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Probability and Mathematical Statistics I: Lectures Instructor Office Extension Email Web-Site Text

This document provides information about the Probability and Mathematical Statistics I course for the Fall 2002 semester at Carnegie Mellon University. It outlines the course details such as lectures, instructor, textbook, topics, assessment, and policies. The course is intended for undergraduates and graduates in statistics, mathematics, and computer science. It will cover probability, random variables, expectation, inequalities, convergence of random variables, and an introduction to statistical inference. Students will complete weekly homework assignments and three in-class tests. No final exam will be given.

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86 views3 pages

Probability and Mathematical Statistics I: Lectures Instructor Office Extension Email Web-Site Text

This document provides information about the Probability and Mathematical Statistics I course for the Fall 2002 semester at Carnegie Mellon University. It outlines the course details such as lectures, instructor, textbook, topics, assessment, and policies. The course is intended for undergraduates and graduates in statistics, mathematics, and computer science. It will cover probability, random variables, expectation, inequalities, convergence of random variables, and an introduction to statistical inference. Students will complete weekly homework assignments and three in-class tests. No final exam will be given.

Uploaded by

Ed Z
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Probability and Mathematical Statistics I

Department of Statistics 36-325/725 Fall 2002

LECTURES: Tuesday and Thursday 9:00 – 10:20 PH A18A


INSTRUCTOR: Larry Wasserman
OFFICE: Baker Hall 228a
EXTENSION: 8727
EMAIL: [email protected]
WEB-SITE:  
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TEXT: All of Statistics: A Crash Course in Probability and Statistical Inference by Larry
Wasserman. (2002). Available on the course website (Available from CMU only).
OTHER REFERENCES:
Elementary: Probability and Statistics. Third Edition. by Morris H. DeGroot and Mark J.
Schervish. (2002). Addison-Wesley.
Intermediate: Statistical Inference: George Casella and Roger Berger. (1990). Wadsworth.
Advanced: Theory of Point Estimation. Eric Lehmann and George Casella. (1998). Springer.
Advanced: Asymptotic Statistics. Aad van der Vaart. (1998). Cambridge.

INTRODUCTION

This is an intense, fast-paced course on probability and statistics. It is intended for undergrad-
uates in Statistics, Mathematics and Computer Science and also for graduate students in Computer
Science and related fields. I assume you have a strong background in calculus and a knowledge
of basic linear algebra (vectors and matrices). The course is excellent preparation for studying
statistics, machine learning, data mining and artificial intelligence. I do not assume any knowledge
of probability or statistics but be forewarned that the course does move rapidly.

36-325 or 36-725?

If you are an undergraduate student, you should register in 36-325. If you are a graduate
student, you should register in 36-725. The homeworks and tests will be the same for all students.
When I assign grades, I will do so separately for the two groups. Graduate students will be graded
on a more difficult scale.

WEBSITE and TEXT

Check the website on a regular basis:


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The website has the homeworks, handouts, and the text. Note: you cannot access the book
from non-CMU computer accounts. Download the book and read the relevant chapter before class.
Most files on the website are in postscript. The website shows you where to get a free postscript
previewer (ghostview) if you don’t have one already. I recommend using ghostview instead of pdf.

1
ASSESSMENT

Problems will be assigned each week. You may have to read ahead to do some of the prob-
lems. You should download the assignments from the web. Homework is to be handed in at the
beginning of class, usually on Thursdays. I will post solutions each week. I encourage you to
discuss homework problems with other students but do not copy other students’ assignments. In
other words, work together but write up your solutions on your own. When you work with another
student, please write: “I worked with ... ” on this assignment.
There will be 3 in-class tests but no final examination. The test dates are:

Test 1: Thursday, September 26


Test 2: Thursday, October 31
Test 3: Thursday, December 5
Write these dates down now! If you miss a test, bring a valid medical excuse within one week.
There are no makeup tests. Notes written on one side of one sheet of paper will be permitted for
the tests and the exam. Calculators are also allowed (but not needed). The final grade will be based
on the following breakdown:

Homework 25%
Test 1 25%
Test 2 25%
Test 3 25%

LATE HOMEWORK

Homework is due at the beginning of class. Late homework will not be accepted.

COMPUTING

The assignments will involve some computing. We will use R which is available free at
http://www.cran.r-project.org/
You may also use Splus which is available on Andrew by typing: Splus. Splus and R are
essentially the same but R is faster and is free. I will teach you all the R you need to know. You
may use something other than R if you choose but then you are on your own.

2
TOPICS

The course follows my book. The main topics are:

Introduction to Probability

Random Variables

Expectation

Inequalities

Convergence of Random Variables

Introduction to Statistical Inference

OFFICE HOURS

I will not keep formal office hours. If you wish to meet with me, call or send email and make
an appointment. The grader will keep office hours.

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