Announcements

New! Errors corrected on slide 119, deck 5 (j changed to i).

New! More on orthogonal matrices. The equation

O OT = I

says that the rows of O form an orthonormal basis, meaning

viT vi = 1

for each row vi, and

viT vj = 0

for each distinct pair of rows vi and vj.

Similarly, the equation

OT O = I

says the columns of O form an orthonormal basis.

Orthonormal bases can be constructed using the Gram–Schmidt process.

Another way to think of n × n orthogonal matrices is that they induce rotations and reflections of n-dimensional space. Hence in 2-dimensional space, all rotation matrices

(   cos θ   sin θ )
( − sin θ   cos θ )
are orthogonal.

New! Homework assignment 9 posted (under the Homework Assignments link in the navigation). Due Wednesday, November 25, 2009 (no classes Friday next week, holiday).

New! Errors corrected on slide 84, deck 5 on slide 86, deck 5 and on slide 87, deck 5 (PDF changed to PMF).

New! Office hours for Geyer moved from Wednesday to Tuesday this week. On Tuesday, November 17, office hours will be Geyer will be 2:30–3:20 and 3:35–4:10 and office hours for Xing will be (as usual) 4:10–5:10. There will be no office hours for Geyer on Wednesday, November 18. Office hours for Geyer on Monday and Friday, November 16 and 20 will be (as usual) 2:30–3:20. Office hours for Xing on Friday, November 20 will be (as usual) 1:30–2:30.

New! Solution to homework 8 posted (in the Homework Solutions section in the navigation to the left).

New! Parts (e) and (f) of problem 8-9 and Part (c) of problem 8-10 are canceled for this week (we will do them as part of homework 9).

New! The second midterm covers the material on homeworks 5 through 8 and slide 132, deck 2. through slide 40, deck 5.

New! Error corrected on slide 12, deck 4 (absolute squared error changed to absolute error).

New! There will be a single office hour for Geyer Wednesday, Nov 11 10:10–11:15 not the usual time in the afternoon.

New! The double office hours for Geyer will be Friday rather than Wednesday this week and next week. Office hours will be 2:30–3:20 and 3:35–4:25 Friday, Nov 6 and Friday, Nov 13. There will be only a single office hour 2:30–3:20 on Wednesday, Nov 4.

New! Due date for Homework Assignment 7 moved to Friday, November 6, at the request of the class. Due date for Homework Assignment 8 will also be on Friday. As usual homework will be due before 4:30 on those Fridays.

Error corrected on slide 109, deck 3 (F(X) changed to F(x)).

Changes made on slide 119, deck 3 (whole paragraph added) and on slide 120, deck 3 (cross-reference changed to 80–95).

Error on slide 89, deck 3 (λ inserted in λ e− λ x).

Problem 4 parts (b) and (d) on the exam had wrong constants. This did not bother most people, who didn't use them in their solution. Those who did use the constants and had correct procedure that failed to give the expected answer because the problem was stated incorrectly got full credit on those parts. Both the exam and the solutions have been changed to reflect how the problem should have been stated, so I don't have a problem with this question when it is assigned for homework next year.

First midterm solutions posted in new Exam Solutions section in the navigation to the left.

Grade distribution for first midterm posted.

Homework problem 5-4 was wrong and has been fixed. Instead of having to prove if and only if, now you only prove only if.

Corrections on slides slide 49, deck 3 and slide 55, deck 3, in both cases IID was changed to independent (but not necessarily identically distributed.

The first midterm exam material covers homework assignments 1 through 4 and all of slide deck one and slide deck 2 through slide 131.

The rules for the midterm exam, taken from the General Info page, are that the exam is closed book, closed notes, except that you may bring and use the Brand Name Distributions handout and the Greek Letters handout and you may bring and use one 8 1/2 by 11 sheet of paper with formulas or other notes on both sides.

The solution for homework problem 2-1 has been changed. (I forgot that I rewrote the problem in different notation. Now the problem statements in the assignment and solutions match. And the solution matches the restated problem statement.)

Correction made on slide 129, deck 2 (c < 0 case dealt with correctly),

Errors and corrections made on slide 80, deck 2 (table fixed), slide 84, deck 2 (changed Xn to X1 in third line of text and changed Xi to Yi in the next to last line of text), slide 92, deck 2 (changed some wording in third line of text, meaning the same), and slide 107–108, deck 2 (changed several things).

Errors corrected on slide 45 deck 2 (a = b changed to a = c and c = d changed to b = d) and on slide 51 deck 2 (k changed to l in some but not all places).

New slide slide 73 inserted in Deck 2.

Homework problem 2-1 revised so the notation is more like the notation on slide 80 and slide 86.

About the changes in the overheads since the first day of class. I did not keep a version of the original source, so I can't say what all the changes are. The slides seem mostly the same through slide 79. Then there are a lot of changes between slide 80 and slide 96. After that the slides are close to what they were last year.

One important point not mentioned in reviewing the General Info page was that graduate students and undergraduate students are graded according to separate standards.

Exam Dates

Exam Date and Time
First Midterm Wednesday, October 14
Second Midterm Wednesday, November 18
Final Exam 10:30am-12:30pm Friday, December 18

The final exam time is set by the U.