| Schedule: | Swarthmore College - STAT 61, Probability and Mathematical Statistics I | |||||||||
| (version of 9/30/2007) | Back to Stat 61 page | |||||||||
| Week | Date | Text | ||||||||
| period | Chap. | |||||||||
| 1 | 3-Sep | Mon | Distribution of waiting times: exponential distribution, continuous random variables | |||||||
| 5-Sep | Wed | Sample spaces and event algebras | 2.2 | |||||||
| 7-Sep | Fri | Probability measures | 2.3 | |||||||
| 2 | 10-Sep | Mon | Conditional probability, Bayesian updates, updating search maps | 2.4 | ||||||
| 12-Sep | Wed | Bayesian updates and the Scorpion Search | ||||||||
| 14-Sep | Fri | Independence, independent trials, binomial experiments | 2.5 | |||||||
| 3 | 17-Sep | Mon | How to count. Combinatorial probabilities. Newton and Pepys | 2.6, 2.7 | Homework 1 due | |||||
| 19-Sep | Wed | Newton and Pepys. More counting. Random variables. | ||||||||
| 21-Sep | Fri | Discrete random variables: pmf, cdf. Binomial distributions. | 3.2, 3.3 | |||||||
| 4 | 24-Sep | Mon | (sick day) | Sick day | ||||||
| 26-Sep | Wed | Geometric, Poisson distributions. Continuous r.v.s: pdf, cdf. | 3.4 + part of 4.2, 4.4 | Homework 2 due | ||||||
| 28-Sep | Fri | Uniform, exponential, normal distributions. Expected values. | 3.4, 3.5 | |||||||
| 5 | 1-Oct | Mon | Mean, Variance, and Moments. | 3.6, 3.9 | Homework 3 due | |||||
| 3-Oct | Wed | More on particular distributions. Transformations. Normal and lognormal distributions. | bits of 4 | |||||||
| 5-Oct | Fri | Joint densities | 3.7 | Exam 1 available | ||||||
| 6 | 8-Oct | Mon | New variables from old, sums of random variables, convolutions | 3.8, 3.9 | Homework 4 due | |||||
| 10-Oct | Wed | Limits of binomials, sums of uniforms, sums of exponentials | more of 4 | Exam 1 due | ||||||
| 12-Oct | Fri | Central limit theorem. How the stock market works. | 4.3 | |||||||
| Fall Break | ||||||||||
| 7 | 22-Oct | Mon | Poisson processes and waiting times | 4.2 plus | ||||||
| 24-Oct | Wed | More Poission processes | 4.2, 4.6 | |||||||
| 26-Oct | Fri | Moment-generating functions, characteristic functions | 3.12 plus | |||||||
| 8 | 29-Oct | Mon | ESTIMATION: point estimators and their properties | 5 | ||||||
| 31-Oct | Wed | Least squares, matching moments, maximum likelihood | ||||||||
| 2-Nov | Fri | More on likelihood functions | ||||||||
| 9 | 5-Nov | Mon | Confidence intervals | |||||||
| 7-Nov | Wed | HYPOTHESIS TESTING | 6 | |||||||
| 9-Nov | Fri | |||||||||
| 10 | 12-Nov | Mon | Estimation and hypothesis testing with normal parameters | 7 | ||||||
| 14-Nov | Wed | |||||||||
| 16-Nov | Fri | |||||||||
| 11 | 19-Nov | Mon | REGRESSION | 11 | ||||||
| 21-Nov | Wed | |||||||||
| Thanksgiving | ||||||||||
| 12 | 26-Nov | Mon | More regression | |||||||
| 28-Nov | Wed | |||||||||
| 30-Nov | Fri | |||||||||
| 13 | 3-Dec | Mon | More applications | |||||||
| 5-Dec | Wed | |||||||||
| 7-Dec | Fri | |||||||||
| 14 | 10-Dec | Mon | Review, class picture, class party | |||||||
| End of Classes | ||||||||||
| 14-Dec | Fri | FINAL EXAM, 9am to noon | ||||||||