Fall 2016: Probability and Mathematical Statistics I (36-700)

Instructor Information

Instructor: Siva Balakrishnan
Email: siva@stat.cmu.edu
Office Hours: Wednesdays 1:30PM - 2:30PM
Location: BH 132K

TA Information

TA: Ilmun Kim
Email: ilmunk@andrew.cmu.edu
Office Hours: TBA
Location: BH 132M

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 and useful topics including nonparametric inference, regression and classification. See the calendar for a detailed (tentative) list of topics.

Course Syllabus

The syllabus provides information on grading, class policies etc.

Course Calendar

The calendar has an approximate week-by-week schedule. Consult this document to know when the in-class exams are.

Lecture Notes

  • Lecture 1: (8/29) Introduction to the course
  • Lecture 2: (8/31) Basic Probability
  • Lecture 3: (9/2) Expectations
  • Lecture 4: (9/7) Conditional Expectations
  • Lecture 5: (9/9) Concentration Inequalities
  • Lecture 6: (9/12) Weak LLN
  • Lecture 7: (9/14) Stochastic Convergence
  • Lecture 8: (9/16) Introduction to Statistical Estimation
  • Lecture 9: (9/19) General Methods for Point Estimation
  • Lecture 10: (9/21) Statistical Decision Theory

  • Assignments

  • Assignment 1: Due in class on 9/7.
  • Assignment 2: Due in class on 9/14 or via Blackboard 9/15 before 5pm.

  • Assignment Solutions

  • Assignment 1
  • Assignment 2