Probability and Mathematical Statistics I

Department of Statistics 36-625 Fall 2010 LECTURES: MWF 2:30 3:20 PH A18C INSTRUCTOR: Val erie Ventura OFFICE: Baker Hall 229E EMAIL: vventura@stat.cmu.edu WEB-SITE: www.stat.cmu.edu/vventura TEXT: All of Statistics: A Crash Course in Probability and Statistical Inference by Larry Wasserman (2003). If you have the rst rather than the second edition, please print the list of errata from Larry Wassermans web page www.stat.cmu.edu/larry OTHER REFERENCES: Elementary: Probability and Statistics Third Edition by Morris H. DeGroot and Mark J. Schervish (2002). Addison-Wesley. Intermediate: Statistical Inference: George Casella and Roger Berger (1990). Wadsworth. Advanced: Theory of Point Estimation. Eric Lehmann and George Casella (1998). Springer. INTRODUCTION This is a fast-paced course on probability and statistics. It is intended for undergraduates in Statistics, Mathematics and Computer Science and also for graduate students in Computer Science and related elds. I assume you have a strong background in calculus and a knowledge of basic linear algebra (vectors and matrices). The course is excellent preparation for studying statistics, machine learning, data mining and articial intelligence. I do not assume any knowledge of probability or statistics but be forewarned that the course does move rapidly. The course follows the book very closely. Please see the attached table of content. OFFICE HOURS I will not keep formal ofce hours. If you wish to meet with me, send an email to make an appointment. The grader will keep ofce hours, which will be posted on the web-site. HOMEWORK Problems will be assigned each week. You should download the assignments from the web. You may have to read ahead to do some of the problems. Hand in homework by 2:30pm on wednesdays; slide it under my ofce door before 2pm or bring it to class and hand it in at or before 2:30pm. Late homeworks will not be graded. Extensions may be given for special circumstances (medical, religious, etc), but such requests must be discussed with me at least 24 hours in advance and will be decided on a case-by-case basis. The purpose of the homework is to give you practice with the techniques and ideas we cover in class. Start your homework early, and take it a little at a time. Talk to the TA and to me as questions 1

arise, and give the problems your best shot. I also encourage you to discuss homework problems with other students, provided you gave the problems a serious try on your own (discussing is not the same as asking for solutions). Do not copy other students assignments; you should write up your own solutions. When you work with another student, please write: I worked with ... on this assignment. EXAMS There will be 4 in-class tests and a nal examination. The test dates are: Test 1: Test 2: Test 3: Test 4: Final: Friday, Sept 17 Friday, Oct 8 Friday, Oct 29 Friday, Nov 19 Dec 6 or 7

Write these dates down now! If you miss a test, bring a valid medical excuse within one week. There are no makeup tests. GRADE Homework (the lowest score will be dropped) 20% Average of 3 best MTs 50% Final 30 %

COMPUTING The assignments will involve some computing. I will use R which is available free at http://www.cran.r-project.org/ You may also use Splus which is available on Andrew by typing: Splus. Splus and R are essentially the same but R is faster and is free. I will teach you all the R you need to know. You may use something other than R if you choose but then you are on your own.