Probability and Mathematical Statistics in Data Science
Summer 2021 - Zhiyi You
Probability and Mathematical Statistics in Data Science
Summer 2021 - Zhiyi You
| Week | Date | Content | Notes & Assignments |
|---|---|---|---|
| 1 | Mon 06/21 | Lecture 1: Course Introduction and Basic Notation (Sections 1.1, 1.2, 1.3, 2.1) |
Lecture 1 Video Lecture 1 Notes HW 1 (Due Wed 06/30 at 11:59 PM PDT) |
| Tues 06/22 | Discussion |
Discussion 1 Video |
|
| Wed 06/23 | Lecture 2: Simple Random Sample and Bayes' Rule (Sections 2.2, 2.3, 2.4) |
Lecture 2 Video Lecture 2 Notes |
|
| Thu 06/24 | Discussion |
Discussion 2 Video Discussion 2 Notes |
|
| Fri 06/25 | Lecture 3: Independence, Discrete Random Variables (Sections 2.5, 3.2, 3.3, 3.4, 4.2) |
Lecture 3 Video Lecture 3 Notes |
|
| 2 | Mon 06/28 | No class today |
HW 2 (Due Wed 07/07 at 11:59 PM PDT) |
| Tues 06/29 | Discussion |
Discussion 3 Video |
|
| Wed 06/30 | Lecture 4: Examples and Introduction to Python Programming (Sections 3.3, 3.4, 3.5, 4.1, 4.2) |
Lecture 4 Video Lecture 4 Notes Lecture 4 Notebook |
|
| Thu 07/01 | Discussion |
Discussion 4 Video |
|
| Fri 07/02 | Lecture 5: Exponential Approximation, Poisson Distribution and Expectations (Sections 4.3, 4.4, 5.1, 5.2) |
Lecture 5 Video Lecture 5 Notes |
|
| 3 | Mon 07/05 | No class today |
HW 3 (Due Wed 07/14 at 11:59 PM PDT) |
| Tues 07/06 | Discussion |
Discussion 5 Video |
|
| Wed 07/07 | Lecture 6: Expectation and Conditional Expectation (Sections 5.3, 5.5, 5.6) |
Lecture 6 Video Lecture 6 Notes |
|
| Thu 07/08 | Discussion |
Discussion 6 Video |
|
| Fri 07/09 | Lecture 7: Variance, Markov's inequality (Sections 6.1, 6.2, 6.3) |
Lecture 7 Video Lecture 7 Notes |
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| 4 | Mon 07/12 | Midterm Review |
No HW this week Lecture 8 Video Lecture 8 Notes |
| Tues 07/13 | Discussion 7 |
Discussion 7 Video |
|
| Wed 07/14 | Midterm Review 2 |
Textbook practice solutions (ch1-11) |
|
| Thu 07/15 | Discussion | ||
| Fri 07/16 | Midterm |
20 spring midterm 20 spring midterm solution 19 fall midterm 19 fall midterm solution more questions more questions' solution |
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| 5 | Mon 07/19 | Lecture 9: Variance of a sum (Sections 6.4, 7.1, 7.2, 7.3) |
HW 4 (Due Wed 07/28 at 11:59 PM PDT) Lecture 9 Video Lecture 9 Notes |
| Tues 07/20 | Discussion 8 |
Discussion 8 Video |
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| Wed 07/21 | Lecture 10: The Central Limit Theorem (Sections 8.1, 8.2, 8.3, 8.4) |
Lecture 10 Video Lecture 10 Notes |
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| Thu 07/22 | Discussion 9 |
Discussion 9 Part 1 Video Discussion 9 Part 2 Video |
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| Fri 07/23 | Lecture 11: Inference (Sections 9.1, 9.2, 9.3) |
Lecture 11 Video Lecture 11 Notes |
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