Statistics S110 Syllabus

Summer 2014
Instructor: Kevin Rader
Email: [email protected]
Office Hours (SC-300B): Mon & Wed 1:30-2:30pm

Lectures: Monday & Wednesday, 3:15-6:15pm (Location: 1 Story St, Room 306)

Web Site: http://isites.harvard.edu/icb/icb.do?keyword=k102839

Textbook: Probability and Statistics, DeGroot & Schervish, 4th edition. (highly recommended)
(Amazon Link: http://www.amazon.com/Probability-Statistics-Edition-Morris-DeGroot/dp/0321500466/)

Software: R, free for download: http://downloads.fas.harvard.edu/download

Course Objective:
Theoretical introduction to statistical probability. Topics include, but not limited to: basic probability
theory, combinatorics, conditional probability, bayes theorem, random variables, discrete and
continuous distributions, bivariate distributions, expectation, moment generating functions, markov
chains, inequalities, and the central limit theorem.

Prerequisites:
Mathematics 19a/21a or equivalent (multivariable calculus). You can concurrently take Math 19a/21a.
This prerequisite may be waived with approval by the course head.

Sections:
Optional (but strongly suggested) TA-led sections will be held throughout the course. Sections will
meet after class on Wednesday: 6:30-7:30pm, and/or other times based on student preferences. Sections
will go over practice problems and review difficult material.

Computing:
There will be no computing requirement; however, we will occasionally illustrate ideas using the
statistical software package, R. R is available to download for free for both Macs and PCs (and on Unix)
here: http://cran.us.r-project.org/.
Some students prefer to use R through the interface R Studio. R studio is not required, but it does help
organize your computing projects. It can be downloaded here: http://www.rstudio.com/
No previous knowledge of the computer programming or the software is required; though having some
programming experience would be very helpful, like having taken CS 50 or Stat 135.

Collaboration:
You are encouraged to discuss homework with other students (and with the instructor and TAs, of
course), but you must write your final answers yourself, in your own words. Solutions prepared “in
committee” or by copying or paraphrasing someone else’s work are not acceptable; your handed-in
assignment must represent your own thoughts. All computer output you submit must come from work
that you have done yourself. Please indicate on your problem sets the names of the students with
whom you worked. All exams (midterm and final) are individual work.
Grading Guidelines:
Your final score for the course will be computed using the following weights. Your overall score will
be the maximum of 2 computed scores, based on the following 2 weighting schemes:

Component Weight1 Weight2

Homeworks 30% 30%
Midterm 20% 35%
Final Exam 50% 35%_
Total 100% 100%

Homework:
There will be 6 weekly homework assignments. The assignments will be posted on the course website
at least one week before they are due (usually on Friday). No HW scores will be “dropped.” You are
allowed one late homework submission (due by the next class meeting), all subsequent late HW’s will
receive a 25% deduction.

Exams:
There will be one midterm (on Mon, July 14th, 3:15-4:45pm) and one final exam (Wed, Aug 6). You
will be given a sheet of useful distributions, and will be allowed one additional sheet of notes for each
exam.

Distance Exams:
Distance students must either come to campus or find proctors for both the midterm and final exams.
More details: http://www.summer.harvard.edu/courses/distance-education/exams-online-courses

Online Office Hours:

Distance students can ask questions at specific online office hours via Blackboard Collaborate sessions
(times and online link TBD).

Lecture and Section Videos:

The lectures can be watched live here: http://cm.dce.harvard.edu/classroom/. If you have questions
during the class, you can ask the TA's in the live chatroom:
http://chat-1.dce.harvard.edu/index.php?roomD=STATS110.
Video archives are usually posted about 24 hours later in the ""Lecture and Section Videos"" part of the
website.

***More info on Distance Education in the Summer School can be found here:
http://www.summer.harvard.edu/courses/distance-education
Projected Course Schedule
Week Day Date Topic / Event Lecture # & HW Due
1 Monday 23-June Introduction to Probability 1
Wednesday 25-June Conditional Probability 2

2 Monday 30-June Random Variables 3 HW #1 Due by 3:15pm

Wednesday 2-July Intro to Distributions 4

3 Monday 7-July Expectation 5 HW #2 Due by 3:15pm

Wednesday 9-July Named Discrete Dist’s 6
Saturday 12-July NA HW #3 Due by 3:15pm

4 Monday 14-July Midterm, 3:15-4:45pm

Wednesday 16-July Named Continuous Dist’s 7

5 Monday 21-July More Distributions 8 HW #4 Due by 3:15pm

Wednesday 23-July Markov Chains 9

6 Monday 28-July Inequalities and the CLT 10 HW #5 Due by 3:15pm

Wednesday 30-July Review 11

7 Monday 4-Aug NA HW #6 Due by 3:15pm

Wednesday 6-Aug Final Exam, 3:15-6:15pm
 Statistics S110 - Summer 2014
List of Topics
1 Probability and counting
Why study probability, Naive definition of probability, Counting, Permutations, Combinatorics,
Formal definition of probability, Events, Unions, and Intersections.

2 Conditional probability
Definition, Bayes' rule, the law of total probability, and Independence of events

3 Random variables and their distributions

Definition of Random variables, Distributions, probability mass functions, Bernoulli and
Binomial, Hypergeometric distributions, Cumulative distribution fiunctions, Functions of
random variables, Independence of r.v.s, connection between Binomial and Hypergeometric

4 Expectation
Definition of expectation, Linearity of expectation, Geometric and Negative Binomial
Distributions, Indicator r.v.s and the fundamental bridge, Law of the unconscious statistician
(LOTUS), Variance, Poisson Connections between Poisson and Binomial

5 Continuous random variables

Probability density functions, Universality of the Uniform, Normal, Exponential, Poisson
processes, Symmetry of i.i.d. continuous r.v.s

6 More Moments
Beyond the mean and variance, Interpreting moments, Moment generating functions, Generating
moments with MGFs, Sums of independent r.v.s via MGFs

7 Joint distributions
Joint, marginal, and conditional, Discrete, Continuous, Hybrid, Covariance and correlation,
Multinomial, Multivariate Normal

8 Transformations
Change of variables, Beta, Gamma, Beta-Gamma, Order statistics

9 Conditional expectation
Conditional expectation given an event, Conditional expectation given an r.v., Properties of
conditional expectation. Geometric interpretation, of Conditional variance

10 Inequalities
Motivations for Inequalities, Schwarz, Jensen, Markov, Chebyshev, and Chernoff

11 Limit theorems
Law of large numbers, Central limit theorem, Chi-Square and Student-t Distribution

*12 Markov chains (time permitting)

Markov property and transition matrix, Classification of states, Stationary distribution, Existence
and uniqueness, Convergence, Reversibility, Metropolis-Hastings