Ma 2b: Probability and Statistics
Section 7 (Winter 2012)
Time
Thursdays 1:00-2:00pm
My Email
bhwang at caltech
My Hours
Friday 4:00-5:00pm, or by appointment.
This course will be an introduction to probability and statistics.
Announcements
- (03/08) Finals are currently available for pickup in the math office and are due by Wednesday, March 14 at noon. Good luck!
- (03/06) Office hours for this last week of classes will be Thursday at 2:00pm, right after the final recitation.
- (01/31) There will be a midterm review session for all sections this Friday at 8pm in Sloan 151.
- (01/30) Midterms are now available at the math office. They are due on Monday, February 6th at noon.
- (01/05) Please fill out and return the questionnaire to me during office hours.
Lecture Notes
- Lecture 1 (01/05): Introduction to discrete probability, conditional probability, independence, common errors, disjoint vs. independent, clarifying intuition with mathematical language.
- Lecture 2 (01/12): Bayes' Rule, misapplying probabilistic concepts, binomial distributions, drawing without replacement, general distributions, normal and Poisson approximations to the binomial distribution.
- Lecture 3 (01/19): Random variables, motivation for probabilistic language, joint distributions, functions of random variables, expectation, a puzzling problem.
- Lecture 4 (01/26): Probability densities, variance, standard deviation, Central Limit Theorem, change of variables, continuous joint distributions, independent normal random variables, general independent random variables, effectively picking the President?
- Lecture 5 (02/02): Review via examples, how to set up problems in probability, a surefire way to make a million dollars.
- Lecture 6 (02/09): Likelihood functions, method of maximum likelihood, estimators, bias, mean squared error.
- Lecture 7 (02/16): Hypothesis testing, power, generalized likelihood ratio, alpha-beta specification.
- Lecture 8 (02/23): t-distribution, t-tests (basic, two population, paired), p-values, confidence intervals.
- Lecture 9 (03/01): Linear regression, the probabilistic interpretation, chi-squared testing for "goodness of fit" and independence.
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