Math 2a
Probability and Statistics



Instructor
Emmanuel Candes
300 Firestone
emmanuel@acm.caltech.edu

Office Hours: Wednesday 11-12
(or by appointment)


   
Lectures
Monday, Wednesday, Friday
10 -- 10:50 a.m
Gates 22

First meeting: Monday, September 29.

 

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Description: Introduction to fundamental ideas and techniques of probability theory and statistical inference. Prerequisites: Ma 1abc.


Syllabus:

  • Properties of probability
  • Independence and conditional probability
  • Random variables, Distributions, and densities
  • Important Distributions
  • Normal Poisson approximations
  • Estimation of unknown parameter values
  • Testing Statistical Hypotheses
  • Confidence Intervals
  • Linear Regression


Textbooks:

  1. Pitman, "Probability" Springer Verlag. (required)
  2. Moore and McCabe, "Introduction to the Practice of Statistics (fourth edition)" W.H. Freeman. (required)
  3. Rice, "Mathematical Statistics and Data Analysis" Duxbury Press. (optional)


Course Secretary:

Stacey Croomes
Office: 253 Sloan, 626-395-4335
scroomes@caltech.edu


Teaching Assistants:

Lead TA: Rebecca Vessenes
rebeccav@caltech.edu
Office: 160 Sloan
626-395-4324

Office hours: 3-4pm Thursday

Please see TA Info page for other TAs and office hours


Grading:

  • Homework assignments: 40%
    • Homework will generally be distributed on Mondays and due in class the following Monday.
    • There will be about 8 assignments, and your lowest score will be dropped in the final grade.
    • Late homeworks will NOT be accepted for grading (medical emergencies excepted with proof).

  • Midterm: 30%.

  • Final exam: 30%.


Recitations:

Recitations are held on Thursdays at 10:00am and 2:00pm. These are the only section times and cannot be changed.