Midterm 1 date changed to September 27

Homeworks

HW 1, due Thursday, Sep. 1, [[solutions]], [[Rmd file]]

HW 2, due Thursday, Sep. 15, [[solutions]], [[Rmd file]]

Additional Practice Questions for Midterm 1, [[partial solutions]] These do not need to be turned in

HW 3, due Thursday, Oct. 13, [[solutions]]

Additional Practice Questions for Midterm 2, [[solutions]] These do not need to be turned in

HW 4, due Thursday, Dec. 1, [[solutions]]

Course Material

We will cover the following topics:

(Note: Some of the material will be updated/expanded as we move through the semester. Some of the topics at the end of the semester are tentative.)

  1. Introduction to R

  2. Probability Theory

    • Introduction
    • Random Variables
    • Parametric Distributions
    • Multivariate Distributions

  3. Statistics

    • Sampling
    • Law of Large Numbers
    • Central Limit Theorem
    • Method of Moments Estimation
    • Inference

  4. Linear Regression

    • Introduction/Review of Linear Algebra
    • Conditional Expectation and Projection
    • The Algebra of Least Squares
    • Least Squares Regression
    • Asymptotic Theory for Least Squares

Slides