Winter 2003
3/16: This year I will try to have 20-30% of the final exam material be pre-midterm. Last year it was about 20%.
3/16: Office hours today 3:00-5:00.
3/12: Exam covers material from lectures and homeworks, with emphasis on post-midterm material.
This includes the following "Chapter Summary" material from Durrett:
Chapter 1 summary, everything except (6.5), and (6.6).
Chapter 2 summary, everything except (1.2).
Chapter 3 summary, everything through section 3.7, except (3.2), (3.3),
(4.5), (4.4), (5.6),
(6.1), line 7.5 in the p. 149 table.
Note that by repeated application (or by induction),
the relationships in that table extend to sums of any finite number of
independent random variables.
Chapter 4 summary, everything through (4.6), except moment generating
functions [(2.3),(3.2),(3.9),(3.10)]
Chapter 5 summary, page 251 except (1.7). Note the typo (missing bar) in
(1.6)
You should be familiar with the following distributions: Bernoulli,
Binomial, Geometric, Poisson, Uniform, Exponential, Normal(mu,sigma^2).
This includes knowing (or being able to derive) its PMF or density; and
knowing (or being able to compute) its expectation.
For the Bernoulli, Binomial, and Normal you should also know
(or be able to compute) the variances.
Of course, given the PMF or density function of an _arbitrary_
distribution, you should know how to set up summations or integrals
to calculate its variance. I'm just saying you don't need to memorize
the final answer for, say, the variance of a Geometric distribution.
You should know the statements of Markov's inequality (the version from
class and Ross), Chebyshev's inequality, WLLN, and CLT.
You should know the proof of WLLN.
3/12: Extra office hours today 5:00 to 6:30.
2/18: No class today. I'm snowbound in New York.
2/10: No homework due the week of the midterm.
2/10: Exam covers material from lectures and homeworks.
This includes the following "Chapter Summary" material from Durrett:
Chapter 1 summary, everything except (6.5), and (6.6).
In class we did do a (3.10) example (a club staffs an event ...),
but didn't emphasize it.
Chapter 2 summary, everything except (1.2) and (1.3)
Chapter 3 summary: (1.2), (5.1), (5.3), (5.4), (5.7), (5.8), (7.1),
and lines 1 and 3 in the p.149 table.
Homework 2, due Friday 1/24 by 4:00 PM:
.ps
.pdf
Solutions:
.ps
.pdf
Homework 3, due Friday 1/31 by 4:00 PM:
.ps
.pdf
Solutions:
.ps
.pdf
Homework 4, due Friday 2/7 by 4:00 PM:
.ps
.pdf
Solutions:
.ps
.pdf
Parts of Homework 4 depend on joint distributions,
which we will cover on Tuesday 2/4.
In the meantime, see these
notes.
Midterm rewrites due Friday 2/21 by 4:00 PM:
.ps
.pdf
Solutions:
.ps
.pdf
Homework 5, due Friday 2/21 by 4:00 PM:
.ps
.pdf
Solutions:
.ps
.pdf
Homework 6, due Monday 3/03 by 4:00 PM:
.ps
.pdf
Solutions:
.ps
.pdf
Homework 7, due Friday 3/07 by 4:00 PM:
.ps
.pdf
Before doing Problems 2 and 3, and the last part of 1(d),
please read my
notes on some points to be covered in class 3/04
.
Solutions:
.ps
.pdf
Homework 8, due Friday 3/14 by 4:00 PM:
.ps
.pdf
Solutions:
.ps
.pdf
Some examples of using CLT:
.ps
.pdf
Last year's final exam:
.ps
.pdf
Solutions:
.ps
.pdf
Course Assistant: Mohsen Bayati
Email: bayati@stanford.edu
Office: 380S
Office hours: M 9-11am, W 9-11am, Th 7-9pm
Grader: Maciek Boni
Email: maciek@stanford.edu