Stats 120C/Math 131C: Introduction to Probability and Statistics

Spring 2013

Department of Statistics

University of California, Irvine


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Course Syllabus

Download the course syllabus here.

Grade Dispute Form: You must print and fill out this cover sheet (pdf) and attach the homework/exam in dispute in order for your grade to be reconsidered. Please read the instructions on the cover sheet carefully.

DeGroot and Schervich webpage, with links to errors in the textbook.

Instructor and Class Information

Lecture: Mon/Wed/Fri 3:00-3:50pm SH 174
Discussion Section 1: Fri 10:00-10:50am ICS 180
Discussion Section 2: Fri 11:00-11:50am ICS 259

Instructor
Teaching Assistant
Stacey Hancock, PhD
Kevin Heins
Office: 2204 DBH
Office Hours Location: 2013 DBH
Phone: (949) 824-9795
Email: stacey.hancock_at_uci.edu
Email: kheins_at_uci.edu
Office Hours:
Mon 9:00-10:30am (Stats 7 preference)
Wed 9:00-10:30am (Stats 120C preference)
Thurs 2:00-3:30pm (Stats 112/203 preference)
or by appointment
Office Hours:
Tue 11:00am-1:00pm
Thurs 10:00-11:00am

Please email the instructor or TA only for personal questions. Post all questions about course material, homework, exams, etc. on our EEE MessageBoard:
https://eee.uci.edu/boards/s13/stats120C


R References

Download and Install R:
The R Project for Statistical Computing
R for Windows FAQ
R for Mac FAQ

Quick R References:
Jones R Reference Page
Short R Reference Card

Online R Tutorials and Documentation:
R FAQ
R Wiki
An Introduction to R (pdf) (html)
Verzani Simple R Notes

R Books:  The following two books are free to download on link.springer.com if you're accessing it on UCI campus:

Data Sets

Class Calendar

This calendar will be updated after each class. Check back periodically for required reading, additional handouts and references, homework assignments, and lecture notes.

Date
Material Covered and Required Reading
(Tentative schedule; may be updated after each class)
Date HW Due
Assignment
Week 1:



Mon. Apr. 1
Lecture 1 Notes (Updated Apr. 4)
Introduction to Linear Models; Chapter 11, Section 11.1 on the method of least squares.


Wed. Apr. 3
Finish Lecture 1 Notes.
Fri. Apr. 12
Homework #1
(More problems will be added.)
Fri. Apr. 5
Lecture 2 Notes
Covariance and correlation (Section 4.6).
For the definition of sample correlation (Pearson's product-moment coefficient), see:
http://en.wikipedia.org/wiki/Correlation_and_dependence



Discussion
Review of R software; using the lm function in R.
Introduction to R (Review from Stats 120B/Math 131B)
Practice with the matrix operations and the lm function in R



Week 2:



Mon. Apr. 8
Lecture 3 Notes
Chapter 11, Section 11.2 and parts of Section 11.5: general form and assumptions of the linear model, maximum likelihood estimation, sampling distribution of vector of regression coefficient estimates.



Wed. Apr. 10
Lecture 4 Notes
Parts of Chapter 11, Section 11.3 on confidence intervals and hypothesis tests for individual regression coefficients.


Fri. Apr. 12
Lecture 5 Notes (Updated Apr. 15)
Continuing with Sections 11.2-11.3; CPS example.


Discussion
More R instruction and review.
R code used in discussion



Week 3:



Mon. Apr. 15
Finish Lecture 5 Notes.

Mon. Apr. 22
Homework #2
Wed. Apr. 17
Lecture 6 Notes
Confidence bands and prediction bands, simultaneous inference for coefficients.


Fri. Apr. 19
Lecture 7 Notes
Residual diagnostics to check model assumptions; R^2.


Discussion
Review for Midterm Exam 1.



Week 4:



Mon. Apr. 22
Finish Lecture 7 Notes.


Wed. Apr. 24
Midterm Exam 1 (Solutions)
Chapter 11, Sections 11.1-11.3 and 11.5
  • The midterm exam is closed book and closed notes, but you are allowed to use one 8.5x11" sheet of notes, front and back, handwritten or typed.
  • Bring a calculator. (You may not need it, but it's better to have it with you and not use it than need it and not have it.)

Information and Practice Problems for Midterm Exam 1
Solutions to Practice Problems for Midterm Exam 1



Fri. Apr. 26
Finish material on sums of squares and multiple R-squared.
Lecture 8 Notes
Model comparison tests.
Fri. May 3
Homework #3
Discussion
Review solutions to Midterm Exam 1.



Week 5:



Mon. Apr. 29
Lecture 9 Notes
Chapter 11, Section 11.6: One-way analysis of variance (ANOVA).
Tukey's multiple comparison procedure.


Wed. May 1
Lecture 10 Notes
Chapter 11, Sections 11.7-11.8: Two-way ANOVA.


Fri. May 3
Finish Lecture 10 Notes
Lecture 11 Notes
Chapter 10, Section 10.1: Tests of goodness-of-fit.


Discussion
Hand back Midterm Exam 1. More practice with model selection.



Week 6:



Mon. May 6
Finish Lecture 11 Notes
Lecture 12 Notes
Chapter 10, Section 10.2: Tests of goodness-of-fit for parametric families.
Mon. May 13 Homework #4
Wed. May 8
Lecture 13 Notes
Chapter 10, Sections 10.3-10.4: Tests of "independence" and tests of "homogeneity" in contingency tables.


Fri. May 10
Finish Lecture 13 Notes
Lecture 14 Notes
Fisher's Exact Test.
Fri. May 17
Homework #5
Discussion
Review of two-way ANOVA.


Week 7:



Mon. May 13
Finish Lecture 14 Notes
Lecture 15 Notes
McNemar's Test for dependent data.


Wed. May 15
Lecture 16 Slides
Lecture 16 Notes
Chapter 10, Sections 10.5-10.6: Simpson's Paradox and Kolmogorov-Smirnov tests.


Fri. May 17
Review for Midterm Exam 2 if needed.
Continue Lecture 16 notes.



Discussion
Review for Midterm Exam 2.



Week 8:



Mon. May 20
Midterm Exam 2 (Solutions)
Chapter 11, Sections 11.6-11.8; Chapter 10, Sections 10.1-10.5, plus supplemental material.
  • The midterm exam is closed book and closed notes, but you are allowed to use one 8.5x11" sheet of notes, front and back, handwritten or typed.
  • Bring a calculator! Calculators on cell phones are not allowed.
Information and Practice Problems for Midterm Exam 2
Solutions to Practice Problems for Midterm Exam 2

Instructions for Optional Midterm 2 Corrections



Wed. May 22
Finish Lecture 16 notes and R example on K-S tests.

Wed. May 29
Homework #6
Fri. May 24
Lecture 17 Notes
Chapter 10, Section 10.8: Sign and Wilcoxon rank tests.


Discussion
Review two-sample t-tests for independent and paired samples (will need on Homework #6).



Week 9:



Mon. May 27
Memorial Day Holiday: No class or office hours


Wed. May 29
Lecture 18 Notes
Introduction to time series

Additional references on time series:



Fri. May 31
Lecture 19 Notes
Introduction to time series

Take-home part 1 of final exam handed out at the end of lecture.
Discussion



Week 10:
Prof. Hancock will be in Vietnam during Week 10.


Mon. June 3
TA Lecture


Wed. June 5
TA Lecture


Fri. June 7
No Lecture

Midterm 2 corrections due by 11:50am today.
Discussion
Review for final exam.


Final Exam:
Mon. June 10
4:00-6:00pm
The final exam is comprehensive and will consist of two parts:
  • Part 1: Take-home R data analysis due Monday, June 10 at 12pm.
  • Part 2: In-class final exam, Monday, June 10, 4-6pm. 

Final exam take-home portion R code with comments. (Note that the R code alone does not constitute an acceptable report!)




Homework Solutions

Homework solutions will be posted the evening homework is due (or early the next morning).

Homework Assignment
Solutions
Homework #1
Homework #1 Solutions
Homework #2
Homework #2 Solutions
Homework #3
Homework #3 Solutions
Homework #4
Homework #4 Solutions
Homework #5
Homework #5 Solutions
Homework #6
Homework #6 Solutions


Midterm Exam Solutions

Midterm Exam 1 Solutions
Midterm Exam 1 Summary Statistics and Comments

Midterm Exam 2 Solutions
Midterm Exam 2 Summary Statistics, Correction Instructions, and Comments