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Introduction to Probability and Statistics
(STAT 230)

This page pertains to the section taught by S. Taati. For information on the other section, please see the Moodle page, or contact prof. S. Monni.

Time and location

  • Mondays, Wednesdays, Fridays 12:00–12:50 (January 22 – April 29).
  • NICELY 211

Textbook

Probability and Statistics for Engineering and the Sciences, by Jay L. Devore, 9th Edition (metric version).
(The exact edition is not important as long as you can find the same material and similar exercises in it.)

We will cover chapters 1-8 (inclusive) of the book.

Course description

See the course syllabus.

Instructor

  • Siamak Taati
  • Email: siamak dot taati at gmail dot com
  • Office: Bliss Hall 312B

Office hours

  • Tuesdays and Wednesdays 14:00–15:30

Updates

  • [30-04-2020] Two more videos on hypothesis testing are posted (see below).
  • [28-04-2020] The first video on hypothesis testing is posted (see below).
  • [25-04-2020] Two new videos (interval estimation) are posted (see below).
  • [22-04-2020] A new video (point estimation) is posted (see below).
  • [16-04-2020] A new video (introduction to estimation) is posted (see below).
  • [10-04-2020] A second video on central limit theorem is posted (see below).
  • [06-04-2020] A video on central limit theorem is posted (see below).
  • [27-03-2020] A video on covariance and correlation between RVs is posted (see below).
  • [25-03-2020] A second video on the joint distribution of RVs is posted (see below).
  • [23-03-2020] A new video on the joint distribution of RVs is posted (see below).
  • [18-03-2020] Two new videos (on the law of large numbers, and on mixed RVs) are posted (see below).
  • [18-03-2020] Date of the 2nd midterm (to be held online) is set (see below).
  • [16-03-2020] A new video on the concentration of RVs is posted (see below).
  • [12-03-2020] Two new videos on Bernoulli and Poisson processes are posted (see below).
  • [11-03-2020] The third video on continuous RVs is now posted (see below).
  • [10-03-2020] The second video on continuous RVs is now posted (see below).
  • [04-03-2020] The first video on continuous RVs is now posted (see below).
  • [04-03-2020] Since the classes are suspended in order to prevent the spread of the novel coronavirus, we will have to continue the course remotely. I will record videos on the material and post them here.
  • [01-03-2020] Due to illness, the class on Monday, Mar 2 is cancelled. Let us try to have a makeup class some time next week. In the meanwhile, you could try solving the following problems:
    1. Let $F(x)=\mathrm{e}^{-1/x}$ for $x>0$ and $F(x)=0$ for $x\leq 0$. Is this a cumulative distribution function for a continuous random variable? If yes, find the corresponding probability density function.
    2. Suppose that $T$ is an exponential random variable with rate $\lambda$. Derive the distribution (cdf and pdf) of $\sqrt{T}$.
    3. Suppose that $S$ and $T$ are two independent exponential random variables each with rate $\lambda$.
      1. Give an interpretation of $S+T$ in terms of the times of receiving spam emails in your mailbox.
      2. Derive the distribution (cdf and pdf) of $S + T$.
  • [11-02-2020] Thanks to prof. Monni, you can now find the midterm tests from previous years on Moodle.
  • [11-02-2020] To compensate the missing class on Friday, Feb 14, we will have an extra class on Wednesday, Feb 12, 5pm-6pm. Location: NICELY 211 (the usual room).
  • [29-01-2020] The R scripts used for introduction to graphical/tabular methods.
    Note: Learning to use R is not part of the objectives of the course but you may find playing/experimenting with R fun and helpful in understanding the concepts.

Videos


Homework

  • There will be no graded homework assignments.
  • See the syllabus for suggested exercises from the textbook.
  • See Moodle for exams from previous years.

Exams

There will be 2 midterm tests and a final.
  • Test 1: Tuesday February 25, 17:30, Nicely 500
  • Test 2: Wednesday April 1
    • The test will be through internet.
    • You will receive the questions at the beginning of the test and will be required to submit your answers (as a single PDF file) before the deadline.
    • The exact time and further instructions will be announced later.
  • Final: ...

Last Update: April 30, 2020