Gang Liang
346G Computer Science
949-824-9795 (o)
liang@uci.edu
Office hours: MWF 2:45-4pm or by appointment
TA: My An Tran (mtran@math.uci.edu)
Office hours: Wed 1-2pm and Th 8-9am
Lecture: MWF 4:00-4:50pm @ MSTB 120
Discussion: TuTh 4-4:50pm @ Social Science Trailer 220A
Participation: Extra credits will be given for
participation in class email discussions: asking and
answering questions.
Grading: The final grade will be 10% participation
credit plus the better between: a) 20% homework, 30% midterm
exam, 40% final exam, and b) 90% final exam.
You are required to take most of the homework and midterm
exams in order to use part b). The university-wide principles
of academic honesty and integrity are enforced.
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While writing my book [Stochastic Processes], I had an
argument with Feller. He asserted that everyone said
random variable and I asserted that everyone
said chance variable. We obviously had to use
the same name in our books, so we decided the issue by
a stochastic procedure. That is, we tossed for it and
he won. -- Doob, J.L.
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| Week 01 |
(1.2, 2.1) sample space, addition/multiplication rules,
axioms of probability, discrete uniform law
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| Week 02 |
(1.3, 2.2, 2.3, 2.4) counting (permutation,
combination), conditional probability, independence of
events, Bayes's theorem, random variables
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| Week 03 |
(3.1-3.2) Uniform, Bernoulli, binomial, mean and
variance (discrete), model and distribution parameters
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| Week 04 |
(3.4-3.8) some important discrete distributions:
Poisson, geometric, a midterm
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| Week 05 |
(4.1-4.4) continuouse random variables (mean and
variance), density, cdf function, normal, chi-square,
Gamma distribution
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| Week 06 |
(5.1-5.3) joint/marginal distribution, independent,
covariance, conditional expectation
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| Week 07 |
(4.8, 5.5) transformation of variables, a review
session, and a midterm
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| Week 08 |
(6.1, 6.3) random sampling (with or without
replacement), sample mean and variance, parameter
estimation
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| Week 09 |
(7.1-7.3) point estimation, maximum likelihood, and
method of moment (brief)
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| Week 10 |
(7.4) central limit theorem and law of large number,
all questions answered
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Homework 1, Due April 13 (Wed), solution
Homework 2, Due April 20 (Wed), solution
Homework 3, Due April 27 (Wed), solution
Homework 4, Due May 11 (Wed), solution
Homework 5, Due May 18 (Wed), solution
Homework 6, Due June 1 (Wed), solution
Homework 7, Due June 8 (Wed), solution
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