Back to M/STAT 501 syllabus…

STAT 501 aims to cover Chapters 1–4 in Casella and Berger, continuing with Chapters 5–10 in STAT 502 next semester.

Week 1: Aug 20–22

Wednesday

  • Introductions to the course and each other
  • Sections 1.1–1.2.1: Set theory, sigma algebra, basics of probability theory

Friday

  • Section 1.2.2: Calculus of probabilities

Week 2: Aug 25–29

Monday

  • Section 1.2.2: Calculus of probabilities (cont)

Wednesday

  • Section 1.2.3–1.2.4: Combinatorics in probability
  • Homework 1 due (Sections 1.1–1.2.2) in Gradescope by 5:00pm

Friday

  • Section 1.2.3–1.2.4: Combinatorics in probability (cont)

Week 3: Sep 1–5

Monday

  • No classes: Labor Day

Wednesday

  • Section 1.3: Conditional probability and independence
  • QUIZ 1: Section 1.1–1.2.2

Friday

  • Section 1.3: Conditional probability and independence (cont)

Week 4: Sep 8–12

Monday

  • Section 1.3: Conditional probability and independence (cont)

Wednesday

  • Section 1.4: Random variables
  • Section 1.5: Distribution functions
  • Homework 2 due (Sections 1.2.3–1.3) in Gradescope by 5:00pm

Friday

  • Section 1.5: Distribution functions (cont)

Week 5: Sep 15–19

Monday

  • Section 1.6: Density and mass functions

Wednesday

  • Section 1.6: Density and mass functions (cont)
  • QUIZ 2: Sections 1.2.3–1.3

Friday

  • Section 2.1: Distributions of functions of a random variable

Week 6: Sep 22–26

Monday

  • Section 2.1: Distributions of functions of a random variable (cont)

Wednesday

  • Section 2.2: Expected values
  • Homework 3 due (Sections 1.4–1.6) in Gradescope by 5:00pm

Friday

  • Section 2.2: Expected values (cont)

Week 7: Sep 29–Oct 3

Monday

  • Section 2.3: Moments and moment generating functions

Wednesday

  • Section 2.3: Moments and moment generating functions (cont)
  • Section 2.6: Cumulant generating functions and characteristic functions
  • (Skip Section 2.4)
  • QUIZ 3: Sections 1.4–1.6

Friday

  • Attend the Montana ASA Chapter Meeting at NoROCK instead of class. Please register in advance. Link will be posted soon!

Week 8: Oct 6–10

Monday

  • Sections 3.1 and 3.2: Discrete families of distributions

Wednesday

  • Section 3.3: Continuous families of distributions
  • Homework 4 due (Sections 2.1–2.3) in Gradescope by 5:00pm

Friday

  • Section 3.4: Exponential families
  • Section 3.5: Location and scale families
  • Section 3.6: Inequalities and Identities

Week 9: Oct 13–17

Monday

  • Sections 3.4–3.6 (cont)

Wednesday

  • QUIZ 4: Sections 2.1–2.3

Friday

  • Section 4.1: Joint and marginal distributions

Week 10: Oct 20–24

Monday

  • Section 4.1 (cont): Joint and marginal distributions

Wednesday

  • Section 4.2: Conditional distributions and independence
  • Homework 5 due (Sections 3.1–3.6) in Gradescope by 5:00pm

Friday

  • TBD

Week 11: Oct 27–31

Monday

  • Section 4.4: Hierarchical models and mixture distributions

Wednesday

  • Section 4.4: Hierarchical models and mixture distributions (cont)
  • QUIZ 5: Sections 3.1–3.6

Friday

  • Section 4.5: Covariance and correlation (bivariate)

Week 12: Nov 3–7

Monday

  • Section 4.5: Covariance and correlation (cont)

Wednesday

  • Section 4.3: Bivariate transformations
  • Homework 6 due in Gradescope by 5:00pm

Friday

  • TBD

Week 13: Nov 10–14

Monday

  • Section 4.3: Bivariate transformations (cont)

Wednesday

  • Section 4.6: Multivariate distributions
  • QUIZ 6: Sections 4.1–4.2, 4.4–4.5

Friday

  • Section 4.6: Multivariate distributions (cont)

Week 14: Nov 17–21

Monday

  • Section 4.7: Cauchy-Schwarz and Jensen’s inequalities
  • Covariance and correlation for random vectors (not in textbook)

Wednesday

  • More on random vectors
  • Homework 7 due in Gradescope by 5:00pm

Friday

  • Special topics / preview of STAT 502

Nov 24–28: Fall break


Week 15: Dec 1–5

Monday

  • Special topics / preview of STAT 502

Wednesday

  • Homework 8 due (Sections 4.3, 4.6–4.7) in Gradescope by 5:00pm

Friday

  • Final exam review

Finals week

  • Final exam in Wilson Hall 1-124 on Monday, December 8, 10:00am-11:50am