Readings

All readings refer to DeGroot, Morris H., and Mark J. Schervish. Probability and Statistics. 3rd ed. Boston, MA: Addison-Wesley, 2002. ISBN: 0201524880.

SES # TOPICS READINGS
L1 Overview of some Probability Distributions
L2 Maximum Likelihood Estimators Section 6.5
L3 Properties of Maximum Likelihood Estimators Sections 6.6 and 7.8
L4 Multivariate Normal Distribution and CLT Section 5.12 (for the 2-dimensional case)
L5 Confidence Intervals for Parameters of Normal Distribution Sections 7.3 and 7.5
L6 Gamma, Chi-squared, Student T and Fisher F Distributions Sections 5.9, 7.2, 7.4, and 8.7
L7-L8 Testing Hypotheses about Parameters of Normal Distribution, t-Tests and F-Tests Sections 8.5, 8.6, and 8.7
L9

Testing Simple Hypotheses

Bayes Decision Rules

Sections 8.1-8.2
L10 Most Powerful Test for Two Simple Hypotheses Section 8.2
L11 Chi-squared Goodness-of-fit Test Section 9.1
L12 Chi-squared Goodness-of-fit Test for Composite Hypotheses Section 9.2
L13 Tests of Independence and Homogeneity Sections 9.3, 9.4, and 9.5
L14 Kolmogorov-Smirnov Test Section 9.6
L15-L16 Simple Linear Regression Sections 10.1, 10.2, and 10.3
L17-L18 Multiple Linear Regression Section 10.5
L19-L20

General Linear Constraints in Multiple Linear Regression

Analysis of Variance and Covariance

Sections 10.6, 10.7, and 10.8
L21 Classification Problem, AdaBoost Algorithm
L22 Review