Calendar

Students are required to attend class sessions and studio sessions, the latter of which take place on Friday. Typically, studio sessions are used to introduce longer problems and the use of R.

WEEK # SES # TOPICS READINGS SLIDES PROBLEM SETS
Probability
1 C1 Introduction, counting and sets

1a: Introduction (PDF)

1b: Counting and Sets (PDF)

Class 1 Slides (PDF)

Class 1 Slides with Solutions (PDF)

Problem Set 1 (PDF)

Problem Set 1 Solutions (PDF)

C2 Probability basics

2: Probability: Terminology and Examples (PDF)

R Tutorial 1A: Basics

R Tutorial 1B: Random Numbers

Class 2 Slides (PDF)

Class 2 Slides with Solutions (PDF)

S1 Birthday matches; Introduction to R    
2 C3 Conditional probability, Bayes’ theorem 3: Conditional Probability, Independence and Bayes' Theorem (PDF)

Class 3 Slides (PDF)

Class 3 Slides with Solutions (PDF)

Problem Set 2 (PDF)

Problem Set 2 Solutions (PDF)

C4 Discrete random variables, expectation

4a: Discrete Random Variables (PDF)

4b: Discrete Random Variables: Expected Value (PDF)

Class 4 Slides (PDF)

Class 4 Slides with Solutions (PDF)

S2 Expectation; Simulation using R    
3 C5 Variance, continuous random variables

5a: Variance of Discrete Random Variables (PDF)

5b: Continuous Random Variables (PDF)

Class 5 Slides (PDF)

Class 5 Slides with Solutions (PDF)

Problem Set 3 (PDF)

Problem Set 3 Solutions (PDF)

S3 Gallery of continuous variables, histograms

5c: Gallery of Continuous Random Variables (PDF)

5d: Manipulating Continuous Random Variables (PDF)

Class 5 Slides, cont'd (PDF)

Class 5 Slides, cont'd with Solutions (PDF)

4 C6 Expectation, variance, law of large numbers and central limit theorem

6a: Expectation, Variance and Standard Deviation for Continuous Random Variables (PDF)

6b: Central Limit Theorem and the Law of Large Numbers (PDF)

6c: Appendix (PDF)

Class 6 Slides (PDF)

Class 6 Slides with Solutions (PDF)

Problem Set 4 (PDF)

Problem Set 4 Solutions (PDF)

C7 Joint distributions: independence, covariance and correlation

7a: Joint Distributions, Independence (PDF)

7b: Covariance and Correlation (PDF)

Class 7 Slides (PDF)

Class 7 Slides with Solutions (PDF)

S4 Covariance, correlation, CLT    
5 C8 Review for exam 1

Class 8: Exam Review (PDF)

Class 8: Exam Review Solutions (PDF)

Class 8 Slides (PDF)

Class 8 Slides with Solutions (PDF)

 
C9 Exam 1      
Statistics: Bayesian Inference
5 C10 Introduction to statistics; maximum likelihood estimates

10a: Introduction to Statistics (PDF)

10b: Maximum Likelihood Estimates (PDF)

Class 10 Slides (PDF)

Class 10 Slides with Solutions (PDF)

 
6 C11 Bayesian updating with known discrete priors 11: Bayesian Updating with Discrete Priors (PDF)

Class 11 Slides (PDF)

Class 11 Slides with Solutions (PDF)

Problem Set 5 (PDF)

Problem Set 5 Solutions (PDF)

C12 Bayesian updating: probabilistic prediction; odds

12a: Bayesian Updating: Probabilistic Prediction (PDF)

12b: Bayesian Updating: Odds (PDF)

Class 12 Slides (PDF)

Class 12 Slides with Solutions (PDF)

S5 Bayesian updating    
7 C13 Bayesian updating: continuous prior, discrete data

13a: Bayesian Updating with Continuous Priors (PDF)

13b: Notational Conventions (PDF)

Class 13 Slides (PDF)

Class 13 Slides with Solutions (PDF)

 
C14 Beta distributions: continuous data

14a: Beta Distributions (PDF)

14b: Continuous Data with continuous Priors (PDF)

Class 14 Slides (PDF)

Class 14 Slides with Solutions (PDF)

S6 Continuous data, continuous priors    
8 C15 Conjugate priors; choosing priors

15a: Conjugate Priors: Beta and Normal (PDF)

15b: Choosing Priors (PDF)

Class 15 Slides (PDF)

Class 15 Slides with Solutions (PDF)

Problem Set 6 (PDF)

Problem Set 6 Solutions (PDF)

Problem Set 6 R Code (R)

C16 Probability intervals 16: Probability Intervals (PDF)

Class 16 Slides (PDF)

Class 16 Slides with Solutions (PDF)

S7 No studio    
Statistics: Frequentist Inference—Null Hypothesis Significance Testing (NHST)
9 C17 Frequentist methods; NHST

17a: The Frequentist School of Statistics (PDF)

17b: Null Hypothesis Significance Testing I (PDF)

Class 17 Slides (PDF)

Class 17 Slides with Solutions (PDF)

Problem Set 7 (PDF)

Problem Set 7 Solutions (PDF)

C18 NHST II: Significance level, power, t-tests 18: Null Hypothesis Significance Testing II (PDF)

Class 18 Slides (PDF)

Class 18 Slides with Solutions (PDF)

S8 Rejection regions; NHST    
10 C19 NHST III: Gallery of tests 19: Null Hypothesis Significance Testing III (PDF)

Class 19 Slides (PDF)

Class 19 Slides with Solutions (PDF)

Problem Set 8 (PDF)

Problem Set 8 Solutions (PDF)

C20 Comparison of Bayesian and frequentist inference 20: Comparison of Frequentist and Bayesian Inference (PDF)

Class 20 Slides (PDF)

Class 20 Slides with Solutions (PDF)

S9 NHST; comparing frequentist and Bayesian methods    
11 C21 Review for exam 2  

Class 21 Slides (PDF)

Class 21 Solutions File (PDF)

 
S10 Exam 2    
Statistics: Confidence Intervals; Regression
12 C22 Confidence intervals for normal data 22: Confidence Intervals Based on Normal Data (PDF)

Class 22 Slides (PDF)

Class 22 Slides with Solutions (PDF)

Problem Set 9 (PDF)

Problem Set 9 Solutions (PDF)

C23 Confidence intervals II

23a: Confidence Intervals: Three Views (PDF)

23b: Confidence Intervals for the Mean of Non-normal Data (PDF)

Class 23 Slides (PDF)

Class 23 Slides with Solutions (PDF)

S11 Confidence intervals III    
13 C24 Bootstrap confidence intervals 24: Bootstrap Confidence Intervals (PDF)

Class 24 Slides (PDF)

Class 24 Slides with Solutions (PDF)

 
C25 Linear regression 25: Linear Regression (PDF)

Class 25 Slides (PDF)

Class 25 Slides with Solutions (PDF)

S12 Bootstrapping; linear regression    
14 C26 Review for final exam  

Class 26 Slides (PDF)

Class 26 Problems File (PDF)

Class 26 Solutions File (PDF)

 
C27 Review for final exam, cont’d  

Class 27 Slides (PDF)

Class 27 Problems File (PDF)

Class 27 Solutions File (PDF)

15   Final exam      

Course Info

Learning Resource Types

assignment_turned_in Problem Sets with Solutions
grading Exams with Solutions
notes Lecture Notes
co_present Instructor Insights
theaters Other Video