18.05 | Spring 2014 | Undergraduate

Introduction to Probability and Statistics


Listed in the following table are assigned readings that students were expected to complete prior to attending class sessions. Students also completed online multiple choice or numerical answer questions based on each week’s readings. Students received instant feedback and could make multiple attempts. [Note: the online reading questions are not available to OpenCourseWare users.] 

1 C1

1a: Introduction (PDF)

1b: Counting and Sets (PDF)


2: Probability: Terminology and Examples (PDF)

R Tutorial 1A: Basics

R Tutorial 1B: Random Numbers

2 C3 3: Conditional Probability, Independence and Bayes’ Theorem (PDF)  

4a: Discrete Random Variables (PDF)

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

3 C5

5a: Variance of Discrete Random Variables (PDF)

5b: Continuous Random Variables (PDF)

5c: Gallery of Continuous Random Variables (PDF)

5d: Manipulating Continuous Random Variables (PDF)

4 C6

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)


7a: Joint Distributions, Independence (PDF)

7b: Covariance and Correlation (PDF)

5 C8

Class 8: Exam Review (PDF)

Class 8: Exam Review Solutions (PDF)

  C9 No readings assigned  
Statistics: Bayesian Inference
5 C10

10a: Introduction to Statistics (PDF)

10b: Maximum Likelihood Estimates (PDF)

6 C11 11: Bayesian Updating with Discrete Priors (PDF)  

12a: Bayesian Updating: Probabilistic Prediction (PDF)

12b: Bayesian Updating: Odds (PDF)

7 C13

13a: Bayesian Updating with Continuous Priors (PDF)

13b: Notational Conventions (PDF)


14a: Beta Distributions (PDF)

14b: Bayesian Updating with Continuous Data (PDF)

8 C15

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

15b: Choosing Priors (PDF)

C16 16: Probability Intervals (PDF)  
Statistics: Frequentist Inference—Null Hypothesis Significance Testing (NHST)
9 C17

17a: The Frequentist School of Statistics (PDF)

17b: Null Hypothesis Significance Testing I (PDF)

C18 18: Null Hypothesis Significance Testing II (PDF)  
10 C19 19: Null Hypothesis Significance Testing III (PDF)  
C20 20: Comparison of Frequentist and Bayesian Inference (PDF)  
11 C21 No readings assigned  
Statistics: Confidence Intervals; Regression
12 C22 22: Confidence Intervals Based on Normal Data (PDF)  

23a: Confidence Intervals: Three Views (PDF)

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

13 C24 24: Bootstrap Confidence Intervals (PDF)  
C25 25: Linear Regression (PDF)  
14 C26 No readings assigned  
C27 No readings assigned  

Course Info

As Taught In
Spring 2014
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Lecture Notes
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