444 Huntsman Hall

- If you would like to see the
**final exam**from last year's class, you can get it here --- albeit without --solutions! For those, visit the TA or send me a question. As with the other exams from last year that you have seen, the course this year is a bit different, so you can expect the exam to be different as well. - The TA for the class, Linxu, will have extra office hours
1-5pm on Wednesday, Apr. 30th. I will be around Tuesday
and Thurs afternoons from 3-5 as before.
- In case you did not know, the Statistics Department offers
help through its Stat Lab located in 462 Huntsman Hall. This
resource offers help for all of our courses. The person
staffing the Stat Lab will not likely be familiar with what
we have been doing in class, but will be able to help you
with questions about the material and assignments.
- Some have expressed "curiosity" about their standing in this
class. I won't talk about letter grades yet, but here are
the scores on the material to date:
- HW 1: mean 9.2, sd 0.9
- HW 2: 9.0, 1.1
- HW 3: 9.3, 1.0
- HW 4: 8.3, 1.3
- HW 5: 9.2, 0.9
- HW 6: 9.3, 0.8
- HW 7: 9.6, 0.9
- HW 8: 8.6, 1.2
- HW 9: 8.8, 1.0
- MT 1: 83, 9
- MT 2: 74, 14

All of the section numbers given here refer to the required text

Assigned problems are listed by chapter number; for example, 9.3 is
problem number 3 from Chapter 9. Questions from the "theoretical"
group are denoted with a "t", as in t9.3. You should be able to do
the problems after the lecture where they are listed on the
syllabus. Assigned problems ** will be collected one week later **
in class and graded.

Date | Class Topic | Read Sections | Assignment |
---|---|---|---|

Tues, Jan 14 | Probability, sets, and counting | 1.1-1.5, 2.1-2.3 | |

Thur, Jan 16 | Manipulating probabilities | Sections 2.3-2.5 | A1: 2.2,5,8,9,15ac,18,23,27,37,45 (soln) |

Tues, Jan 21 | Conditional probability | 3.1-3.3 | |

Thur, Jan 23 | Bayes rule | 3.1-3.3 | A2: 3.8,11,16,19,26,33,37,43,49,54 (soln) |

Tues, Jan 28 | Independence | 3.4 | |

Thur, Jan 30 | Review | Chapters 1-3 | Review problems. |

Tues, Feb 4 | Test (in class, closed book, one sheet) | Chapters 1-3 | |

Thur, Feb 6 | Random variables | 4.1-4.2, 4.9 | A3: 4.5,6,11,18,20,21,27,30,35,38 (soln) |

Tues, Feb 11 | Expected value and variance | 4.3-4.5 | |

Thur, Feb 13 | Chebyshev's inequality | 4.5, 8.2 | A4: 4.46,51,60,61,67,68,70,77; 8.2,8.4a (soln) |

Tues, Feb 18 | Binomial, Poisson, & geometric | 4.6-4.8.2 | |

Thur, Feb 20 | Sums of r.v.s: Chebyshev again | 8.2, 8.3 | A5: 4.32,33,42,t9,t25; 8.19,20,22ab,t6a (soln) |

Tues, Feb 25 | Poisson process (clumping handout) | 4.7, 9.1 | |

Thur, Feb 27 | Exponential r.v. | 5.1-5.2, 5.5 | Review problems |

Tues, Mar 4 | Review | Chapter 4-7.1 | |

Thur, Mar 6 | Test (in class, closed book, two sheets) | Chap 4, 8.2, 9.1 | |

Mar 10-14 | Spring Break | Sure | |

Tues, Mar 18 | Exponentials and gamma | 5.1-5.3, 5.5, 5.6.1 | |

Thur, Mar 20 | Normality | 5.4 | A6: 5.2,5,8,13,15,21,26,30,34,39 |

Tues, Mar 25 | Central limit theorem | 5.4, 8.3 | |

Thur, Mar 27 | Joint discrete variables | 6.1-6.4 | A7: Assignment |

Tues, Apr 1 | Covariance ( data ) | 6.4, 7.3 | |

Thur, Apr 3 | More covariance | 7.3 | A8: Assignment |

Tues, Apr 8 | Conditional distributions, expectation | 7.4-7.5 | |

Thur, Apr 10 | Applications of conditional expectation | 7.4-7.5 | A9: 7.9,12,19,34a,36,46,48,53,55,68 (soln) |

Tues, Apr 15 | Introduction to Markov chains | 9.1-9.2 | |

Thur, Apr 17 | Review homework, Markov chains | 9.1-9.2 | A10: 9.4,8,9,10 |

Tues, Apr 22 | Markov chains | 9.1-9.2 | |

Thur, Apr 24 | Wrap-up | Chapters 1-9 | |

Monday, May 5 11am-1pm |
Final exam (closed book, 3 sheets) Steinberg-Dietrich 350 |

- 30% Assignments

Generally one assignment will be due every week or two. - 30% Two in-class tests
- 40% Final exam (May 5)

- Markov chains and Monopoly
- Need to improve your Monopoly style of play. This site uses a Markov chain to model this board game.
- Tossing the Euro coin
- Rumor has it that the Euro is a 'biased coin' that tends to land more on one side than the other. Other research looks at how coins from different countries migrate around the EU
- Bayes and Google
- Turns out that a lot of the web traveling strategy used by the Google search engine utilizes Bayes method -- but in a very big way.

In addition, I will have office hours on Tuesday following class from 3-5 and Thursday following class from 3-4. If you need to see me outside these times, please send me an email ( stine@wharton ). I am generally around quite a bit, but please send me a note to set up a time.