Syllabus 2 PDF

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syllabus for the course. ...

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Stat 244 Autumn 2020 — Syllabus Course logistics Instructors

Yuehaw Khoo

[email protected]

TAs

Yuhan Liu Jiacheng Wang Huanlin Zhou Lijia Zhou

[email protected] [email protected] [email protected] [email protected]

Website:

canvas.uchicago.edu

(all grades, assignments, announcements, etc)

Times & locations: Mon

Tue

Wed

Jones 122A

Thu

Fri

S1 (Video recording)

S1 (Video recording)

8-9:30am YK OH

TA OH 8am-930am

S2 (Video recording)

S2 (Video recording)

TA OH 6:30pm-8:30pm

*HW due 5pm* (hand in on Canvas)

6:00-7:30pm YK OH

TA OH 6:30-7:30pm

Grading • Your course grade: homework (35%), midterm (25%), final (40%) • As a default, students will receive a quality grade (A,A-,B+,...). Alternately, you may register for grade R (audit), or may request a P/F (pass/fail) grade or a W (withdrawal). Requests for P/F or W must be sent from your uchicago.edu email account, to the instructor, before the start of the final exam. A grade I (incomplete) will be given only in clear cases of emergency and must be approved by the department chair. • You are encouraged to check that your exams and assignments are graded accurately, and that the grades are entered correctly into Canvas. The grading for each HW will be handled by a single TA. Please email the correspnding TA if you have questions about the particular homework. • HWs (with the exception of the last HW) are due Tuesdays at 5pm, submitted online on Canvas. • The lowest grade (or a single missing HW) will be dropped. Late HWs will not be accepted, and we cannot excuse a 2nd missed HW—there will be no exceptions. • There is no honor code at U of C. However, students are expected to copy the following statement ”I have not given or received any unauthorized assistance on this assignment/examination”, and sign the pledge, for each assignment and exam. Your work will not be graded without such a signed statement. Please check the collaboration, midterm and final exam policies. • You need to provide the complete steps on how you arrive at the solution.

Collaboration policy You are encouraged to discuss the HW with other students, but must write up solutions on your own and do your own calculations. Homework working groups will be formed on Canvas. However, copying from another student’s solution, or directly sharing your own solutions with another student or posting them online, are both considered violations of this policy. We encourage you to talk with the instructor if you have any concerns or questions regarding the expectations for collaboration and academic honesty.

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Midterm exam The midterm exam will not be conducted during normal class time. The midterm exam is 80 minutes long. You may not receive helps from other sources besides textbook, course notes and calculator. The exam will be released 11/4 700pm central time on Canvas, and collected 825pm central time on Canvas (extra 5 minutes for online submission). Both sections of STAT244 will take it at the same time.

Final exam The final exam will not be conducted during exam week. The final exam is 120 minutes long. You may not receive helps from other sources besides textbook, course notes, and calculator. The exam will be released 12/4 700pm central time on Canvas, and collected 905pm central time on Canvas (extra 5 minutes for online submission). Both sections of STAT244 will take it at the same time.

Special accommodation The exam times are chosen such that they are not in conflict with most course schedules. Please send me email if you have a conflict, or you are in the following time zones (GMT -2 to GMT +6) taking the course.

Lectures The lectures will be prerecorded and released by Monday 11:59pm each week. Students are encouraged to come to office hours to ask questions about the lectures.

Textbook The textbook for this course is: Rice, John A. Mathematical Statistics and Data Analysis, 3rd edition. This book will be used primarily as a reference. Homework problems will not be assigned from the book.

Course schedule The topics listed for each day are tentative; we may remove or add topics as needed. Before each exam, we will post an updated list of topics & textbook sections that were covered.

Office hours During the first week, TA OH starts on Thursday. There is no TA OH Thursday of week 6. There will be extra OH during week 10 (to be announced). All OH will be held via zoom (zoom link on Canvas).

Thanksgiving week There is no class scheduled officially during thanksgiving week. However, the last lecture will be released as video recording during that week. There is also TA OH the Monday of thanksgiving week.

TA for each HW HW 1 2 3 4 5 6 7 8

TA Yuhan Liu Jiacheng Wang Huanlin Zhou Lijia Zhou Yuhan Liu Jiacheng Wang Huanlin Zhou Lijia Zhou

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1 2 3 4 5 6

7 8 9 10 11

Date 9/29 10/1 10/6 10/8 10/13 10/15 10/20 10/22 10/27 10/29 11/3 11/4 (pm) 11/5 11/10 11/12 11/17 11/19 11/24 11/26 12/1 12/4 (pm) 12/10

Topics Book Due Intro to probability; set notation; counting; sampling 1.2, 1.3, 1.4 Conditional probability; independence; discrete random variables 1.5. 1.6, 2.1 Discrete distributions; Functions of discrete r.v.; continuous r.v.’s 2.2, 2.3 HW1 Mixed r.v.’s; functions of continuous r.v.; expected value 2.3, 4.1 Variance & SD; discrete/continuous joint distributions 4.2, 3.2, 3.3, 3.4 HW2 Joint distributions continued Conditional distributions 3.5 HW3 Covariance/correlation; conditional expectation; tower law 4.3, 4.4 Law of total variance; Bayesian inference 4.4, 15.3 HW4 Normal & bivariate normal distributions; Rejection sampling 15.3,3.5 Central limit theorem 5.3 Midterm Exam Central limit theorem; χ2 and t distributions 5.3, 6.2, 6.3 Frequentist & Bayesian inference for normals; parameter estimation 8.3, 8.5 HW5 Maximum likelihood estimation; bias & variance; Fisher’s theorem 8.3, 8.5 Confidence intervals for MLE; Bayesian inference 8.3, 8.5, 8.6 HW6 Hypothesis testing; likelihood ratio test; p-values; multiple testing 9.1, 9.2 Generalized likelihood ratios; Pearson’s χ2 test (Recorded lecture) 9.4, 9.5 HW7 Thanksgiving—no class Review session Final exam HW8

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