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STAT 6201

Mathematical Statistics

STAT 6201 offers an introduction to some of the core concepts from probability theory and statistical inference. Topics covered include probability, random variables, expectation, moment generating functions, discrete and continuous distributions, limit theorems, maximum likelihood and Bayesian estimation, confidence intervals, hypothesis tests, Neyman-Pearson lemma, t and F tests.

 

By the end of this course, students should successfully be able to:

  • Understand the basic concepts in probability and statistics.
  • Compute probabilities and moments for discrete and continuous distributions.
  • Comprehend the probabilistic methods needed to analyze and critically evaluate statistical models and arguments.
  • Recognize the importance of statistical ideas.

Required textbook: Probability and Statistics, Fourth Edition, by Morris H. DeGroot and Mark J. Schervish, Pearson Education, 2012. ISBN: 978-0321500465

Lectures will be delivered live in person. Office hours are in person. On occasion (due to illness, holiday or travel), live lectures may be replaced by pre-recorded lectures that will be posted to the course website, or by live lectures via Zoom. Announcements for these will be made through the course website. I will also announce any class cancellation at least one week in advance. Attendance is mandatory but will not be tracked. If you need to miss a lecture, you may contact me or a classmate to get course notes. I will also post course notes on the course website.

Assignments

Homework (30%): Homework will be assigned regularly. Late assignments will NOT be accepted. Students are required to write clear and detailed answers to all homework problems to receive full credit. You are encouraged to work together with classmates on the homework, but do not copy any solutions. Each student must produce their own homework solutions to be submitted electronically. Students are required to acknowledge their collaborators in their submission. Students are not permitted to look up or request solutions to homework problems in online forums or websites. The use of generative AI for homework is prohibited unless specifically mentioned by the instructor. On certain homework the instructor might allow the use of generative AI for visualization and exploration purpose. All homework must be submitted online as a PDF file through the class website (Carmen).

Midterms (20% Each): There will be two midterms and one final exam. All exams are in-class and closed book. For each exam (including the final exam) you are allowed to bring two 8.5"x11" sheets of handwritten notes (both sides) and a scientific calculator (something similar to a TI-83). You will not be allowed to use your cell phone, tablet, laptop, smart watch, or any other device with capability to connect to the Internet, or to other devices. The final exam will be comprehensive. Statistical tables will be provided for all exams as needed. The Midterm exams will be on Wednesday, October 1 and Wednesday, November 12 during class, and the Final exam will be on Monday, December 15 at 8:00-9:45am in our regular classroom.

Final Exam (30%): There will be two midterms and one final exam. All exams are in-class and closed book. For each exam (including the final exam) you are allowed to bring two 8.5"x11" sheets of handwritten notes (both sides) and a scientific calculator (something similar to a TI-83). You will not be allowed to use your cell phone, tablet, laptop, smart watch, or any other device with capability to connect to the Internet, or to other devices. The final exam will be comprehensive. Statistical tables will be provided for all exams as needed. The Midterm exams will be on Wednesday, October 1 and Wednesday, November 12 during class, and the Final exam will be on Monday, December 15 at 8:00-9:45am in our regular classroom.

Grading Scale

93–100: A

90–92.9: A-

87–89.9: B+

83–86.9: B

80–82.9: B-

77–79.9: C+

73–76.9: C

70 –72.9: C-

67 –69.9: D+

60 –66.9: D

Below 60: E

Late Assignments

Late submission of homework and make-up exams will not be permitted. Exceptions will be considered only in cases of documented medical emergencies, for which a valid written note from a licensed healthcare provider must be provided. In rare and exceptional circumstances, the instructor may, at their sole discretion, grant an exception. Such exceptions are not guaranteed and shall not be considered a student entitlement. The decision of the instructor in these matters is final.