Lecture 25
Homework 7 due date is extended; it is now due at 11:59 pm March 10.
Math 40 is an introduction to continuous probability and statistical inference for data analysis. Topics include the theory of estimation and the theory of hypothesis testing using normal theory t-tests and nonparametric tests for means and medians, tests for variances, chi-square tests, and an introduction to the theory of the analysis of variance and regression analysis. Students need to know one of the following programming languages: R, Python, or Matlab.
- Campus license MATLAB
- Python; I recommend IPython
- R; I recommend Rstudio
- Also recommend Anaconda as a GUI-based package manager (python, R, etc)
Recent Posts
Lecture 24
Your final is in a week. The Final will cover topics up to 7.7 (confidence interval). Please focus on the following four big topics
Lecture 23
In lecture 23, we discussed t-tests (one-sample, paired two-sample, unpaired two-sample). We also discussed variance tests (one-sample using chi-square, t...
Lecture 22
Homework 7 is due at 11:59 pm on March 8.
Lecture 21
Today we finished MLE and started hypothesis testing.
Lecture 20
After discussing R^2 in the linear regression model (explained variance/total variance), we started looking at the maximum likelihood estimator (MLE; 6.10...
Lecture 19
In lecture 19, we spent the whole time for the linear regression and ‘lm’ command in R. Do not forget that the regression is the conditional expectation t...
Lecture 18
In lecture 18, we finished 6.4.3 (multidimensional MSE) and 6.4.4 (consistency) and started sections 6.5 and 6.6. As calculations are getting heavier, we ...
Lecture 17
We are going to use X-hours (Feb 18) from 12:30 to 1:20 pm to learn visualization in R (qqplot etc). One of your classmates, Anoop (senior, Econ) will lea...
Lecture 16
Homework 5 is on Canvas, which is due at 11:59 pm Feb 22.
Lecture 15
This course is not open to the public anymore.
Review materials for midterm test
Today we did review materials for the midterm test.
Lecture 13
In HW4, you are okay to skip the second part of Q7. Today I also gave some hints on Q8 and Q9. Please check the recorded video for your reference.
Lecture 12
In lecture 12, we discussed bivariate normal distributions (3.6) and optimal portfolio allocations (3.8). Please note that your textbook has several typos...
Lecture 11
I am going to hold X-hour Feb 4 12:30 - 1:20 pm tomorrow (Feb 4, Thursday)
Lecture 10
First of all, homework 3 due date is extended. It is now due at Feb 2 11:59 pm.
Lecture 09
Due to an emergent event, I have office hours x 5:30-6:00 pm today (Jan 29, 2021; this change is only for today).
Lecture 08
First of all, the midterm test is scheduled for Feb 10. You will have a 24-hour time window to finish the test. I have not decided how many problems there...
Lecture 07
I extended your homework 2 due date. Homework 2 is now due at Jan 26 (Tuesday) 11:59 pm.
Lecture 06
In lecture 06, we discussed normal and lognormal distributions. In addition to examples 2.34 and 2.32, we solved exercises 2.7.4 and 2.7.6.
Homework 02
Your second homework is due at Jan 25 (Monday), 11:59 pm EDT.
Lecture 05
In lecture 05, we discussed exponential and gamma distributions, and their connections with Poisson distributions. At the end of the lecture, we briefly d...
Lecture 04
In lecture 04, we solved some of your homework problems (3 and 9).
Office hours
Office hours MW 9:30 - 10:15 am F 1:00 - 1:30 pm
Lecture 03
We discussed Poisson distributions and solved exercise 1.6.9, one of your homework problems.
Lecture 02
Today, we talked about discrete random variables (section 1.2, 1.3, 1.4, and 1.6). Also, in the lecture, we solved exercise 1.6.4. Sometime later, I will ...
Homework 01
Your first homework is due at Jan 19, 11:59 pm EDT.
First-day lecture
When you send me an email regarding Math 40, please put [m40w21] in the title of your email.
Course webpage created
A tentative lecture plan is available.