COURSE COVERAGE
Date  Coverage  Homework (from text, 3rd edition) 

Jan.7  Introduction to course, course policies etc. Review of probability and RVs.  You can read ch.1 and ch.2 for review. Also, review some multivariate integration techniques (especially over nonrectangular regions). 
Jan.9  Review of standard discrete and continuous rvs (models). Going from the cdf to pdf/pmf and back. 

Jan.11  Transformations of (univariate) random variables.  Chapter 2: 21, 44, 56, 60, 61, 68 
Jan.14  Transformations con't. [R script] 

Jan.16  Bivariate pmf and marginals. Calculating cdf. [R script] 

Jan.18  Bivariate pdf and finding marginals.  Chapter 3: 7, 8ab, 9a, 12ab, 14a, 15abcd, 17ab, 18abc. Be very careful about the support here! It's crucial, and these types of problems come up in three additional sections in this course. If you're having trouble, get help! 
Jan.21  Bivariate normal, independence.
[R script] 
Of questions 7,8,9,12,14,15,17,18 (from chapter 3)  which joint distributions are independent? 
Jan.23  Independence, conditional distributions, law of total probability. 

Jan.25  Conditional distributions  continuous examples. 

Jan.28  A copula example. Transformations of bivariate RVS: sums. 

Jan.30  Transformations of bivariate RVs, con't. Quotients. Proof of sum formula.  Chapter 3: 52. And study for your test. 
Feb.1  TEST ONE  
Feb.4  General bivariate transformations. Linear transformations of normals. 

Feb.6  Proof of quotient formula. Order statistics. 

Feb.8  Snow day.  
Feb.11  Review of expectations of RVs. 

Feb.13  Review of expectations con't. Test one was returned. 

Feb.15  Conditional expectations. Law of total expectation.  Chapter 4: 61b, 63b, 66, 77b, 73, 75 (mean only). 
Feb.1822  READING WEEK  
Feb.25  Review  I just realized that I didn't post homework for last Friday's class. So here it is: Chapter 4: 61b, 63b, 66, 77b, 73, 75 (mean only). 
Feb.27  Conditional expectation for the bivariate normal. Conditional variance. Mean and variance for the random sum model. 

March 1  TEST TWO  
March 4  Class was cancelled due to illness.  
March 6  Moment generating functions. Test two was returned. 

March 8  LLN and CLT [LLN script][CLT script]  
March 11  Proof of CLT and examples. Started on Chapter 6. 

March 13  Chapter 6: working with chisquared, t, and F distributions. 

March 15  Finished Chapter 6. Darts example. 

March 18  Review of ztest: setting up the hypothesis test, finding rejection region, pvalue. Power.  Start studying for your test. 
March 20  Calculating the power for the ztest. Find the sample size to reach a given power.  Here are some power and hypothesis testing questions. Please do the circled and written questions. For all hypothesis testing questions, please calculate the pvalue. 
March 22  Review  Study! 
March 25  TEST THREE  
March 27  ztest, ttest for one sample and two sample data  Do the first two questions (circled) from this homework. I have also posted two old exams, if you'd like to get started on review for the final. 
March 29  Good Friday  
April 1  Power for the twosample ttest. Started on oneway ANOVA. Test three was returned.  Finish remaining homework from this. 
April 3  Oneway ANOVA (see 12.1 and 12.2.1 in the textbook) 

April 5  Quick discussion of multiple testing. Review 

April 8  Review  STUDY! 