PKU

Probabilty and Statistics ( 概率与统计)
Spring 2015

Course Information

Synopsis (摘要)

Prerequisite: basic calculus (multivariate calculus) and basic linear algebra.

Textbook

CHEN, Jiading, Wanru LIU, and Renguan Wang. Lecture Notes on Probability and Statistics (Chinese), 3rd Ed. (陈家鼎,刘婉如,汪任官. "概率统计讲义".第三版)
Reference: Larry Wasserman, All of Statistics

Time and Venue:

Every Wednesday 8:00-9:50pm; Odd week Friday 3:10-5pm
The 1st Lecture Hall (一教) Rm 201
Final Exam: 07/01/2015, Wednesday, 8:30-10:30am, 理教 203/206.

Homework and Projects:

We are targeting weekly homeworks (30%?), a middle exam (30%?), and a final exam (40%?).

Teaching Assistant (助教):

Li Chen (陈里) Email: gary21978 AT 126 DOT com
Xinwei Sun (孙鑫伟) Email:1301110047 AT pku DOT edu DOT cn

Schedule (时间表)

Date Topic Instructor Scriber
03/04/2015, Wed Lecture 01: Introduction to Course Syllabus [pdf]
 Yuan Yao
03/06/2015, Fri Lecture 02: Introduction to Random Events and Probability [pdf]
    [Homework 1]:
  • Included in lecture notes above. Deadline: 03/11/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
03/11/2015, Wed Lecture 03: Conditional Probability, Independence and Total Probability [pdf]
    [Homework 2]:
  • Included in lecture notes above. Deadline: 03/18/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
03/18/2015, Wed Lecture 04: Total Probability and Bayes Theorem [Lecture04.1.notes.pdf][Lecture04.2.notes.pdf]
    [Homework 3]:
  • Part of Homework 3 is included in lecture notes above. Deadline: 03/25/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
03/20/2015, Fri Lecture 05: Independent Sequence of Events and A Summary [Lecture05.1.notes.pdf][Summary: Lecture05.2.pdf]
    [Homework 3]:
  • Part of Homework 3 is included in lecture notes above. Deadline: 03/25/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
03/25/2015, Wed Lecture 06: Random Variables and Discrete Ones [Lecture06.1.notes.pdf][Lecture06.2.notes.pdf]
    [Homework 4]:
  • Homework 4 is included in lecture notes above. Deadline: 04/01/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
04/01/2015, Wed Lecture 07: Continuous Random Variables and Distributions [Lecture07.1.notes.pdf][Lecture07.2.notes.pdf]
    [Homework 5]:
  • Part of Homework 5 is included in lecture notes above. Deadline: 04/08/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
04/03/2015, Fri Lecture 08: Continous Distributions and Expectation [Lecture08.notes.pdf] [1 and 2]
    [Homework 5]:
  • Homework 5 is included in lecture notes above. Deadline: 04/08/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
04/08/2015, Wed Lecture 09: Expectation and Variance [Lecture09.notes.pdf]
    [Homework 6]:
  • Homework 6 is included in lecture notes above. Deadline: 04/15/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
04/15/2015, Wed Lecture 10: Random Vectors -- Joint Distribution and Marginal Distribution [Lecture10.notes.pdf]
    [Homework 7]:
  • Part of Homework 7 is included in lecture notes above. Deadline: 04/22/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
04/17/2015, Fri Lecture 11: Random Vectors -- Functions, Expectation and Covariance [Lecture11.notes.pdf]
    [Homework 7]:
  • Part of Homework 7 is included in lecture notes above. Deadline: 04/22/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
04/22/2015, Wed Lecture 12: Random Vectors -- Correlation, Conditional Expectation, and the Law of Large Numbers [Lecture12.notes.pdf]
    [Homework 8]:
  • Homework 8 is included in lecture notes above. Deadline: 04/29/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
04/39/2015, Wed Midterm Review [Summary2.pdf]
 Yuan Yao
05/06/2015, Wed Midterm Exam [Questions and Solutions by CHEN Li]
 CHEN Li; SUN Xinwei
05/13/2015, Wed Lecture 13: Statistical Estimation I [Lecture13.notes.pdf][Video]
    [Homework 9]:
  • Part of Homework 9 is included in lecture notes above. Deadline: 05/20/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
05/15/2015, Fri Lecture 14: Statistical Estimation II [Lecture14.notes.pdf][Video]
    [Homework 9]:
  • Part of Homework 9 is included in lecture notes above. Deadline: 05/20/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
05/20/2015, Wed Lecture 15: Hypothesis Test I [Lecture15.notes.pdf]
    [Midterm Review]
  • Exam papers open day: Sat 5/23, 2-5pm, Rm 1313, Science Bldg 1st.
    [Homework 10]:
  • Homework 10 is included in lecture notes above. Deadline: 05/27/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao

Li Chen

Xinwei Sun
05/27/2015, Wed Lecture 16: Hypothesis Test II [Lecture16.notes.pdf]
    [Homework 11]:
  • Part of Homework 11 is included in lecture notes above. Deadline: 06/3/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
05/29/2015, Fri Lecture 17: Hypothesis Test III [Lecture17.notes.pdf][Video]
    [Homework 11]:
  • Part of Homework 11 is included in lecture notes above. Deadline: 06/3/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
06/03/2015, Wed Lecture 18: Linear Regression with R (and Matlab) [Lecture18.notes.pdf]
    [Homework 12]:
  • Homework 12 is included in lecture notes above. Deadline: 06/10/2015, Wednesday, on class. Mark on the head of your homework: Name - Student ID.
Yuan Yao
06/10/2015, Wed Lecture 19: Linear and Logistic Regression [Lecture19.notes.pdf]
    [R codes]:
  • Lecture19.R : Multilinear regression with Sleep dataset
Yuan Yao
06/12/2015, Fri Lecture 20: Applied Regression Analysis: Multilinear and generalized linear regression [Lecture20.notes.pdf]
 Yuan Yao
06/17/2015, Wed Lecture 21: Project and Final Review [Lecture21.notes.pdf]
    [Final Exam]:
  • 07/01/2015, Wednesday, 8:30-10:30am, 理教 203/206. schedule included in the lecture note above.
Yuan Yao

Datasets

by YAO, Yuan.