Math 526, Fall 2015
Applied Mathematical Statistics I
MATH 526: A first course in statistics for students with the techniques of calculus at their disposal. The following topics will be studied with illustrations and problems drawn from various fields of applications: basic notions of probability and probability distributions; classical estimation and testing procedures for one and two sample problems; chi-square test.
The course will be comprised of a series of "mini-units" focusing on fundamental topics in mathematical statistics:
1. Probability Distributions, 2. Data Analysis and Estimation, 3. Testing Hypotheses, 4. Regression Analysis.
- There is a strict policy of NO LATE HW (or any other assignment) and NO MAKE-UP EXAMS.
- Assignments should be submitted in original hard-copy form, or else as carefully scanned PDFs; photographs of HW will not be accepted.
Announcements
- New Announcement Final Exam
The Final Exam is scheduled for Wednesday, December 16 in class (Snow 120) from 10:30 a.m. - 1:00 p.m. - EXAM III
The Exam III is scheduled for Tuesday, November 17 in class
Reminder: NO MAKE UP EXAMS - New Announcement:
MATH 526 Tutoring on how to pull data into R and analyze it, with Alec Knutsen, math and computer science student at 4:00 p.m. on October 29, 2015 in Snow 120.
Please bring your laptop if you have one! - The Exam II is a take home exam due Tuesday, November 3
A sample of data for statistical analysis for the project as the Exam II. (pdf)
Additionally, the books by Richard De Veaux have many sets of data: Dr. De Veaux Data Sets. - New Announcement from: Professor Pasik -Duncan
Those students who believe that they can demonstrate confidently their knowledge required for the EXAM I but they didn't perform well on the Exam I on Tuesday, October 1 because the fire alarm went on 20 minutes before the end of the exam are invited to take the NEW EXAM I as the replacement of the original EXAM I on: Tuesday, October 20 during the class extended office hours: 9:00 am - 10:30 am in 503 Snow Hall. This is the only option.
This exam won't have any curve, no extra credit, and its score will replace the current score even if it will be lower than the existing one. Since there won't be the extra credit problem the exam will last 30 min. The score on this new exam will be the final score for the EXAM I. Students must notify me about their decision to take this new EXAM I by midnight on Monday, October 19, and must agree to all conditions listed above. - The Exam I interrupted by the fire alarm last Thursday will be completed on Tuesday, October 6 in class. ALL STUDENTS are expected to be in class on Tuesday, October 6. NO MAKE UP EXAM WILL BE ARRANGED.
- The Exam I is scheduled for Thursday, October 1 in class at 11:00 am ( 45 min - 100 pts)
REMINDER: THERE ARE NO MAKE-UP EXAMS.
NO CALCULATORS OF ANY TYPE ARE ALLOWED ON THE EXAM
PLEASE BRING AN ID AND A PENCIL TO THE EXAM
The Exam I will focus on testing the following concepts:- Conditional Probability and Independence; Section 2.6
- Illustrative Examples: 2.34, 2.35, 2.36, 2.37, 2.38.
- 2. Discrete Probability Distributions; Section 3.2
- Illustrative Examples: 3.9, 3.10
- 3. Continuous Probability Distributions; Section 3.3
- Illustrative Examples: 3.11, 3.12, 3.13
- 4. Joint Probability Distributions; Section 3.4
- Illustrative Examples: 3.14, 3.15, 3.16, 3.17, 3.18, 3.19, 3.20, 3.21
- 5. Mean of a Random Variable, Section 4.1
- Illustrative Examples: 4.1, 4.2, 4.3, 4.4, 4.5, 4.6, 4.7
- 6. Variance and Covariance of Random Variables
- Illustrative Examples: 4.8, 4.9, 4.10, 4.11, 4.12, 4.13, 4.14, 4.15, 4.16
- 7. Binomial Distribution; Section 5,2
- Illustrative Examples: 5.1, 5.2, 5.3, 5.4,
- 8. Normal Distribution and its Applications; Sections 6.2, 6.3, 6.4, 6.5
- Illustrative Examples: 6.2, 6.3, 6.4, 6.8, 6.15, 6.16
- Conditional Probability and Independence; Section 2.6
Homework Grading Policies and Expectations
- Weekly assignments of 10 problems will be collected at the beginning of class each Thursday. No late HW will be accepted.
- The student's name and "Math 526, HW #..." need to be clearly stated on the front page of each submission.
Each problem is worth up to 2 points (so each assignment is out of 20 points in total), with:
- 0 points for no solution or totally wrong approach
- 1 point for correct reasoning but the lack of details in justification or/and wrong calculation
- 2 points for correct reasoning with detailed justification
Remarks: The focus of this course is on good understanding of mathematical statistics concepts; therefore arithmetic mistakes in this course are negligible, but I require that they be clearly marked. Grading has to be done in such a way that a student will know clearly what was the reason for losing points. Different approaches to finding solutions are encouraged and promoted; therefore looking at posted online solutions while grading students' work is not recommended. I recommend looking at a student's full assignment and providing any general comments or recommendations such as "your presentation requires improvement or significant improvement" at the end of the assignment.
- I expect to receive a weekly report/feedback from the grader. In this report I expect to see:
- the record of points, mean, median, the lowest and the largest value and the standard deviation
- the list of problems that left students with their concerns; in other words, which problems I should revisit to address students' lack of understanding
- Graded assignments will be returned to students in class on the following Thursday.
- At the end of the semester I will expect to receive a cumulative distribution of points and percentages with the same distribution characteristics as for each individual assignment.
- Students are responsible for collecting their graded HW assignments and for keeping them in their course portfolio as important evidence of their contributions.
Homework Assignments
| HW # | Exercises | Due Date |
|---|---|---|
| #1 | Chapter 2: 14, 36, 40, 50, 58, 74, 76, 101, 105, 113 Read Chapter 2 | 09/03/2015 |
| #2 | Chapter 3: 5, 7, 12, 13, 14, 31, 36, 38, 40, 47. Read Chapter 3, Sections 1 and 2 | 9/10/2015 |
| #3 | Chapter 4: 2, 10, 12, 20, 34, 40, 48, 50, 60, 70 Read Chapter 4 | 9/17/2015 |
| #4 | 5.4, 5.10, 5.33, 5.42, 5.65 6.1, 6.6, 6.8, 6.18, 6.24 | 9/24/2015 |
| HW # 5 | Chapter 6:6.40, 6.41, 6.44, 6.45 Reading Assignment: Beta & Lognormal Distributions: Sections 6.8 & 6.9 | 10/08/2015 |
| #6 | Chapter 8 Sections: 8.1& 8.2: 8.2, 8.6, 8.12, 8.14, 8.15 Sections: 8.3 & 8.4: 8.20, 8.23, 8.25, 8.28, 8.30 Reading assignment: Sampling distribution of S^2, t-distribution, chi- squared and F-distributions. | 10/22/2015 |
| #7 | Chapter 8: 8.38, 8.41, 8.44, 8.46, 8.49, 8.51, 8.64, 8.67, 8.73. | 10/27/2015 |
| #8 | Chapter 9: 2, 5, 6, 14, 36, 41, 56, 69, 71, 72 | 11/10/2015 |
| #9 | Chapter 10:10.20, 10.23, 10.26, 10.31, 10.33 Reading assignment: Sections 10.2 & 10.3 Students are supposed to demonstrate their knowledge in the following concepts: The Probability of a Type I and II Errors The Power of the t Test The User of P-Values for Decision Making in Testing Hypotheses | 11/12/2015 |
| #10 | Chapter 10 10.55, 10.57, 10.67, 10.68, 10.71 | 11/17/2015 |
| #11 | Chapter 10 10.80, 10.81, 10.86, 10.87, 10.88 | 11/24/2015 |
| #12 | Chapter 11 11.2, 11.3, 11.5, 11.8, 11.9 | 12/3/2015 |
Lectures
| Lecture # | Subject | Date |
|---|---|---|
| #1 |
| 8/25/2015 |
| #2 |
| 8/27/2015 |
| #3 |
| 9/1/2015 |
| #4 |
| 9/3/2015 |
| #5 |
| 9/8/2015 |
| #6 |
| 9/10/2015 |
| #7 |
| 9/15/2015 |
| #8 |
| 9/17/2015 |
| #9 |
| 9/22/2015 |
| #10 |
| 9/24/2015 |
| #11 |
| 9/29/2015 |
| #12 |
| 10/1/2015 |
| #13 |
| 10/06/2015 |
| #14 |
| 10/08/2015 |
| #15 |
| 10/13/2015 |
| #16 |
| 10/15/2015 |
| #17 |
| 10/20/2015 |
| #18 |
| 10/22/2015 |
| #19 |
| 10/27/2015 |
| #20 |
| 10/29/2015 |
| #21 |
| 11/3/2015 |
| #22 |
| 11/5/2015 |
| #23 |
| 11/10/2015 |
| #24 | Chapter 10: Tests of Hypotheses
| 11/12/2015 |
| #25 | EXAM III IN CLASS
Illustrative Examples from the textbook serve as the best sample of the exam III problems:
Testing Hypotheses:
Good understanding of: | 11/17/2015 |
| #26 | Review after the Exam III - Students' feedback from the Exam III (for extra credit of 5 pts) Goodness-of-Fit Test and Test for Independence - Sections 10.11 & 10.12 | 11/19/2015 |
| #27 | Test for Homogeneity - Section 10.13 | 11/24/2015 |
| # | NO CLASS - THANKSGIVING HOLIDAY Happy Thanksgiving to you and your families! Enjoy the break! - Bozenna Pasik-Duncan | 11/26/2015 |
| #28 | Chapter 11 - Simple Linear Regression Least Squares and the Fitted Model - Section 11.3 A measure of quality of fit: Coefficient of determination Working in Groups on Problems of Goodness of Fit & Linear Regression | 12/1/2015 |
| #29 | Properties of Least Squares Estimators - Section 11.4 SELF-EVALUATION MUST BE TURNED IN | 12/3/2015 |
| #30 | Introduction to Analysis of Variance | 12/8/2015 |
| #31 | Closing Discussion on the Importance of Statistics in Every Day Life. Celebrating the end of the semester. | 12/10/2015 |