 When you click the Amazon logo to the left of any citation and purchase the book (or other media) from Amazon.com, MIT OpenCourseWare will receive up to 10% of this purchase and any other purchases you make during that visit. This will not increase the cost of your purchase. Links provided are to the US Amazon site, but you can also support OCW through Amazon sites in other regions. Learn more. |
All readings refer to DeGroot, Morris H., and Mark J. Schervish. Probability and Statistics. 3rd ed. Boston, MA: Addison-Wesley, 2002. ISBN: 0201524880.
Course readings.
| SES # |
TOPICS |
READINGS |
| L1 |
Overview of some Probability Distributions |
|
| L2 |
Maximum Likelihood Estimators |
Section 6.5 |
| L3 |
Properties of Maximum Likelihood Estimators |
Sections 6.6 and 7.8 |
| L4 |
Multivariate Normal Distribution and CLT |
Section 5.12 (for the 2-dimensional case) |
| L5 |
Confidence Intervals for Parameters of Normal Distribution |
Sections 7.3 and 7.5 |
| L6 |
Gamma, Chi-squared, Student T and Fisher F Distributions |
Sections 5.9, 7.2, 7.4, and 8.7 |
| L7-L8 |
Testing Hypotheses about Parameters of Normal Distribution, t-Tests and F-Tests |
Sections 8.5, 8.6, and 8.7 |
| L9 |
Testing Simple Hypotheses
Bayes Decision Rules
|
Sections 8.1-8.2 |
| L10 |
Most Powerful Test for Two Simple Hypotheses |
Section 8.2 |
| L11 |
Chi-squared Goodness-of-fit Test |
Section 9.1 |
| L12 |
Chi-squared Goodness-of-fit Test for Composite Hypotheses |
Section 9.2 |
| L13 |
Tests of Independence and Homogeneity |
Sections 9.3, 9.4, and 9.5 |
| L14 |
Kolmogorov-Smirnov Test |
Section 9.6 |
| L15-L16 |
Simple Linear Regression |
Sections 10.1, 10.2, and 10.3 |
| L17-L18 |
Multiple Linear Regression |
Section 10.5 |
| L19-L20 |
General Linear Constraints in Multiple Linear Regression
Analysis of Variance and Covariance
|
Sections 10.6, 10.7, and 10.8 |
| L21 |
Classification Problem, AdaBoost Algorithm |
|
| L22 |
Review |
|