarchical models |
4.4, 4.5, 4.7 |
| Lec_12.pdf |
Lec_12_annotated.pdf |
Random samples, statistics, Normal pivotal quantities, non-central distributions |
5.1, 5.2, 5.3 |
| End Exam II Material |
|
|
|
| Lec_13.pdf |
Lec_13_annotated.pdf
Tues, Nov 1 video |
Order statistics |
5.4 |
| Lec_14.pdf |
Lec_14_annotated.pdf |
Convergence in probability, WLLN |
5.5.1 |
| Lec_15.pdf |
Lec_15_annotated.pdf |
Convergence in distribution, CLT, Slutsky's, delta method |
5.5.3, 5.5.4 |
| distribution summary sheet.pdf |
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| Homework |
Topics |
Due |
Solutions |
| hw_01.pdf |
Set theory, probability axioms, counting |
Tuesday, Sep 6th |
hw_01_sol.pdf |
| hw_02.pdf |
Basic probability, conditional probability, Bayes' rule, cdfs, pdfs, pmfs |
Thursday, Sep 15th |
hw_02_sol.pdf |
| hw_03.pdf |
Expected value, variance, mgfs |
Thursday, Sep 22nd |
hw_03_sol.pdf |
| hw_04.pdf |
Transformations of a random variable, mgfs, quantile functions |
Tuesday, Oct 4th |
hw_04_sol.pdf |
| hw_05.pdf |
Joint and marginal distributions, conditional distributions, independence |
Tuesday, Oct 18th |
hw_05_sol.pdf |
| hw_06.pdf |
Bivariate transformations, sums of independent rvs |
Tuesday, Oct 25th |
hw_06_sol.pdf |
| hw_07.pdf |
Covariance, hierarchical models, inequalities |
Tuesday, Nov 1st |
hw_07_sol.pdf |
| hw_08.pdf |
Random samples, Normal-population pivot quantities |
Tuesday, Nov 15th |
hw_08_sol.pdf |
| hw_09.pdf |
Order statistics, convergence in probability |
Tuesday, Nov 22nd |
hw_09_sol.pdf |
| hw_10.pdf |
Convergence in distribution, central limit theorem, Slutzky's, delta method |
Thursday, Dec 1st ☃️ |
hw_10_sol.pdf |