Probability and Mathematical Statistics in Data Science
Fall 2021 - Anthony C. Donoghue
Probability and Mathematical Statistics in Data Science
Fall 2021 - Anthony C. Donoghue
| Week | Date | Content | Notes & Assignments |
|---|---|---|---|
| 1 | Mon 08/23 | No school | |
| Tues 08/24 | No school | ||
| Wed 08/25 | Lecture 1: Introduction and Syllabus, 1.1: Probabilities as Proportions |
Lecture 1 Notes Lecture 1 Video HW 1 (Due 9/3 11:59PM) |
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| Thu 08/26 | Discussion | ||
| Fri 08/27 | Lecture 2: 1.2: Exact Calculation and Bounds 1.3: Fundamental Rules |
Lecture 2 Notes Lecture 2 Video |
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| 2 | Mon 08/30 | Lecture 3: 2.1: The Chance of an Intersection |
Lecture 3 Notes Lecture 3 Video |
| Tues 08/31 | Discussion |
Discussion Worksheet |
|
| Wed 09/01 | Lecture 4: 2.2: Symmetry in Simple Random Sampling 2.3: Bayes Rule |
Lecture 4 Notes Lecture 4 Video HW 2 (Due 9/8 11:59PM) |
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| Thu 09/02 | Discussion |
Discussion Worksheet |
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| Fri 09/03 | Lecture 5: 2.4: Uses and Interpretations 2.5: Independence |
Lecture 5 Notes Lecture 5 Video |
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| 3 | Mon 09/06 | No School | |
| Tues 09/07 | Discussion |
Discussion Worksheet |
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| Wed 09/08 | Lecture 6: 3.1: Success and Failure 3.2: Random Variables |
Lecture 6 Notes Lecture 6 Video HW 3 (Due 9/15 11:59PM) |
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| Thu 09/09 | Discussion | ||
| Fri 09/10 | Lecture 7: 3.3: Binomial Distribution 3.2: Hypergeometric Distribution |
Lecture 7 Notes Lecture 7 Video |
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| 4 | Mon 09/13 | Lecture 8: 3.4 Examples |
Lecture 8 Notes Lecture 8 Video |
| Tues 09/14 | Discussion |
Discussion Worksheet |
|
| Wed 09/15 | Lecture 9: 4.1 Cumulative Distribution Functions |
Lecture 9 Notes Lecture 9 Video HW 4 (Due 9/29 11:59PM) |
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| Thu 09/16 | Discussion |
Discussion Worksheet |
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| Fri 09/17 | Lecture 10: 4.2: Waiting Times – Negative Binomial 4.3: Exponential Approximations |
Lecture 10 Notes Lecture 10 Video |
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| 5 | Mon 09/20 | Lecture 11: 4.4: Poisson Distributions |
Lecture 11 Notes Lecture 11 Video |
| Tues 09/21 | Discussion |
Discussion Worksheet |
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| Wed 09/22 | Lecture 12: 5.1: Definition 5.2: Functions of Random Variables |
Lecture 12 Notes Lecture 12 Video HW 4 (Due 9/29 11:59PM) |
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| Thu 09/23 | Discussion |
Quiz 2 (On Gradescope) Discussion Worksheet |
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| Fri 09/24 | Lecture 13: 5.2: Functions of Random Variables cont. 5.3: Methods of Indicators |
Lecture 13 Notes Lecture 13 Video |
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| 6 | Mon 09/27 | Lecture 14: 2.1: 5.3: Methods of Indicators cont. 5.4: Unbiased Estimators |
Lecture 14 Notes Lecture 14 Video |
| Tues 09/28 | Discussion |
Discussion Worksheet |
|
| Wed 09/29 | Lecture 15: 5.5: Conditional Expectation 5.6: Expectation by Conditioning |
Lecture 15 Notes Lecture 15 Video Homework 5 (Due 10/8) |
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| Thu 09/30 | Discussion | ||
| Fri 10/01 | Midterm Review |
Midterm Review Notes Midterm Review Video |
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| 7 | Mon 10/04 | Midterm |
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| Tues 10/05 | Discussion | ||
| Wed 10/06 | Lecture 16: 6.1: Variance and Standard Deviation 6.2: Simplifying the Calculation |
Lecture 16 Notes Lecture 16 Video Homework 6 (Due 10/13) |
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| Thu 10/07 | Discussion |
Discussion Worksheet |
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| Fri 10/08 | Lecture 17: 6.3: Markov’s Inequality 6.4: Chebyshev's Inequality |
Lecture 17 Notes Lecture 17 Video |
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| 8 | Mon 10/11 | Lecture 18: 7.1: Sum of Independent Random Variables |
Lecture 18 Notes Lecture 18 Video |
| Tues 10/12 | Discussion |
Discussion Worksheet |
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| Wed 10/13 | Lecture 19: 7.2: Sampling without Replacement 7.3: Law of Averages |
Lecture 19 Notes Lecture 19 Video Homework 7 (Due 10/20) |
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| Thu 10/14 | Discussion |
Discussion Worksheet |
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| Fri 10/15 | Lecture 20: 8.1: Distribution of the Sample Sum (and the Sample Mean) |
Lecture 20 Notes Lecture 20 Video |
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| 9 | Mon 10/18 | Lecture 21: 8.2: Standard Normal Curve |
Lecture 21 Notes Lecture 21 Video |
| Tues 10/19 | Discussion |
Discussion Worksheet |
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| Wed 10/20 | Lecture 22: 8.3: Normal Approximation 8.4: How Large is Large |
Lecture 22 Notes Lecture 22 Video Homework 8 (Due 10/27) |
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| Thu 10/21 | Discussion |
Discussion Worksheet |
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| Fri 10/22 | Lecture 23: 9.1: Testing Hypotheses |
Lecture 23 Notes Lecture 23 Video |
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| 10 | Mon 10/25 | Lecture 24: 9.2: A/B Testing: Fisher's Exact Test |
Lecture 24 Notes Lecture 24 Video |
| Tues 10/26 | Discussion |
Discussion Worksheet |
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| Wed 10/27 | Lecture 25: 9.3: Confidence Intervals: Method |
Lecture 25 Notes Lecture 25 Video Homework 9 (Due 11/3) |
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| Thu 10/28 | Discussion |
Quiz 3 (On Gradescope) Discussion Worksheet |
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| Fri 10/29 | Lecture 26: 9.4: Confidence Intervals: Interpretation |
Lecture 26 Notes Lecture 26 Video |
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| 11 | Mon 11/01 | Lecture 27: 10.1: Density 10.2: Expectation and Variance |
Lecture 27 Notes Lecture 27 Video |
| Tues 11/02 | Discussion |
Discussion Worksheet |
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| Wed 11/03 | Lecture 28: 8.1 - 9.4: Review of Statistical Inference |
Lecture 28 Notes Lecture 28 Video Homework 10 Due (11/10) |
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| Thu 11/04 | Discussion |
Discussion Worksheet |
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| Fri 11/05 | Lecture 29: 10.4: Normal Distribution |
Lecture 29 Notes Lecture 29 Video |
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| 12 | Mon 11/08 | Lecture 30: 11.1: Bias and Variance |
Lecture 30 Notes Lecture 30 Video |
| Tues 11/09 | Discussion |
Discussion Worksheet |
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| Wed 11/10 | Lecture 31: 11.3: Least Squares Regression |
Lecture 31 Notes Lecture 31 Video Homework 11 (Due 11/17) |
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| Thu 11/11 | No School | ||
| Fri 11/12 | Lecture 32: 11.5: The Error in Regression |
Lecture 32 Notes Lecture 32 Video |
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| 13 | Mon 11/15 | Lecture 33: 12.1: The Simple Linear Regression Model |
Lecture 33 Notes Lecture 33 Video |
| Tues 11/16 | Discussion |
Discussion Worksheet |
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| Wed 11/17 | Lecture 34: 12.1: The Simple Linear Regression Model cont. |
Lecture 34 Notes Lecture 34 Video Homework 12 (Due Wednesday 11/24) |
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| Thu 11/18 | Discussion |
Quiz 4 (On Gradescope) Discussion Worksheet |
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| Fri 11/19 | Lecture 35: 12.2: The Distribution of the Estimated Slope |
Lecture 35 Notes Lecture 35 Video |
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| 14 | Mon 11/22 | Lecture 36: 12.3: Towards Multiple Regression |
Lecture 36 Notes Lecture 36 Video |
| Tues 11/23 | Discussion |
Discussion Worksheet |
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| Wed 11/24 | No School |
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| Thu 11/25 | No School | ||
| Fri 11/26 | No School |
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| 15 | Mon 11/29 | Lecture 37: 12.3: Towards Multiple Regression cont. (Not in textbook, examinable for final) |
Lecture 37 Notes Lecture 37 Video Homework 13 (Due Fri 12/03) |
| Tues 11/30 | Discussion | ||
| Wed 12/01 | Lecture 38: Integrity in Research: Limitations of Hypothesis Testing (Review) |
Lecture 38 Video |
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| Thu 12/02 | Discussion | ||
| Fri 12/03 | Lecture 39: Final Exam Review |
Lecture 39 Video |
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