STAT 200A, Fall 2018
A. Adhikari

This is subject to change, but it should give you a general idea of the scope.

Week 1: Fundamentals; approximations
Week 9: Order statistics; beta family; conjugate priors
Week 2: Random variables, discrete and continuous distributions and joint distributions
Week 10: Conditional expectation; variance by conditioning; least squares
Week 3: Conditioning and independence; random counts; Poisson limit
Week 11: Random vectors; multivariate normal; linear combinations; independence
Week 4: Expectation and SD; bounds
Week 12: Simple linear regression; correlation and cosines; regression effect
Week 5: Sample sums; Weak Law; Central Limit Theorem and the normal distribution
Week 13: Conditioning and the multivariate normal; multiple regression
Week 6: Change of variable for joint densities; distributions of sums
Week 14: Intro to Markov Chains (Thanksgiving Break)
Week 7: Generating functions; Chernoff's bound; CLT via mgf's
Week 15: Long run behavior; hidden Markov models (or MCMC)
Week 8: Poisson process; Midterm Friday October 12 during lab
Week 16: RRR

Final Exam:  Wednesday December 12, 8 a.m. to 11 a.m. (Exam Group 9)