18.

6501x Fundamentals of Statistics - Syllabus and Schedule

Unit 1. Introduction to Statistics

Due on Tuesday:
Homework 0: Probability and Linear algebra Review
Sept 10,
Week 1 Lecture 1: What is statistics
2019
Lecture 2: Probability Redux
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Unit 2. Foundation of Inference

Lecture 3: Parametric Statistical Models

Lecture 4: Parametric Estimation and Confidence Intervals Due on Tuesday:
Recitation 1. Confidence Intervals of the mean of Gaussian random Sept 17,
Week 2 variables 2019
Homework 1: Estimation, Confidence Interval, Modes of Convergence UTC23:59

Lecture 5: Delta Method and Confidence Intervals

Due on Tuesday:
Recitation 2 Confidence Intervals of the shift of shifted exponential random
Sept 24,
Week 3 variables
2019
Homework 2. Statistical Models, Estimation, and Confidence Intervals
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Lecture 6: Introduction to Hypothesis Testing, and Type 1 and Type 2

Errors Due on Tuesday:
Lecture 7: Levels and P-values Oct 1,
Week 4 Recitation 3. Introduction to Hypothesis Testing 2019
Homework 3. Introduction to Hypothesis Testing UTC23:59

Unit 3 Methods of Estimation

Lecture 8: Total Variation Distance, Kullback-Leibler (KL) divergence,

and the Maximum Likelihood Principle Due on Tuesday:
Recitation 4: Distance measures between distributions October 8,
Week 5 Lecture 9: Introduction to Maximum Likelihood Estimation 2019
Homework 4: TV, KL, and Introduction to MLE UTC23:59

1
 Recitation 5: Maximum Likelihood Estimation
Due on Tuesday:
Lecture 10: Covariance Matrices, Multivariate Statistics, and Fisher
Oct 15,
Week 6 Information
2019
Homework 5: Maximum Likelihood Estimation
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Lecture 11: Maximum Likelihood Estimation (Continued) and the Method

Due on Tuesday:
of Moments
Oct 22,
Week 7 Lecture 12: M-Estimation
2019
Homework 6 Maximum Likelihood Estimation and Method of Moments
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Midterm Exam 1

Due on Tuesday:
Oct 29,
Week 8 Midterm Exam 1 2019
UTC23:59

Unit 4 Hypothesis Testing

Lecture 13: Hypothesis Testing: χ2 distribution and T-test

Recitation 6: T-test Due on Tuesday:
Lecture 14: Hypothesis Testing: Wald’s test, Likelihood Ratio Test, and Nov 5,
Week 9 Implicit Hypothesis 2019
Homework 7 UTC23:59

Lecture 15: Hypothesis Testing: χ2 -test for multinomial distribution,

Goodness of fit test
Due on Tuesday:
Lecture 16: Hypothesis Testing: Kolmogorov-Smirnov test, Kolmogorov-
Nov 12,
Week 10 Lilliefors test, QQ-plot
2019
Recitation 7: Sample Kolmogorov-Smirnov test
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Homework 8

2
 Unit 5 Bayesian Statistics

Lecture 17: Introduction to Bayesian Statistics Due on Tuesday:

Lecture 18: Jeffrey’s Prior and Bayesian Confidence Interval Nov 19,
Week 11 Homework 9: Bayesian Statistics 2019
UTC23:59

Midterm Exam 2

Due on Tuesday:
Nov 26,
Week 12 Midterm Exam 2 2019
UTC23:59

Unit 6 Linear Regression

Lectures 19: Linear Regression 1

Lecture 20: Linear Regression 2 Due on Tuesday:
Recitation 8: Hypothesis Test for Linear Regression Dec 10,
Week 13 Recitation 9: Ridge Regression 2019
Homework 10 Linear regression UTC23:59

Unit 7 Generalized Linear Model

Lecture 21: Introduction to Generalized Linear Model: Exponential

Families Due on Tuesday:
Lectures 22: The Canonical Link Function Dec 17,
Week 14 Recitation 10: Hypothesis Test for Logistic regression 2019
Homework 11 UTC23:59

Final Exam

Due on Sunday:
Dec 22,
Week 15 Final Exam 2019
UTC23:59