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PSTAT 120A: Probability and Statistics

Summer 2022: with Ethan Marzban

Lecture Times: M, T, W, Th 2 - 3:05pm
Lecture Location: Psychology 1902



DISCLAIMER: I (Ethan) have tried my best to fix any typos that I found in the material below. Having said that, please be aware that some may still remain!

Week Topics Lecture Notes Worksheets
1
Axioms
Counting
Cond. Prob / Ind.
1. Axioms and Counting
2. Conditional Probability and Independence
Worksheet 1 [Solns]
Quiz 1 (with Solutions)
2
Random Variables
Expectations, Variance and Moments
Distributions
3. Intro to Random Variables
4. Discrete Distributions
5. Continuous Distributions
Worksheet 2 [Solns]
Worksheet 3 [Solns]
Quiz 2 (with Solutions)
3
(Fourth of July; no Monday lecture)
Continuous Distributions (cont'd)
Midterm Examination
5. Continuous Distributions
Review
Midterm Examination: Preparatory Materials
Midterm Examination:
4
Transformations
Double Integrals
Joint Distributions; Covariance/Correlation
6. Transformations
7. Double Integrals
8. Random Vectors and Multivariate Distributions
9. Independence, Covariance, and Correlation [Worked-Out Examples]
Worksheet 5 [Solns]
Worksheet 6 [Solns]
Quiz 3 (with Solutions)
5
Linear Combinations
Moment Generating Functions
Limit Laws/CLT
10. Linear Combinations of RV's
11. Moment Generating Functions
12. Tail Bounds
Worksheet 7 [Solns]
Worksheet 8 [Solns]
Quiz 4 (with Solutions)
6
Limit Theorems
Conditional Distributions and Expectation
Final Examination
13. Limit Laws and the CLT
14. Conditional Distributions and Expectations [Worked-Out Examples]
Worksheet 9 [Solns]
Final Examination: Preparatory Materials
Final Examination:

Homework:


My ESCI Evaluations for this quarter [PDF]