On this page you will find the topics for each day’s class, along with the pre-class reading/video assignment, and the in-class activity.

Week 1

Friday 8-26

Topics

  • Course Logistics

  • Quantifying Uncertainty

Daily Assignment

Note that the listed reading assignments should be completed prior to class

Class Activity


Week 2

Monday 8-29

Topics

  • Foundations of Probability

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Wednesday 8-31

Topics

  • Set Theory

  • Axioms of Probability

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 9-2

Topics

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

  • CA 9-2 (We didn’t get to this activity today)

Week 3

Monday 9-5

Announcements

  • Starting Week 3, Monday, Wednesday and Friday office hours are moved to 3:30 - 4:30pm (instead of the previous 3-4pm)

Topics

  • Conditional Probability

  • Independence of Events

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Due

  • Homework 1 due 11:59pm on Monday 9-5

Wednesday 9-7

Topics

  • Bayes’ Rule

  • The Law of Total Probability

  • Prior and Posterior Probabilities

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 9-9

Topics

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Week 4

Monday 9-12

Topics

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

  • CA 9-12

    • We didn’t get to this class activity in class today. If you missed class, instead review the Class Demo .Rmd file for either 11am or 2pm.

Due

  • Homework 2 due 11:59pm on Monday 9-12

Wednesday 9-14

Topics

  • Random Variables

  • The PMF of a random variable

  • Examples of Random Variables: Bernoulli and Binomial

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 9-16

Topics

  • Further Examples of Random Variables: Hypergeometric and Discrete Uniform

  • The CDF of a random variable

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Week 5

Monday 9-19

Topics

  • Functions of Random Variables

  • Independence of Variables

  • Simulating Discrete Variables in R

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Due

  • Homework 3 due 11:59pm on Monday 9-19

Wednesday 9-21

Topics

  • Expected Value of a Random Variable

  • Linearity of Expectation

  • The Law of the Unconscious Statistician

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 9-23

Topics

  • Infinite Series

  • The Geometric and Negative Binomial Distributions

  • Discuss logistics for the first midterm (see details on the Exams page)

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Week 6

Monday 9-26

Topics

  • Indicator Random Variables

  • The Fundamental Bridge

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Due

  • Homework 4 due 11:59pm on Monday 9-26

Wednesday 9-28

Topics

  • Review for Midterm

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

  • None

Friday 9-30

Topics

  • In-Class Midterm

  • Take-home midterm available on PWeb at 9am (in the Midterm Folder of the Documents tab)

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

  • None

Class Activity

  • None

Week 7

Monday 10-3

Topics

  • More practice with the fundamental bridge

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

  • None

Class Activity

  • CA 10-3

    • This is very similar to the activity from 9-26, which didn’t get to during class last week

Due

  • Midterm 1 Take-Home due 11:59pm on Monday 10-3

Wednesday 10-5

Topics

  • Poisson Distribution

  • The Poisson Paradigm

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 10-7

Topics

  • Continuous Random Variables

  • Variance

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Week 8

Monday 10-10

Topics

  • The Uniform Distribution

  • Universality of the Uniform

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Wednesday 10-12

Topics

  • Normal Random Variables

  • Continuous Variables in R

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 10-14

Topics

  • The Exponential Variable

  • Connections between The Exponential and the Poisson variables

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Fall Break 10-15 - 10-23

Class resumes Monday, 10-24


Week 9

Monday 10-24

Topics

  • Moments of Random Variables

  • Sample Moments

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Wednesday 10-26

Topics

  • Power Series

  • Taylor Series

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 10-28

Topics

  • The Moment Generating Function

  • Moment Generating Functions and Sums

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Week 10

Monday 10-31

Topics

  • Jointly Distributed Random Variables (Discrete)

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Wednesday 11-2

Topics

  • Jointly Distributed Random Variables (Continuous, Hybrid)

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 11-4

Topics

  • 2D LOTUS

  • Covariance and Correlation

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Week 11

Monday 11-7

Topics

  • The multinomial distribution

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Wednesday 11-9

Topics

  • Review for Midterm

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

  • None

Friday 11-11

Topics

  • In-Class Midterm

  • Take-home midterm available on PWeb at 5pm (in the Midterm Folder of the Documents tab)

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

  • None

Class Activity

  • None

Week 12

Monday 11-14

Topics

  • Review: Change-of-Variables from Multivariate Calculus

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Wednesday 11-16

Topics

  • Change-of-Variables Formula for Single and Multiple Random Variables

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 11-18

Topics

  • The Gamma Distribution

  • Poisson Processes

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Week 13

Monday 11-21

Topics

  • The Gamma Distribution

  • Poisson Processes

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

  • No new daily assignment; however, you may want to review your answers to DA 11-18

    • Additionally, I’ve reopened DA 11-18 on gradescope until Monday 11-21 at 10am, so if you did not complete this DA for Friday, you can do so now.

Class Activity

Additional Resources

  • Although not specifically related to the Gamma Distribution, this video by 3Blue1Brown might be helpful to understand the convolution formula that appears in the PDF of a sum of random variables.

Wednesday 11-23

Topics

  • The Beta Distribution

  • Beta and Gamma Correspondence

  • Here are lecture notes from today’s class.

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 11-25

No class; thanksgiving holiday


Week 14

Monday 11-28

Topics

  • Conditional expectation given an event

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Wednesday 11-30

Topics

  • Condition expectation given a random variable

  • Properties of conditional expectation

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 12-2

Topics

  • Conditional Variance

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity


Week 15

Monday 12-5

Topics

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

  • CA 12-5 (We didn’t get to the class activity today.)

Wednesday 12-7

Topics

  • Inequalities

  • The Law of Large Numbers

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

Friday 12-9

Topics

  • The Central Limit Theorem

Daily Assignment

Note that the listed reading assignments should be completed by 10am and submitted to Gradescope

Class Activity

  • No class activity for 12-9. But a coding demo will be posted here after class.