36-700 Probability and Statistics

Announcement: Guide to Final Exam

Guide to Exam


Instructor: Larry Wasserman
Lecture Time: Monday, Wednesday and Friday 12:30 - 1:20
Lecture Location: DH 2315

Office Hour: Mondays 1:30 - 2:30 Baker Hall 132G
Office: Baker Hall 132G
Email: larry@stat.cmu.edu

TA Information

Shamindra Shrotriya (Head TA)
Email: sshrotri@andrew.cmu.edu
Office Hours: BH132Q Wed 10:30-11:30

Yufei Yi
Email: yufeiy1@andrew.cmu.edu
Office Hours: BH132Q Tues 2-3

Xiaoyi Gu
Email: xgu1@andrew.cmu.edu
Office Hours: BH132Q Wed 3:30-4:30

Piazza

Piazza

Syllabus

Click here for syllabus

Course Description

Course description. This is a one-semester course covering the basics of statistics. We will first provide a quick introduction to probability theory, and then cover fundamental topics in mathematical statistics such as point estimation, hypothesis testing and asymptotic theory. If time permits, we will also cover more advanced topics including nonparametric inference, regression and classification.

Prerequisites.
Required preliminary math tools are calculus and basic linear algebra. Familiarity with elementary probability and statistics will be helpful, but not required.

How does this course differ from 36-705?
This course covers essentially the same set of topics in statistical inference as 36-705. This course will assume less prior knowledge of probability theory and move at a slower pace.

Lecture Notes

Lecture Notes 1
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Lecture Notes 21
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Lecture Notes 23
Lecture Notes 24
Lecture Notes 25: MCMC
Lecture Notes 26: Directed Graphs
Lecture Notes 27: Undirected Graphs

Assignments

Assignments are due on Thursdays at 3:00 p.m. Upload your assignment in Canvas.
No late assignments will be accepted. If you need an extension due to illness, email me BEFORE the deadline.

Homework 1
Upload a pdf on Canvas by Thursday Sept 6, 3:00

Homework 2
Upload a pdf on Canvas by Thursday Sept 13, 3:00

Homework 3
Upload a pdf on Canvas by Thursday Sept 20, 3:00

Homework 4
Upload a pdf on Canvas by Thursday Sept 27, 3:00

Homework 5
Upload a pdf on Canvas by Thursday Oct 4, 3:00

Homework 6
Upload a pdf on Canvas by Thursday Oct 18, 3:00

Homework 7
Upload a pdf on Canvas by Thursday Oct 25, 3:00

Homework 8
Upload a pdf on Canvas by Thursday Nov 1, 3:00

Homework 9
Upload a pdf on Canvas by Thursday Nov 15, 3:00

Homework 10
Upload a pdf on Canvas by Thursday Nov 29, 3:00

Solutions

Homework 1 solutions
Homework 2 solutions
Homework 3 solutions
Homework 4 solutions
Homework 5 solutions
Homework 6 solutions
Mitderm 1 Solutions
Homework 7 solutions
Homework 8 solutions
Homework 9 solutions
Mitderm 2 Solutions
Homework 10 solutions