New! Solutions to final exam posted. You need a username and password to view them, the same one for homework solutions; they have not changed all semester.

New! Grades have been submitted to the registrar. The computer says they will be on-line within 24 hours.

New! Grade distributions for the final exam posted.

In the solutions for homework assignment 12 the solution to problem 12-2 was after problem 12-3 and the solution for 12-3 was missing. This has now been corrected. The solution for 12-2 is in the right place and the solution for 12-3 has been provided.

The instructor got confused reading the summary statistics and stem and leaf plots for the midterms. Closer examination shows the following. On the first midterm the hardest question was 3, the next hardest was 4, and the next hardest was 5. On the second midterm the hardest question was 5, the next hardest was 3, the next hardest was 2, and the next hardest was 6. Use that for guidance in reviewing for the final exam.

Solutions to homework assignment 11 and homework assignment 12 posted. All homework solutions are now available under the Homework Solutions link in the navigation area. You need a username and password to view them, which is the same one you got by e-mail; they will not change all semester.

Fixing the error pointed out by a student in class, five new slides deck 6, slides 68–72 have been added to explain in more detail how to apply the method of variance stabilizing transformations to homework problem 12-6.

Homework problem 12-8 corrected. The previous statement did not say that the Xi were IID nor did it say to assume fourth moments. It now does.

Class Wednesday, December 10 will be (1) help with homework, (2) review, (3) course evaluations. So think of questions you want answered.

Errors and omissions noted in class about deck 6, slides 90–91 fixed. The other errors noted were themselves erroneous — do you know the joke that goes I made a mistake once: I thought I made a mistake?. Except for slides 85–86 the slides were correct as shown. However, a new slide 102 has been inserted which is one of the changes the instructor way trying to indicate in class.

Rules for the final exam just like for the midterms except you can have three (instead of one allowed for each midterm) 8½ × 11 sheets of paper with formulas, etc. You may also use the handouts on brand name distributions and Greek letters. Also the final exam is cumulative. It covers the whole course.

Announcement about 5102. Spring semester begins on a Tuesday. The lab sections (2 and 3) for our class scheduled to meet that Tuesday (Jan. 20) will not meet. The first class will be the Wednesday (Jan. 21) lecture section.

Instructor (Geyer) office hours during exam week will be 2:30–3:20 Monday (Dec. 15) and Tuesday (Dec. 16). There will be no regularly scheduled office hours after the exam (8:00 am, Dec. 17).

Instructor (Geyer) office hours this Friday only (Dec. 5) will be 2:30–3:20 and 3:35–4:25. Homework 11 (not 12 as this originally said) will be due at or before 4:30 on that day.

New slide 51 added to deck 6. Basically the same as the scribble done in class December 1.

Homework assignment 12 posted.

Errors and omissions noted in class about deck 6, slides 36–37 fixed.

Because we haven't covered the material needed to do problems 11-5, 6, and 7, the due date for Homework Assignment 11 has been moved to Friday, Dec 5.

In order to do problems 11-1 through 11-4 you need to do exact probability calculations for the binomial, normal and gamma distributions. This can be done using Rweb. But our Rweb server has been changed. Before you can use it you must be logged in with your X-500 password, which is the same password you use for university e-mail, libraries, and wireless access. Then you can go to the web page about probability distributions in R and try a few examples to see how this works. (If you try to do an example without logging in, it will ask you to log in and then the example won't work but it will if you then try it again.)

Problem 10-5 has now been corrected. It said moment matrix when it should have said variance matrix.

Errors and omissions noted in class about deck 6, slide 3 fixed.

Errors and omissions noted in class about deck 5, slide 136 fixed.

Error in deck 5, slide 84 caught by student, now corrected. Also slides 112–120 reordered as we did in lecture.

Problem 10-2 has now been corrected. Should be (and now is)

f(x1, …, xk) = f(x1 | x2, …, xk) f(x2 | x3, …, xk) ⋅⋅⋅ f(xk − 1 | xk) f(xk)

Errors and omissions noted in class about deck 5, slide 114 and slides 130–131 fixed.

New slide 91, deck 5 inserted. It helps with homework problem 10-2.

Problem 10-1 has now been corrected. Should be (and now is)

  1. Find E(XiXj)
  2. Find var(XiXj)

Errors and omissions noted in class about deck 5, slide 89 and slide 91 and slides 93–94 fixed.

Instructor (Geyer) office hours on Friday changed permanently from 3:35–4:25 to 2:30–3:20.

Errors and omissions noted in class about deck 5, slide 73 and slide 76 and slide 87 fixed.

Second midterm grade distribution posted.

Solutions to midterm 2 posted. You need a username and password to view them, the same one for homework solutions; they will not change all semester.

Problem 9-7 was undoable as stated. It has now been corrected. (The ranges 0 < x < 1 and 0 < y < 1 have been added.)

Problem 9-11 was undoable as stated. It has now been corrected.

New handout on Greek letters and vastly expanded handout on brand name distributions. These handouts are now finished and will be handed out in class Monday.

A student noticed an error, an X that should have been a U homework problem 6-7. This has been corrected, both in the assignment and in the solution.

What the exam covers. The second midterm is not cumulative; it does not cover the material for the first midterm. (The final exam will be cumulative; don't forget that material.) The second midterm covers all of the questions on homeworks 5–8, all of the material starting at slide 110 of deck 2 and continuing though the entirety of deck 3 and deck 4.

Errors and omissions noted in class about deck 4, slide 29 and slide 31 fixed.

d x omitted from several integrals in deck 4, slide 7 and slides 20–23 fixed.

Errors and omissions noted in class about deck 3, slide 144 and slide 150 and slide 152 and slide 154 fixed.

Solution to homework 4, problem 4-6 corrected again! It said

cov(Xi, Xi + k) = τ2 (5 − k)

for k = 0, 1, 2, 3, 4, 5 (and zero otherwise). Now changed to

cov(Yi, Yi + k) = (5 − k) τ2

and where this is used in homework 5, problem 5-1 also corrected. (This error was also caught by a student. Thanks!)

Wording However, we won't actually use this theorem removed from slide 95, deck 2, since we did need it for homework homework problem 5-9.

Solutions to homework 5 posted. Note that the statement of problem 5-4 was partly incorrect.

The derivation that we were in the middle of at the end of class Monday has now been finished.

One slide added at the end of deck 2.

A student found a mistake in problem 5-1 in Homework Assignment 5. It has now been corrected.

First midterm grade distribution posted.

A student found two places needing clarification in slide deck 2. On slide 118 the λ's in the two displayed equations weren't the same; one is now changed to δ. On slide 129 the words and are uncorrelated have been added (this property was used but not mentioned before).

A student found an error on the homework solutions. Problem 1-4 (c) was wrong. Now fixed.

Five New pages added to deck 2 starting at slide 141.

A student found an error on slide 86 of deck 2. The second with replacement should be without replacement. As can be seen this now has been fixed.

The rules for the midterm are that it is closed book, but you are allowed one 8 1/2 by 11 sheet of paper with formulas or other notes on both sides and you are also allowed the handout on brand name distributions being handed out in class today.

Problem 2-5 (c) didn't actually have a PMF, which several people noticed. I should have said

f(x, y) = (5 x) ⁄ (187 y)

instead of what it did say (187 and 5 flipped). Since the question was wrong, we will just grade it counting everyone as having gotten it right. This has been fixed on the homework assignment too late to do us any good (it will be right next year).

The comment Bin(1, p) = Ber(p) made in class has been added to the overheads.

Office hours for the TA are now on the General Info page, also the email address for the TA was wrong now fixed, also the office and office phone number for the TA.

As stated in class the section on homeworks in the General Info page now says homework is due before 4:30 on the day it is due and should be handed in person to the instructor.

New Exam Dates section below.

The textbook, listed below will not be required for homework. The instructor will write all the homework problems. They will be in the same form as assignment 1 — a PDF on the Homework Assignments page. This means students do not have to buy the book to take the class.

The textbook, which is Degroot and Schervish, Probability and Statistics 3th edition, Addison-Wesley Publishing, 2002 (ISBN: 0201524880), is not required, although it is recommended. The lectures will not closely follow the book. If you want a book to help with learning the material and to use for reference after the course is over, this is a good book (the other section is using it). However, we will follow the course notes I did for a previous version of the course. Those notes are available for your perusal on the Course Notes page. However, these notes will be revised as the course progresses. So there is no point in printing them out now.

Exam Dates

Exam Date and Time
First Midterm Wednesday, October 8
Second Midterm Wednesday, November 12
Final Exam 08:00am-10:00am Wednesday, December 17, 2008

The final exam time is set by the U.