SES # | TOPICS | KEY DATES |
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Probability distributions and random variables |
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I. Probability | ||
1 | Sets and events | |
2 | Probabilities and counting rules | |
3 | Conditional probability and independence | |
II. Random variables and distribution functions | ||
4 | Bayes theorem and random variables | Problem set 1 due |
5 | Discrete and continuous random variables | |
6 | Probability distribution functions (PDFs), cumulative distribution functions (CDFs), joint distribution of 2 or more random variables | Problem set 2 due |
7 | Joint and marginal distributions | |
8 | Review | Problem set 3 due |
E1 | Exam 1 | |
Expectations and transformations of random variables |
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III. Transformations of random variables | ||
9 | Functions of random variables | |
10 | Functions of several random variables | Problem set 4 due |
IV. Expectations and conditional distributions | ||
11 | Order statistics and expectations | |
12 | Median, quantiles, and variance | |
13 | Covariance and conditional expectations | |
V. Special distributions | ||
14 | Conditional expectations and special distributions | Problem set 5 due |
VI. Law of large numbers and central limit theorems | ||
15 | Law of large numbers | |
16 | Review | Problem set 6 due |
E2 | Exam 2 | |
Estimation and hypothesis tests |
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VII. Estimation methods and properties | ||
17 | Central limit theorem, estimators, bias, and consistency | |
18 | Constructing estimators | Problem set 7 due |
VIII. Confidence intervals | ||
19 | Confidence intervals | |
20 | Confidence intervals (cont.) | Problem set 8 due |
IX. Hypothesis testing | ||
21 | Hypothesis tests | |
22 | Hypothesis tests (cont.) | |
23 | Hypothesis tests (cont.) | Problem set 9 due |
24 | Review | |
E3 | Exam 3 |
Calendar
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