ST521: Statistical Theory I
Fall Session, 2007
        ST521 Homepage         This a tentative schedule, expect few changes!          Have a question?
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Date
Lecture coverage
Homework & Reading assignments

1

Aug 22

W

Basics of probability
No ST 521L class today!

no HW

Read Sections 1.1 & 1.2.1
Additional Notes(AN): Probability Theory

2

Aug 24

F

Calculus of probability

.

Read Section 1.2.2
Review of Calculus and matrices

3

Aug 27

M

Counting & enumerating outcomes

.

Read Sections 1.2.3 & 1.2.4.
Online notes on Calculus and Analysis

4

Aug 29

W

Conditional probability and independence
ST 521L: Solve problems from Section 1.7 & Additional Notes on Probability)

HW1

Read Section 1.3.
Do problems: 1.1, 1.4, 1.5, 1.7a, 1.13, 1.17 (due Sep 5)
Solved in class: 1.12, 1.14, 1.18, 1.23; AN: 5,6,7,11,12,14

5

Aug 31

F

Random variables

.

Read Section 1.4.

6

Sep 3

M

Labor Day: No class

.

No assignment

7

Sep 5

W

Distribution functions

HW2

Read Section 1.5. HW1 due TODAY!
Do problems 1.7b, 1.21, 1.24, 1.27, 1.34, 1.36, 1.38 (due September 12)
Solved in class: 1.25, 1.26, 1.31, 1.33, 1.39; AN: 18,31,44, 45, 49

8

Sep 7

F

Density & mass functions
ST 521L: Solve problems (Section 1.7)

HWS1

Read Section 1.6

9

Sep 10

M

Review Chapter 1

.

Read Section 1.8.

10

Sep 12

W

Expected values
ST 521L: Solve problems (Section 2.5)

HW3

Read Section 2.1 HW 2 due TODAY!
Do problems 1.44, 1.47, 1.51, 1.52, 1.53, 1.54 (due September 19)
Solved in class: 2.2, 2.4, 2.9, 2.14

11

Sep 14

F

Moments and mgf's

HWS2

Read Section 2.3

12

Sep 17

M

Mgf's of common paramteric distributions

.

Read p.621-626 of the text.

13

Sep 19

W

Differentiating under integral sign
ST 521L: Solve problems (Section 2.5)

HW4

Read Section 2.4 HW3 due TODAY!
Do problems 2.1, 2.3, 2.6, 2.7, 2.8, 2.12, 2.13 (due September 26)
Solved in class: 2.11, 2.17, 2.18, 2.25, 2.31, 2.32, 2.33, 2.36

14

Sep 21

F

Review Chapter 2

HWS3

Read Section 2.6

15

Sep 24

M

Discrete distributions
(Guest lecture by Dr. H. Zhang)

.

Read Sections 3.1 & 3.2
Additional Notes: Discrete distributions

16

Sep 26

W

Discrete distributions (contd)
(Guest lecture by Dr. H. Zhang)
Articles on Generalized Poisson: Compund GP and Multivariate GP
ST 521L: Solve problems (Section 3.7)

HW5

Read Section 3.3 HW4 due TODAY!
Do problems 2.22, 2.23, 2.26, 2.27, 2.28, 2.30 (a & c), 2.33 (b) (due Oct 3)
Solved in class: 3.5,3.7,3.11,3.14,3.15

17

Sep 28

F

Continuous distributions
(Guest lecture by Dr. H. Zhang)

HWS4

Read Section 3.4
Additional Notes: Continuous distributions

18

Oct 1

M

Continuous distributions (contd)

.

Read Section 3.3

19

Oct 3

W

Exponential family
ST 521L: Review problems for midterm

HW 6

Read Section 3.4 HW 5 due TODAY!
Do problems 3.2, 3.4, 3.6(a and b), 3.9 (a), 3.12, 3.13 (due October 17)

20

Oct 5

F

Exponential family (contd)

HWS5

Read Section 3.4

21

Oct 8

M

Review problems for midterm

.

Read Chapters 1 & 2

22

Oct 10

W

Midterm Exam: 11:30-1:00

.

Syllabus: Chapter 1 & 2 (Summary of results)

23

Oct 12

F

Fall break: No class

.

No assignments

24

Oct 15

M

Location and Scale family

.

Read Section 3.5
Download the software R

25

Oct 17

W

Location and scale families (contd)
ST 521L: Solve problems (Section 3.7)

HW7

Read Section 3.5 HW6 due TODAY!
Do problems 3.20, 3.22(e), 3.23, 3.25, 3.26(b), 3.27(b,d) (due October 24)
Solved in class: 3.17, 3.18, 3.21, 3.22(a,b,c,d)

26

Oct 19

F

Probability inequalities

HWS6

Read Section 3.6.1

27

Oct 22

M

Probability identities

.

Read Section 3.6.2

28

Oct 24

W

Inequalities & Identities
ST 521L: Solve problems (Section 3.7)

HW8

Read Section 3.6 HW7 due TODAY!
Do problems 3.28(b,c), 3.39, 3.44, 3.45(a,b), 3.46 (due October 31)
Solved in class: 3.24, 3.37, 3.38

29

Oct 26

F

Multiple random variables

HWS7

Read Chapter 4.1.

30

Oct 29

M

Joint, marginal and conditional distributions

.

Read Sections 4.1 & 4.2

31

Oct 31

W

Bivariate transformations
ST 521L: Solve problems (Section 4.8)

HW9

Read Section 4.3 HW 8 due TODAY!
Do problems 4.1, 4.4, 4.5(a), 4.6, 4.10 (due November 7)
Solved in class: 3.41, 3.42, 3.47, 4.5, 4.7

32

Nov 2

F

Hierarchical and mixture models
(Guest lecture by TBA)

HWS8

Read Section 4.4

33

Nov 5

M

Covariance and correlation

.

Read Section 4.5

34

Nov 7

W

Multivariate distributions
ST 521L: Solve problems (Section 4.8)

HW10

Read Section 4.6 HW9 due TODAY!
Do problems 4.11, 4.14, 4.15, 4.17, 4.19(a), 4.20(a) (due November 14)
Solved in class: 4.16, 4.19(b), 4.22, 4.24, 4.27

35

Nov 9

F

Inequalities

HWS9

Read Section 4.7.1

36

Nov 12

M

Inequalities (contd)

.

Read Section 4.7.2

37

Nov 14

W

Review Chapter 4
ST 521L: Solve problems (Section 4.8)

HW11

Read Chapter 4 HW10 due TODAY!
Do problems 4.26, 4.28(b), 4.30, 4.32(b), 4.34(b), 4.42, 4.43, 4.50 (due November 28)
Solved in class: 4.31, 4.41, 4.44, 4.47, 4.51, 4.52

38

Nov 16

F

Concepts of random samples
Generating random samples using R

HWS10

Read Sections 5.1 and 5.6.1
The R Manual (Read Chap 2, Sec 8.1 & Appendix A)

39

Nov 19

M

Sums of random variables

.

Read Section 5.2

40

Nov 21

W

Thanksgiving break; No classes

no HW

No assignments

41

Nov 23

F

Thanksgiving break: University closed

.

No assignments

42

Nov 26

M

Sampling from a normal distribution
ST 521L: Solve problems (Section 5.7)

HW12

Read Section 5.3.1

43

Nov 23

W

Student's t and Snedecor's F

HWS11

Read Section 5.3.2. HW11 due TODAY!
Do problems 4.54, 4.58, 5.3, 5.5, 5.29, 5.36, 5.44 (due Dec 5)
Solved in class: TBA

44

Nov 26

F

Order statistics

.

Read Section 5.4

45

Dec 3

M

Convergence in probability

.

Read Section 5.5.1

46

Dec 5

W

Convergence in distribution
ST 521L: Review problems for final

no HW

Read Section 5.5.3 HW12 due TODAY!
Solved in class: TBA

47

Dec 7

F

Review problems for final

HWS12

No assignments

48

Dec 12

F

Final Exam: 8:00 - 11:00 a.m.

.

Syllabus: Chapter 1-4, 5.1-5.3 (Summary of results)

Last updated on: August 21, 2007