18.05 | Spring 2022 | Undergraduate

Introduction to Probability and Statistics

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 1

Unit 1: Probability

  • Class 1: Counting
  • Class 2: Probability Basics
  • Studio 1: Birthday Matches

Week 2

Key Date: Problem set 1 due

  • Class 3: Conditional Probability, Independence, and Bayes’ Theorem
  • Class 4: Discrete Random Variables: Expected Value
  • Studio 2: Binomial Distributions; Derangements

Week 3

Key Date: Problem set 2 due

  • Class 5a: Variance of Discrete Variables; Continuous Random Variables
  • Class 5b: Continuous Random Variables (continued)
  • Studio 3: Histograms

Week 4

Key Date: Problem set 3 due

  • Class 6a: Continuous Random Variables: Expected Value and Variance; Histograms
  • Class 6b: Law of Large Numbers, Central Limit Theorem, Histograms

Week 5

Key Date: Problem set 4 due

  • Class 7: Joint Distributions: Independence, Covariance, and Correlation
  • Class 8: Review for Exam 1 
  • Studio 4: Covariance and Correlation

Week 6

Key Date: Problem set 5 due

  • Class 9: Exam 1 

Unit 2 Statistics: Bayesian Inference

  • Class 10: Introduction to Statistics, Examples, Likelihood, MLE

Week 7

Key Date: Problem set 6 due

  • Class 11: Bayesian Updating: Discrete Priors
  • Class 12: Predictive Probabilities, Bayesian Updating: Odds
  • Studio 5: Discrete Bayesian Updating

Week 8

  • Class 13: Bayesian Updating: Continuous Prior, Discrete Data
  • Class 14: Continuous Data with Continuous Priors (Optional)
  • Class 15: Beta Distributions, Conjugate Priors; Choosing Priors
  • Studio 6: Discretized Continuous Bayesian Updating

Week 9

Key Date: Problem set 7 due

  • Class 16: Choosing Priors; Probability Intervals

Unit 3 Statistics: Frequentist Inference: NHST

  • Class 17: NHST: Rejection Regions, z-Test
  • Studio 7: Significance Testing and the Probability of Hypotheses

Week 10

Key Date: Problem set 8 due

  • Class 18: NHST (continued) (t-Tests)
  • Class 19: NHST: Distributions Related to Normal Distributions (Chi Square, ANOVA)
  • Studio 8: Simulation and Computation of NHST

Week 11

Key Date: Problem set 9 due

  • Class 20: Comparison of Bayes and NHST

Unit 4 Statistics: Confidence Intervals; Regression

  • Class 22: Confidence Intervals
  • Studio 9: Simulating Confidence Intervals

Week 12 

  • Class 21: Review for Exam 2
  • Exam 2 
  • Studio 10: Bootstrap Confidence Intervals

Week 13

Key Date: Problem set 10 due

  • Class 23: Confidence Intervals (continued)
  • Class 24: Bootstrap Confidence Intervals
  • Class 25: R Quiz

Week 14

Key Date: Problem set 11 due

  • Class 26: Linear and Multiple Regression
  • Class 27: Review for Final Exam

Week 15

  • Final Exam

Course Info

Departments
As Taught In
Spring 2022
Learning Resource Types
Lecture Notes
Problem Sets with Solutions
Exams with Solutions
Readings
Activity Assignments with Examples
Exam Materials
Tools
Instructor Insights