Mathematical Statistics I - STAT 712 - fa 2022

11:40 am - 12:55 pm, TR, LeConte College 206

Instructor: Dr. Karl Gregory
Instructor office: LeConte College 216C
Instructor office hours: Just stop by

Teaching assistant: Yizeng Li, yizeng [at]
TA office: 209
TA office hours: Monday, 14:00 - 16:00

Course syllabus

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

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

Exams Solutions
Exam_I.pdf Exam_I_sol.pdf
Exam_II.pdf Exam_II_sol.pdf
Final_Exam.pdf Final_Exam_sol.pdf

Exams from fa 2021 Solutions
Exam_I.pdf Exam_I_sol.pdf
Exam_II.pdf Exam_II_sol.pdf
Final_Exam.pdf Final_Exam_sol.pdf

Find extra practice problems in the exams and homework assignments of Dr. Tebbs.

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