Calendar
(Week 1) Recap of Probability Theory
- Aug 25
- Random Variables, Distributions, Expectation, Variance, Inverse CDF, Moment Generating Functions (MGF)
- Chapter 2 and 4
- Aug 27
- MGF continued, Joint and Conditional Distribution, Conditional Expectation, Chisquared R.V. Change of variable formula
- Chapter 3 (3.5, 3.6) and Chapter 4 (4.4).
- Aug 29
- HW 1 released on Canvas
- Due on Sep 12.
(Week 2) Sample Surveys
- Sep 1
- No Class due to Labor Day
- Sep 3
- Introduction to sample surveys, Sampling bias, Simple random sampling with replacement vs. without replacement, properties of sample mean
- Chapter 7.1 - 7.3.1
(Week 3) Sample Surveys
- Sep 8
- Variance of sample mean for sampling with and without replacement, estimation of the population variance
- Chapter 7.3.1 - 7.3.2
- Sep 10
- Central Limit Theorem, Asymptotic properties of sample mean, confidence intervals
- Chapter 7.3.3
- Sep 12
- HW 1 is due on Gradescope
- HW 2 released on Canvas
- Due on Sep 26.
(Week 4) Parametric Estimation
- Sep 15
- Confidence intervals continued. Introduction to parameter estimation, fitting distributions, method of moments, examples.
- Chapter 8.1 - 8.4
- Sep 17
- Examples of the method of moments. Maximum Likelihood Estimates (MLE)
- Chapter 8.5
Solve Warmup and Practice Problems released on canvas
(Week 5) Parametric Estimation
- Sep 22
- Desirable properties of estimators: unbiasedness, consistency. The concept of UMVUE, Fisher Information, and Cramer-Rao Lower Bound (CRLB)
- Chapter 8.7, 8.5.2
- Sep 24
- Proof of CRLB, Asymptotic Properties of MLE and other estimates, and confidence intervals
- Chapter 8.5.2 - 8.5.3
- Sep 16
- HW 2 is due on Gradescope
- HW 3 released on Canvas
- Due on Oct 10.
(Week 6) Hypothesis Testing
- Sep 29
- The the delta method, Introduction to Bayesian Inference
- Chapter 8.6
- Oct 1
- Credible Intervals, Introduction to hypothesis testing
- Chapter 6.3, 9.1 - 9.2
(Week 7) Hypothesis Testing and Midterm Review
- Oct 6
- The Neyman-Prearson paradigm and optimal tests
- Chapter 9.2
- Oct 8
- Midterm Review
- Oct 10
- HW 3 is due on Gradescope
(Week 8) Midterm 1
- Oct 13
- No class due to midterm break.
- Oct 15
- Midterm 1
- In class, 11:30am - 1:00pm