Week | Content | Assignments |
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1 | Probability — axioms, rules, approximation Random variables - distributions, equality, conditioning |
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2 | Symmetry and collections of events Binomial and related counts; a Poisson limit |
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3 | Independence and Poissonization Expectation |
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4 | Expectation and Additivity Expectation by Conditioning |
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5 | Long run behavior of Markov Chains Balance |
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6 | Markov Chain Monte Carlo SD and tail bounds |
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7 | Midterm on 3/1 Covariance and its uses |
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8 | Central Limit Theorem Probability densities |
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9 | Transformations Joint Densities |
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Spring Break |
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10 | Independent normal and gamma variables Moment generating functions and Chernoff bound |
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11 | MLE; Conditioning; MAP Estimates The beta and the binomial |
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12 | Prediction and Error Error Variance |
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13 | Random vectors; multivariate normal Correlation and simple regression |
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14 | Multiple regression I Multiple regression II |
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15 | RRR Week | |
16 | Final Exam | |