Math 422 - Spring 2018

Announcements

Basic Info

Course Description

We will cover the mathematical theory behind statistics. We will begin with a review of probability models and expectation, followed by: limit theorems, inference, linear models (regression and ANOVA), maximum likelyhood estimation, and Bayesian inference. If time permits, we will also study Markov chains and Monte Carlo methods.

Tentative Schedule

The schedule below is tentative, and may be subject to change. Changes will be announced in class, and you are responsible for knowing about any changes even if you miss the class when they are announced.

  Week     Dates     Topic     Homework  
1   Jan 15 - Jan 19     Covariance     Week 1  
2   Jan 22 - Jan 26     Moment generating functions  
3   Jan 29 - Feb 2     Limit theorems  
4   Feb 5 - Feb 9     Normal distribution theory  
5   Feb 12 - Feb 16     Statistical inference  
6   Feb 19 - Feb 23     Inner products & orthogonality  
7   Feb 26 - Mar 2     Linear regression  
8   Mar 12 - Mar 16     Analysis of variance  
9   Mar 19 - Mar 23     Maximum likelihood estimation  
10   Mar 26 - Mar 30     Maximum likelihood estimation - con'd  
11   Apr 2 - Apr 6     Bayesian inference  
12   Apr 9 - Apr 13     Bayesian inference - con'd  
13   Apr 16 - Apr 20     Markov chains  
14   Apr 23 - Apr 27     Simulation  

Attendance Policy

Attendance in this class is required. Repeated absences may result in a forced withdrawal from the course. You are responsible for any material you miss due to absence. Please let me know ahead of time if you know that you will not be able to attend class.

Grading Policy

The term grade will be based on the following factors.

Component     Proportion    
Homework 40%
Midterm 1 15%
Midterm 2 15%
Final Exam 30%

Homework

I will assign homework problems every day in class. When the problems are due, I will collect them, but I will also ask you to present some of the solutions in class. Late homework submissions will only be allowed if you present your partial solutions in class! You are allowed to work together on the homework, but your final submissions must be your own work.

Each homework problem will be graded on a simple two point scale:

Your letter grade for homework will be determined by the percent of possible points you have completed.

Midterms

There will be two in-class midterm exams. These midterms will be announced in advance, and you will know exactly what concepts will be covered on each midterm. You will not be asked to write proofs during the midterms, instead the midterms will focus on definitions, concepts and knowledge about probability.

Final Exam

There will be a cumulative final exam. It will include questions similar to the ones on the midterms, as well as a few more challenging problems similar to the ones on the homework.

Special Accommodations

In compliance with the Hampden-Sydney College policy and equal access laws, I am available to discuss appropriate academic accommodations that may be recommended for students with disabilities. Requests for academic accommodations are to be made at the beginning of the semester (except for unusual circumstances) so that appropriate arrangements can be made. Students are required to contact the Office of Academic Success in order to verify their eligibility for appropriate accommodations. How does this look?