MTH U481 - Probability and Statistics.
Summer 2005
Course Information
| Course: |
MTH U481 Probability and Statistics. |
| Instructor:
|
Mikhail Malioutov
|
| Time and Place: |
M,Tu,W,Th 9:50 - 11:30 am in 425 SH
|
| Office Hours:
|
M,W 12:30 pm - 1:30 pm |
|
Textbook, grading and prerequisites: |
syllabus |
Course description
Basic course in probability and mathematical statistics. The first part of the course
focuses on probability theory, and covers the following topics: sample space;
conditional probability and independence; discrete and continuous probability
distributions for one and for several random variables; expectation; variance;
special distributions, including binomial, Poisson, and normal distributions;
Law of Large Numbers and Central Limit Theorem. The second part of
the course introduces basic statistical theory, including: estimation of
parameters; confidence intervals; hypothesis testing.
Course outline:
week 1. descriptive statistics: Ch. 2
sample space, events, probability assignments and axioms: 3.1 - 3.5
week 2. conditional probability and independence: 3.6 - 3.8
random variables, distributions: 4.1 - 4.3
week 3. expected value and variance: 4.4 - 4.7
special random variables: Ch. 5
weeks 4. distribution of sampling statistics: Ch. 6
weeks 5. estimation, maximum likelihood, interval estimates: Ch. 7
week 6. hypothesis testing: Ch. 8
week 7. regression: Ch. 9
Homeworks
HW 1 - see the syllabus, Solutions
HW 2
HW 3
HW 4
HW 5
HW 6
Midterm preparation
Labs
Lab 1
Lab 2
mltv@neu.edu
