Probability and Statistics

Course:MATH-UA.235 Probability and Statistics, Spring 2017
Time: Tuesday, Thursday 9:30 - 10:45 AM
Room: Courant Institute / Warren Weaver Hall 201
Instructor: Professor Yuri Bakhtin, contact info
Office hours: Monday 2-3 PM and Thursday 1-2 PM
Course description:

A combination of MATH-UA 233 Theory of Probability and MATH-UA 234 Mathematical Statistics at a more elementary level, so as to afford the student some acquaintance with both probability and statistics in a single term. In probability: mathematical treatment of chance; combinatorics; binomial, Poisson, and Gaussian distributions; law of large numbers and the normal approximation; application to coin-tossing, radioactive decay, etc. In statistics: sampling; normal and other useful distributions; testing of hypotheses; confidence intervals; correlation and regression; applications to scientific, industrial, and financial data.

Statistics is data analysis with probability tools. So, before studying statistics, a larger part of the semester will be used to develop the necessary probability tools and intuition.

Textbook: A Modern Introduction to Probability and Statistics, by Dekking, Kraaikamp, Lopuhaa, Meester, An electronic version of the book (PDF) is available through NYU
Prerequisites: Calculus (including series, derivatives, integrals) is going to be heavily used throughout the course, for computations and for agruments. Please look through the textbook in advance to know what to expect.
Problem sets: Usually to be submitted for grading every week. Counts for 20% of the course grade. Two lowest homework scores will be dropped.
Mid-term exams: There will be two in-class midterm exams, each counting for 20% of the course grade. Dates: Friday, March 3, and Friday, April 14
Final exam: Counts for 40% of the course grade, Thursday May 11, from 8:00 AM to 9:50 AM.