Course: Math 307, Statistical Inference and Data Analysis I, Fall 2022
Prerequisite: MATH 118gx or MATH 125g or MATH 126g or MATH 127 or MATH 129
Course Content: Probability, counting, independence, distributions, random variables, simulation, expectation, variance, covariance, transformations, law of large numbers, Central limit theorem, estimation, efficiency, maximum likelihood, Cramer-Rao bound, bootstrap.
Last update: 1 November 2022
Instructor: [as of October 13] Steven Heilman, stevenmheilman(@-symbol)gmail.com
Office Hours: Tuesdays, 8AM-9AM and 10AM-11AM, on zoom [link posted on blackboard]
Lecture Meeting Time/Location: Mondays, Wednesdays, and Fridays, 1PM-150PM, WPH 102
TA: Bo Wu, bwu168(@-symbol)usc.edu
TA Office Hours: Held in the Math Center, with schedule provided at that link.
Discussion Section Meeting Time/Location: Tuesdays and Thursdays, 9AM-950AM, KAP 147
Textbook: A First Course in Probability, 9th Edition, Sheldon Ross
Mathematical Statistics with Applications, Wackerly et al.
Exam 2: Wednesday, November 2, 1PM-150PM, WPH 102
Final Exam: Wednesday, December 14, 11AM-1PM, Location TBD
Other Resources: An introduction to mathematical arguments, Michael Hutchings, An Introduction to Proofs, How to Write Mathematical Arguments
Exam Procedures: Students must bring their USCID cards to the midterms and to the final exam. Phones must be turned off. Cheating on an exam results in a score of zero on that exam. Exams can be regraded at most 15 days after the date of the exam. This policy extends to homeworks as well. All students are expected to be familiar with the USC Student Conduct Code. (See also here.)
Accessibility Services: If you are registered with accessibility services, I would be happy to discuss this at the beginning of the course. Any student requesting accommodations based on a disability is required to register with Accessibility Services (OSAS) each semester. A letter of verification for approved accommodations can be obtained from OSAS. Please be sure the letter is delivered to me as early in the semester as possible. OSAS is located in 301 STU and is open 8:30am-5:00pm, Monday through Friday.
213-740-6948 (TDD only)
Discrimination, sexual assault, and harassment are not tolerated by the university. You are encouraged to report any incidents to the Office of Equity and Diversity http://equity.usc.edu/ or to the Department of Public Safety http://capsnet.usc.edu/department/department-public-safety/online-forms/contact-us. This is important for the safety whole USC community. Another member of the university community - such as a friend, classmate, advisor, or faculty member - can help initiate the report, or can initiate the report on behalf of another person. The Center for Women and Men http://www.usc.edu/student-affairs/cwm/ provides 24/7 confidential support, and the sexual assault resource center webpage firstname.lastname@example.org describes reporting options and other resources.
Exam Resources: Here are the exams I used when I previously taught 407: Exam 1 Exam 1 Solution Exam 1v2 Exam 1v2 Solution Exam 2 Exam 2 Solution Exam 2v2 Exam 2v2 Solution Final Final Solution Finalv2 Finalv2 Solution Exam 1 Exam 1 Solutions Exam 2 Exam 2 Solutions. Final Final Solutions. Exam 1 Exam 1 Solutions Exam 2 Exam 2 Solutions. Final Final Solutions. Exam 1 Exam 1 Solutions Exam 2 Exam 2 Solutions. Final Final Solutions. Here is a page containing old exams for another similar class. Here is a practice midterm (with solutions). Here are some more exams from a second quarter probability course: Exam 1 Exam 1 Solution Exam 2 Exam 2 Solution Final Final Solution. Exam 1 Exam 1 Solutions Exam 2 Exam 2 Solutions Final Final Solutions. Here are some exams from when I taught 408: Exam 1 Exam 1 Solution Exam 2 Exam 2 Solution Final Final Solution. Some past 408 exams appear here, near the bottom of the page. Some practice exams for a course similar to 408 appear here, here, and here
Occasionally these exams will cover slightly different material than this class, or the material will be in a slightly different order.
Tentative Schedule: (This schedule may change slightly during the course.)
|9||Oct 17: 6.2, Independent Random Variables||Oct 18||Oct 19: 6.3, Sums of Independent Random Variables||Oct 20||Oct 21: 6.7, Joint PDFs|
|10||Oct 24: 7.2, Sums of Random Variables||Oct 25||Oct 26: 7.4, Covariance, Variance of Sums, Correlation||Oct 27||Oct 28: 7.7, Moment Generating Function, 8.1, Limit Theorems|
|11||Oct 31: 8.2, Chebyshev's Inequality and the Weak Law||Nov 1||Nov 2: Exam 2||Nov 3||Nov 4: 8.3, Central Limit Theorem|
|12||Nov 7: 8.1, Estimation [Wackerly et al book]||Nov 8||Nov 9: 8.2, Bias, Mean Squared Error||Nov 10||Nov 11: No class|
|13||Nov 14: 8.3, Unbiased Estimation||Nov 15||Nov 16: 9.2 Efficiency||Nov 17||Nov 18: 9.6, Method of Moments|
|14||Nov 21: 9.7, Maximum Likelihood||Nov 22||Nov 23: No class||Nov 24: No class||Nov 25: No class|
|15||Nov 28: 9.8, Maximum Likelihood, Cramer-Rao||Nov 29||Nov 30: 9.8, Cramer-Rao||Dec 1:||Dec 2: Review of course|
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