| SES # | TOPICS | KEY DATES |
|---|---|---|
Probability distributions and random variables | ||
| I. Probability | ||
| 1 | Sets and events | |
| 2 | Probabilities and counting rules | |
| 3 | Conditional probability and independence | |
| II. Random variables and distribution functions | ||
| 4 | Bayes theorem and random variables | Problem set 1 due |
| 5 | Discrete and continuous random variables | |
| 6 | Probability distribution functions (PDFs), cumulative distribution functions (CDFs), joint distribution of 2 or more random variables | Problem set 2 due |
| 7 | Joint and marginal distributions | |
| 8 | Review | Problem set 3 due |
| E1 | Exam 1 | |
Expectations and transformations of random variables | ||
| III. Transformations of random variables | ||
| 9 | Functions of random variables | |
| 10 | Functions of several random variables | Problem set 4 due |
| IV. Expectations and conditional distributions | ||
| 11 | Order statistics and expectations | |
| 12 | Median, quantiles, and variance | |
| 13 | Covariance and conditional expectations | |
| V. Special distributions | ||
| 14 | Conditional expectations and special distributions | Problem set 5 due |
| VI. Law of large numbers and central limit theorems | ||
| 15 | Law of large numbers | |
| 16 | Review | Problem set 6 due |
| E2 | Exam 2 | |
Estimation and hypothesis tests | ||
| VII. Estimation methods and properties | ||
| 17 | Central limit theorem, estimators, bias, and consistency | |
| 18 | Constructing estimators | Problem set 7 due |
| VIII. Confidence intervals | ||
| 19 | Confidence intervals | |
| 20 | Confidence intervals (cont.) | Problem set 8 due |
| IX. Hypothesis testing | ||
| 21 | Hypothesis tests | |
| 22 | Hypothesis tests (cont.) | |
| 23 | Hypothesis tests (cont.) | Problem set 9 due |
| 24 | Review | |
| E3 | Exam 3 | |