STAT 481 / ECON 580 / CS & SS 481

Course Schedule



WEEK:
DATE:
TOPIC:
EXTRA NOTES:
READING:
0
Sept. 26
Introduction, Probability , Discrete RVs [PDF]
G 1-2.1, L 1.1
Sept. 28
Tutorial (in LAW)
1
Oct. 1
Continuous RVs, PDFs, CDFs, Mixtures [PDF]
G 2.2-2.4, L 1.2-1.3
Oct. 3
Functions of RVs [PDF]
[Transformations]
G 2.5-3.1, L 1.4
Oct. 5
Computer Lab (in MGH): Intro to R
[Notes]
2
Oct. 8
Moments, MGFs [PDF]
G3, L1.4,
L 4.1 (or 4.3 - "Representing Distributions"),
R 4.5 ***
Oct. 10
Bivariate Distributions [PDF]
[MGFs]
G4 & 7, L1.5
Oct. 12
Tutorial (in LAW)
3
Oct. 15
Bivariate Distributions Con't. [PDF]
L 5.7.2
Oct. 17
Conditioning and Independence [PDF]
G 4.3, 6.2,6.3; R 3.1-3.5
Oct.19
Tutorial (in LAW)
4
Oct.22
Conditional Expectation, Normal Transformations [PDF]
G 5.3-5.5, 7.3-7.5;
L 5.7.2 (not 2.7.2, which doesn't exist);
R 4.4
Oct.24
Convergence: LLN, CLT [PDF]
[Matrix Method]
G 9.1-9.3; R5; L 1.9
Oct.26
Computer Lab (in MGH)
[R notes]
5
Oct.29
CLT and Confidence Intervals [PDF]
G 8 ; R 6
Oct.31
catch-up?/REVIEW (on blackboard)
Nov. 2
Tutorial (in LAW)
6
Nov.5
Likelihood (no handout)
[Notes]
G 11 & 12; L 2.3 & 2.5;
R 8 (but not 8.7)
Nov.7
Midterm
Nov.9
No tutorial.
7
Nov.12
Holiday
Nov.14
Likelihood con't.
updated above link
Nov.16
Computer Lab (in MGH)
[data] [notes]
8
Nov.19
Hypothesis Testing
[Notes]
R 9
Nov.21
Hypothesis Testing con't.
Nov.23
HOLIDAY
9
Nov.26
Hypothesis Testing con't.
See above notes - they've been updated.
Nov.28
Bayesian Inference
L 2.5; R 15 (parts of, we're avoiding the decision theory stuff)
Nov.30
Tutorial (in MGH)
10
Dec.3
Bayesian Inference con't.
[Notes]
Dec.5
Empirical CDF & the nonparametric bootstrap; Review
[Notes]
I will bring a copy for everyone tomorrow!
Dec.7
Tutorial (in MGH)

G refers to the Goldberger text; L to the Lavine text.
*** R refers to the supplementary text by Rice. There's a copy reserved at the Odegaard library.
[Errata] for the lecture notes. The corrections are in red (I wanted to do just "bold", but it wasn't coming out clearly in pdf format).