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Department of Mathematics, ETH Zürich
401-2604, Spring 2016
Lecturer:
Prof. Dr. Halil Mete Soner HG G 54.3, hmsoner@ethz.ch
Tuesday 10:15-12:00 |
HG G 5 |
Friday 8:15-10:00 |
HG G 5 |
Beginning from: Tuesday, 23rd February 2016.
Click here to see the exercises.
Yukun He |
Wednesday 14:15-16:00 |
ML F 36 |
Xinyi Li |
Tuesday 13:15-15:00 | HG G 26.3 |
Chong Liu |
Tuesday 13:15-15:00 |
HG E 33.5 |
Ren Liu |
Tuesday 13:15-15:00 | HG D 5.2 |
Yilin Wang (Coordinator) |
Tuesday 13:15-15:00 |
HG D 3.2 |
Beginning from: Tuesday, 1st March 2016.
Assistants may alternate.
The main goal is to introduce you to the basic concepts in probability theory and how they are used especially in statistics. Concepts from measure theory course will be mentioned but will not be used in depth in this course. The following topics will be covered, not necessarily in the order listed below. A tentative schedule of all lectures is provided at the end of this page.
There will be a 3 hour written final examination. More information will be provided towards the end of the semester. Related to this, there will be
Version: 20.04.2016 Download
This will be updated during the semester
Please make sure to have the latest version.
DS refers to the book by DeGroot & Schervish,
LN refers to the lecture notes of Föllmer & Künsch.
Lecture |
Date |
-Topic- |
1 | 23.02.2016 |
Introduction. DS Chapter 1, LN section 2.1 |
2 | 26.02.2016 |
Uniform Distribution. DS Chapter 1, LN section 2.2 |
3 | 1.03.2016 |
Counting, Permutions, etc, DS, Sections 1.7, 1.8. |
4 | 4.03.2016 |
Conditional Probability. DS, Chapter 2, LN, section 2.4 |
5 | 8.03.2016 |
Conditional Probability, indepedence. DS, Chapter 2, LN, section 2.4 |
6 | 11.03.2016 |
Bernoulli, Poisson. DS Sections 5.2, 5.4, LN, section 2.6 |
7 | 15.03.2016 |
Non-finite Omega. LN, section 3.1 |
8 | 18.03.2016 |
Random variables, Distribution, C.D.F. and P.D.F. DS, Sections 3.1,2, 3, LN, section 3.2 |
9 | 22.03.2016 |
Quantile, Bivariate Distribution, Marginals. DS, Sections 3.4, 5, LN, section 3.2 |
Easter break including the Friday |
||
10 | 5.04.2016 |
Independence, Condition Distributions. DS, Sections 3.6, 7, LN, section 3.2 |
11 | 8.04.2016 |
Expected value, Change of Variables. DS, Sections 3.8, 4.1, LN, section 3.3 |
12 | 12.04.2016 |
Mean, Variance, Moment Generating Function. DS, Sec-4.3,4,5,6 |
13 | 15.04.2016 |
Conditional Expectation. DS, Sec-4.7. LN, Sec-3.4 |
14 | 19.04.2016 |
Conditional Expectation, Linear Regression. DS, Sec-4.7, Ch-11 |
15 | 22.04.2016 | Special Distributions. DS, Ch-5.2,3,4,6,7,8 |
16 | 26.04.2016 |
Estimation, prior, posteriori and conjugate distribution. DS, Sec-7.1, 2, 3. LN, section 6.2 |
17 | 29.04.2016 |
Bayes Estimators. DS, Sec-7.4 |
18 | 3.05.2016 | Limit Theorems. DS, Chapter 6, LN, chapters 4, 5 |
19 | 6.05.2016 |
Limit Theorems. DS, Chapter 6, LN, chapters 4, 5 |
20 | 10.05.2016 |
Maximum Likelihood. DS, Sec-7.5 |
21 | 13.05.2016 | Maximum Likelihood. DS, Sec-7.5, 7.6 |
22 | 17.05.2016 |
Sampling distributions. DS, Sec-8.1, 8.2 |
23 | 20.05.2016 |
Sampling distributions. DS, Sec-8.3, 8.4 |
24 | 24.05.2016 |
Confidence Intervals. DS, Sec-8.5 |
25 | 27.05.2016 |
Hypothesis Testing. DS Chapter 8, LN section 6.3 |
26 | 31.05.2016 |
Hypothesis Testing. DS Chapter 8, LN section 6.3 |
27 | 3.06.2016 |
Hypothesis Testing. DS Chapter 8, LN section 6.3 |
Do not hesitate to go and ask
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