STAT400 / MATH463: Statistics and Probability I, Spring 2017
Instructor: Xiaohui Chen (Office:104A Illini Hall).
Lecture (BL1): TR 12:30pm — 1:50pm, 180 Bevier Hall.
Office Hours:TR 2:00pm — 3:00pm, 104A Illini Hall.
— Teng Wu (firstname.lastname@example.org).
— Yujia Deng (email@example.com).
— BD1: W 11:00am — 11:50am, 331 Armory (Wu).
— BD2: W 4:00pm — 4:50pm, 138 Henry Administration Bldg (Deng).
— BD3: W 2:00pm — 2:50pm,1027 Lincoln Hall (Deng).
— BD4: W 12:00pm — 12:50pm, 1027 Lincoln Hall (Wu).
Help Room/Tutor Hours: M – R, 5:00pm – 6:50pm, Room 2, Illini Hall.
Course Website: Course syllabus, lecture notes and slides will be posted on the Compass 2g. Homework assignments will be posted, electronically submitted and graded through the LON-CAPA system.
Prerequisite: MATH 241 Calculus III.
— First Day of Class: Jan. 17, 2017, T.
— Last Day of Class: May 2, 2017, T.
Text: Robert V. Hogg, Elliot A. Tanis, Dale L. Zimmerman. Probability and Statistical Inference. Ninth Edition. Pearson.
Topics: This is an introductory course to mathematical statistics that develops probability as needed. Topics to be covered are:
1. Probability and random variables (Ch.1)
2. Discrete and continuous distributions (Ch.2-4)
3. The central limit theorem and normal approximation (Ch.5)
4. Point estimation and confidence intervals (Ch.6-7)
5. Hypothesis testing (Ch.8)
Please see the following tentative schedule for details.
Course Plan/Progress (Tentative)
Week 1 Contents
Jan. 17 (T): Introduction
Jan. 19 (R): Probability rules, Conditional probability
Week 2 Contents
Jan. 24 (T): Bayes Theorem
Jan. 26 (R): Independence
Week 3 Contents
Jan. 31 (T): Enumeration
Feb. 2 (R): Discrete random variables, expectation
Week 4 Contents
Feb. 7 (T): Bernoulli, Binomial, Geometric, neg binomial
Feb. 9 (R): Moment generating functions
Week 5 Contents
Feb. 14 (T): Poisson process and distribution
Feb. 16 (R): Continuous random variables
Week 6 Contents
Feb. 21 (T): Midterm I
Feb. 23 (R): Uniform, exponential
Week 7 Contents
Feb. 28 (T): Gamma, Chi-square
Mar. 2 (R): Normal/Gaussian
Week 8 Contents
Mar. 7 (T): Normal and related distributions
Mar. 9 (R): Two random variables, covariance
Week 9 Contents
Mar. 14 (T): Covariance, correlation coefficients
Mar. 16 (R): Midterm II
Week 10 Contents
Spring vacation, no class
Week 11 Contents
Mar. 28 (T): Several independent random variables, Chebyshev
Mar. 30 (R): Central limit theorem (CLT) & normal approximation
Week 12 Contents
Apr. 4 (T): Maximum likelihood estimator (MLE)
Apr. 6 (R): Method of moments estimator, unbiasedness
Week 13 Contents
Apr. 11 (T): Confidence intervals (CI) for means, sample size
Apr. 13 (R): CI for variances and proportions
Week 14 Contents
Apr. 18 (T): Midterm III
Apr. 20 (R): Hypothesis testing, test for proportions
Week 15 Contents
Apr. 25 (T): Test for means & variances
Apr. 27 (R): Test for equality of two means
Week 16 Contents
May. 2 (T): Review
Final Exam: May 8, 2017 (Monday), 1:30pm — 4:30pm,180 Bevier Hall.