ST421 - Introduction to Mathematical Statistics I

Instructor: Dr. Wenbin Lu (email: lu@stat.ncsu.edu)
Lectures: M, W 3:00-4:15pm, 301 Mann Hall.  
Office Hour: M, W 1:00-2:00pm, 5212 SAS Hall (or by appointment)

Syllabus: st421-fall2017

Grade Book: http://courses.ncsu.edu/st421

 

TAWenli Shi (email: wshi4@ncsu.edu)         

Office Hour: T 4:30-5:30pm & TH 2:00-3:00pm
 

Textbooks: Mathematical Statistics with Applications, 7th Edition by Wackerly, Mendenhall, and Schaeffer

 

Descriptions: This course is the first part of a two-course sequence, ST421-422. The main objective is to present techniques and basic results of probability and mathematical statistics at a rigorous but not advanced level. ST421 covers probabilistic models for and properties of random variables and vectors, common probability distributions, and large sample results. Students taking this course will have completed three semesters of calculus and had some exposure to basic probability and statistics.

Content: Probability basics; Probabilistic models for discrete random variables; Probabilistic models for continuous random variables; Probabilistic models for multivariate random variables; Transforming and combining random variables.

 

Introduction to R

 

 

Course Schedule

Week 1: 08/16

Lecture 1: Introduction (HW 1) Sol.

Note 1 Eg1, Eg2

Week 2: 08/21

Lecture 2: Theory of probability (HW 2) Sol.

Note 2

Week 2: 08/23

Lecture 3: Theory of probability

 

Week 3: 08/28

Lecture 4: Theory of probability

Week 3: 08/30

Lecture 5: Theory of probability (HW 3) Sol.

 

Week 4: 09/04

Holiday (Labor Day), no class

Week 4: 09/06

Lecture 6: Theory of probability

Week 5: 09/11

Lecture 7: Discrete random variables and distributions (HW 4) Sol.

Note 3

Week 5: 09/13

Lecture 8: Discrete random variables and distributions

Practice Exam I 

Week 6: 09/18

Midterm #1, 09/18/2017 (Monday), in class

Sol

Week 6: 09/20

Lecture 9: Discrete random variables and distributions

 

Week 7: 09/25

Lecture 10: Discrete random variables and distributions (HW 5)

Sol.

Week 7: 09/27

Lecture 11: Discrete random variables and distributions

 

Week 8: 10/02

Lecture 12: Continuous random variables and distributions (HW 6)

Note 4

Week 8: 10/04

Lecture 13: Continuous random variables and distributions Sol.

 

Week 9: 10/09

Lecture 14: Continuous random variables and distributions (HW 7)

Week 9: 10/11

Lecture 15: Continuous random variables and distributions Sol.

Week 10: 10/16

Lecture 16: Continuous random variables and distributions (HW 8)

Sol.

Week 10: 10/18

Lecture 17: Multivariate probability distributions

Note 5 

Week 11: 10/23

Midterm #2, 10/23/2017 (Monday), in class

Practice Exam II

Week 11: 10/25

Lecture 18: Multivariate probability distributions

Sol.

Week 12: 10/30

Lecture 19: Multivariate probability distributions (HW 9) Sol.

Week 12: 11/01

Lecture 20: Multivariate probability distributions

 

Week 13: 11/06   

Lecture 21: Multivariate probability distributions (HW 10) Sol.

Week 13: 11/08

Lecture 22: Functions of random variables

Note 6

Week 14: 11/13

Lecture 23: Functions of random variables (HW 11) Sol.

Practice HW Sol.1

Week 14: 11/15

Lecture 24: Functions of random variables

Practice HW Sol.2

Week 15: 11/20  

Lecture 25: Functions of random variables (HW 12) Sol.

Week 15: 11/22  

Holiday (Thanksgiving), no class

Week 16: 11/27  

Lecture 26: review of final exam

Week 16: 11/29  

no lecture: questions answering

Final Exam

December 11th, Monday, 1:00-4:00pm

 

 

Calculus formula sheet  Standard normal table

 

Homework Problems: Chap1, Chap2, Chap3, Chap4, Chap5, Chap6