STAT310: Introduction to Probability and Mathematical Statistics II, Fall 2024

This course introduces the principles and mathematical foundations of statistical reasoning. Topics include samples and populations, estimation, hypothesis testing, analysis of variance, regression, nonparametric procedures, Bayesian methods, and the delta method.

  Instructor: Keith Levin, kdlevin | at | wisc | dot | edu
TA:       Haoran Xiong, haoran | dot | xiong | at | wisc | dot | edu
Lectures:
      TuTh, 2:30pm-3:45pm in Educational Sciences 228
Office Hours:
      Keith Levin: Tuesdays 1pm-2pm, Thursdays 4pm-5pm in Medical Sciences Center 6190 or by appointment
      Haoran Xiong: Mondays 3pm-4pm, Medical Sciences Center 1270C
Textbook: Mathematical Statistics and Data Analysis, 3rd Edition by John A. Rice
Syllabus: available here
Prerequisites: at least one one of STAT/MATH 309, STAT 311, STAT/MATH 431, or MATH 531 and at least one of STAT 240, STAT 301, STAT 302, STAT 324, STAT 371, or ECON 310.

Date Topics Readings Notes
Thursday, Sep 5 Course introduction; Administrivia; Probability Review Rice Chapters 1 through 5 (recommended); Probability review notes from Prof. Moulinath Bannerjee (recommended)
Tuesday, Sep 10 Limit Theorems: law of large numbers Rice 5.1-5.2 (recquired)
Thursday, Sep 12 Limit Theorems: central limit theorem Rice 5.3 (required)
Tuesday, Sep 17 Sampling Rice Chapter 7, sections 7.1 through 7.3 (required)
Thursday, Sep 19 Sampling (cont'd) Rice Chapter 7, sections 7.1 through 7.3 (required)
Tuesday, Sep 24 Estimation Rice Chapter 8, sections 8.1 through 8.5 (required)
Thursday, Sep 26 Estimation (cont'd) Rice Chapter 8, sections 8.1 through 8.5 (required)
Tuesday, Oct 1 Estimation (cont'd) Rice Chapter 8, section 8.7 and 8.8 (required)
Thursday, Oct 3 Estimation (cont'd) Rice Chapter 8, section 8.7 and 8.8 (required)
Tuesday, Oct 8 Estimation (cont'd) Rice Chapter 8, section 8.1 through 8.5, 8.7-8.8 (required)
Thursday, Oct 10 Distributions derived from the normal Rice Chapter 6 (required)
Tuesday, Oct 15 Distributions derived from the normal Rice Chapter 6 (required)
Thursday, Oct 17 Exam 1 (in class)
Tuesday, Oct 22 Hypothesis testing Rice Chapter 9, sections 9.1 through 9.4 (required)
Thursday, Oct 24 Hypothesis testing (cont'd) Rice Chapter 9, sections 9.1 through 9.4 (required)
Tuesday, Oct 29 Hypothesis testing (cont'd) Rice Chapter 9, sections 9.1 through 9.4 (required)
Thursday, Oct 31 Hypothesis testing (cont'd) Rice Chapter 9, sections 9.1 through 9.4 (required)
Tuesday, Nov 5 Hypothesis testing (cont'd) Rice Chapter 11, sections 11.1 and 11.2 (required) U.S. Presidential Election. Don't forget to vote!
Thursday, Nov 7 Hypothesis testing (cont'd) Rice Chapter 11, sections 11.3 and 11.4 (required)
Tuesday, Nov 12 ANOVA: one-way layout Rice Chapter 12, sections 12.1 and 12.2 (required)
Thursday, Nov 14 Exam 2 (in class)
Tuesday, Nov 19 ANOVA: one-way layout and two-way layout Rice Chapter 12, sections 12.1 through 12.3 (required)
Thursday, Nov 21 Regression Rice Chapter 14, sections 14.1 and 14.2
Tuesday, Nov 26 Special topic (TBA) This lecture is intended as an introduction to an important area of modern statistics. You will not be responsible for material presented in this lecture or its readings.
Thursday, Nov 28 No lecture: Thanksgiving break Alice's Restaurant (recommended)
Tuesday, Dec 3 Regression Rice Chapter 14, sections 14.1 and 14.2
Thursday, Dec 5 Regression (cont'd) Rice Chapter 14, sections 14.1 and 14.2
Tuesday, Dec 10 Exam 3 (in class)