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18.6501x Fundamentals of Statistics - Syllabus and Schedule: Week 1

This syllabus outlines a statistics course consisting of 15 weeks. The course covers topics like probability, statistical models, estimation, hypothesis testing, linear regression, and generalized linear models. It includes lectures, recitations, homework assignments, and two midterm exams. The final exam is scheduled for week 15. An optional additional unit on principal component analysis is also listed.

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565 views

18.6501x Fundamentals of Statistics - Syllabus and Schedule: Week 1

This syllabus outlines a statistics course consisting of 15 weeks. The course covers topics like probability, statistical models, estimation, hypothesis testing, linear regression, and generalized linear models. It includes lectures, recitations, homework assignments, and two midterm exams. The final exam is scheduled for week 15. An optional additional unit on principal component analysis is also listed.

Uploaded by

Ben
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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18.

6501x Fundamentals of Statistics - Syllabus and Schedule

Unit 1. Introduction to Statistics

Due on Tuesday:
Homework 0: Probability and Linear algebra Review
May 26,
Week 1 Lecture 1: What is statistics
2020
Lecture 2: Probability Redux
UTC23:59

Unit 2. Foundation of Inference

Lecture 3: Parametric Statistical Models


Lecture 4: Parametric Estimation and Confidence Intervals Due on Tuesday:
Recitation 1. Confidence Intervals of the mean of Gaussian random June 2,
Week 2 variables 2020
Homework 1: Estimation, Confidence Interval, Modes of Convergence UTC23:59

Lecture 5: Delta Method and Confidence Intervals


Due on Tuesday:
Recitation 2 Confidence Intervals of the shift of shifted exponential random
June 9,
Week 3 variables
2020
Homework 2. Statistical Models, Estimation, and Confidence Intervals
UTC23:59

Lecture 6: Introduction to Hypothesis Testing, and Type 1 and Type 2


Errors Due on Tuesday:
Lecture 7: Levels and P-values June 16,
Week 4 Recitation 3. Introduction to Hypothesis Testing 2020
Homework 3. Introduction to Hypothesis Testing UTC23:59

Unit 3 Methods of Estimation

Lecture 8: Total Variation Distance, Kullback-Leibler (KL) divergence,


and the Maximum Likelihood Principle Due on Tuesday:
Recitation 4: Distance measures between distributions June 23,
Week 5 Lecture 9: Introduction to Maximum Likelihood Estimation 2020
Homework 4: TV, KL, and Introduction to MLE UTC23:59

1
Recitation 5: Maximum Likelihood Estimation
Due on Tuesday:
Lecture 10: Covariance Matrices, Multivariate Statistics, and Fisher
June 30,
Week 6 Information
2020
Homework 5: Maximum Likelihood Estimation
UTC23:59

Lecture 11: Maximum Likelihood Estimation (Continued) and the Method


Due on Tuesday:
July break of Moments
July 14,
Lecture 12: M-Estimation
+ Week 7 2020
Homework 6 Maximum Likelihood Estimation and Method of Moments
UTC23:59

Midterm Exam 1

Due on Monday:
July 21,
Week 8 Midterm Exam 1 2020
UTC23:59

Unit 4 Hypothesis Testing

Lecture 13: Hypothesis Testing: χ2 distribution and T-test


Recitation 6: T-test Due on Tuesday:
Lecture 14: Hypothesis Testing: Wald’s test, Likelihood Ratio Test, and July 28,
Week 9 Implicit Hypothesis 2020
Homework 7 UTC23:59

Lecture 15: Hypothesis Testing: χ2 -test for multinomial distribution,


Goodness of fit test
Due on Tuesday:
Lecture 16: Hypothesis Testing: Kolmogorov-Smirnov test, Kolmogorov-
Aug 4,
Week 10 Lilliefors test, QQ-plot
2020
Recitation 7: Sample Kolmogorov-Smirnov test
UTC23:59
Homework 8

2
Unit 5 Bayesian Statistics

Lecture 17: Introduction to Bayesian Statistics Due on Tuesday:


Lecture 18: Jeffrey’s Prior and Bayesian Confidence Interval Aug 11,
Week 11 Homework 9: Bayesian Statistics 2020
UTC23:59

Midterm Exam 2

Due on Monday:
Aug 17,
Week 12 Midterm Exam 2 2020
UTC23:59

Unit 6 Linear Regression

Lectures 19: Linear Regression 1


Lecture 20: Linear Regression 2 Due on Tuesday:
Recitation 8: Hypothesis Test for Linear Regression Aug 25,
Week 13 Recitation 9: Ridge Regression 2020
Homework 10 Linear regression UTC23:59

Unit 7 Generalized Linear Model

Lecture 21: Introduction to Generalized Linear Model: Exponential


Families Due on Tuesday:
Lectures 22: The Canonical Link Function Sept 1 ,
Week 14 Recitation 10: Hypothesis Test for Logistic regression 2020
Homework 11 UTC23:59

Final Exam

Due on Monday:
Sept 7,
Week 15 Final Exam 2020
UTC23:59

3
(Optional) Unit 8 Principal Component Analysis

(Optional)
(Optional) Preparation Exercises for Principal Component Analysis
Due on Monday:
(Optional) (Optional) Lecture 23: Principal Component Analysis
Sept 14,
(Optional) Recitation 10: Hypothesis Test for Logistic regression
Week 16 2020
UTC23:59

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