Welcome to My STAT 509 Class!
Course Overview
This course is an introduction to probability and statistics at the undergraduate level. Applications in engineering will be emphasized. We will follow my course notes and will discuss the following topics:
Probability and distributions (Chapters 2-5): Probability laws; discrete and continuous random variables and their distributions; means/variances; percentiles; reliability.
Estimation and statistical inference (Chapters 6-9): Sampling distributions; one/two- sample statistical inference involving means, variances, and proportions; one-way analysis of variance.
Regression (Chapters 10-11): Simple/multiple linear regression; least squares; estimation and prediction; confidence intervals and hypothesis tests; residual diagnostics.
Factorial experiments (Chapter 12): 2k factorial treatment structures; replicated and un-replicated analyses.
Lecture Notes
I will update lectures notes as timely as possible. However, I still strongly advise you to take notes in class. For one thing, taking notes can certainly in class help you to stay focused. For another, I do not think my handwriting is recognizable to everyone. Anyway, feel free to compare notes with me.
| Notes 1 | Probability, Sample Space, Equi-probability model and relative frequency interpretation. (Chapter 1 and 2) |
| Notes 2 | Union, Intersection, Independent and probability laws (Chapter 2) |
| Notes 3 | Conditional probability, continuous and discrete random varible, definition of CDF (Chapter 2 and 3) |
| Notes 4 | Expectation, variance, standard deviation and properties of expectation. (Chapter 3) |
| Notes 5 | Computing formula of variance, and binomial distribution (Chapter 3) |
| Notes 6 | Geometric distribution, negative binomial distribution and hypergeometric distribution (Chapter 3) |
| Notes 7 | Poisson Distribution and continuous distribution (definition of pdf) (Chapter 3 and Chapter 4) |