Lecture notes (working draft)

Date Lecture number Topics Covered
2026-01-12 1 (Section 2.4) What is probability?
2026-01-14 2 (Sections 2.7, 2.11, 4.2) Independent events, conditional probabilites, random variables
2026-01-16 3 (Section 4.2, 5.4) Random variables, expected value, joint distributions, independence
2026-01-21 4 Independence of random variables
2026-01-23 5 Weak law of large numbers, identical distribution, populations
2026-01-26 6 (Sections 2.12, 6.1, 7.1) What is a statistic? What is a random sample?
2026-01-28 7 (Section 7.1) Basic examples of statistics and estimators
2026-01-30 8 (Section 7.2) The Gaussian distribution
2026-02-02 9 (Section 7.2) Chi-squared distribution, t-distribution
2026-02-04 10 (Section 7.2) t-distribution
2026-02-06 11 (Sections 7.3, 7.4) The Central Limit Theorem, point estimation
2026-02-11 12 (Sections 8.2, 8.3, 8.4) Mean square error, standard error
2026-02-13 13 ???
2026-02-18   In-class Midterm 1
2026-02-20   R coding worksheet
2026-02-23 14 (Sections 8.5, 8.6) Confidence intervals, large-sample confidence intervals
2026-02-25 15 (Sections 8.6, 8.7) Large-sample confidence intervals, sample complexity
2026-02-27 16 (Section 9.3) Small-sample confidence intervals, consistency
2026-03-02 17 (Section 9.2) Relative efficiency
2026-03-04 18 (Section 9.4) Sufficiency, factorization criterion
2026-03-06 19 (Section 9.4) Applications of the factorization criterion
2026-03-09 20 (Section 9.5) The Rao-Blackwell theorem, MVUE
2026-03-11 21 (Section 9.7) Maximum likelihood estimation
2026-03-23 22 (Section 10.2) Hypothesis testing, decision errors
2026-03-25 23 (Section 10.3) Large sample hypothesis tests
2026-03-27 24 (Section 14.2-14.4) Chi-squared hypothesis tests
2026-03-30   hypothesis-testing-worksheet (tex-file)
2026-04-01   In-class Midterm 2
2026-04-06 25 (Section 10.10) Power function, simple/composite hypotheses, Neyman-Pearson Lemma
2026-04-08 26 A geometric perspective on statistical models
2026-04-13 27 The likelihood ratio test
2026-04-15 28 Linear regression
2026-04-17 29 General linear model, normal equations, least squares regression
2026-04-20 30 General linear model recap
2026-04-22 31 Examples of finding least squares estimates, overfitting
2026-04-24 32 Properties of least squares estimators, evaluating inferences made with linear regression
2026-04-27 33 Distribution of test statistic for LSE, equivalence of MLE and LSE, introduction to logistic regression
2026-04-29 34 Logistic regression
2026-05-01 35 Logistic regression with multiple covariates, intro to method of moments
2026-05-03 36 Method of moments
2026-05-06 37 Consistency of the method of moments

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