STAT 515 - 02, 03   Statistics I,   Fall 2018

Instructor Information
Jianyu Chen
Visiting Assistant Professor
Department of Mathematics and Statistics
Lederle Graduate Research Tower 1030
University of Massachusetts, Amherst
Email: jchen@math.umass.edu
Phone: 413-545-7702

Class information

Lectures: Lederle Grad Res. Ctr (LGRC) A201 on Monday, Wednesday and Friday

Section 02: 9:05 - 9:55 AM
Section 03: 10:10 - 11:00 AM

Office hours: MW 11:00 AM - 12:30 PM, or by appointment.
Discussion Sections

Monday: 4:00pm - 5:00pm, LGRT 147, Jung Wun Lee

Tuesday: 4:00pm - 5:00pm, LGRT 143, Shai He

Wednesday: 4:00pm-5:00pm, LGRT 147, Jung Wun Lee

Wednesday: 5:00pm-6:00pm, LGRT 141, Vasin Suntayodom

Thursday: 4:00pm - 5:00pm, LGRT 143, Shai He

Friday: 4:00pm-5:00pm, LGRT 177, Vasin Suntayodom
Lecture Notes

STAT515 Lecture (will be updated from time to time)
Textbook

Mathematical Statistics with Applications, Authors: Wackerly, Mendenhall, Schaeffer (ISBN-13: 978-0495110811), Edition: 7th. (this is NOT the international edition-if you are using the international edition, you need to always consult for your homework assignments with the library copies on reserve).
Prerequisites

Two semesters of single variable calculus (Math 131-132) or the equivalent, with a grade of "C" or better in Math 132. Math 233 is required for this course. However, some necessary concepts for multiple integration or partial derivatives will be re-introduced in the course as needed.
Grading

Final Exam - 25%,   Midterm 1 - 20%,   Midterm 2 - 20%,   Homework - 35%.

Grading scale: A 90-100, A- 87-90, B+ 83-87, B 79-83, B- 75-79, C+ 71-75, C 67-71, C- 63-67, D+ 59-63, D 55-59, F 0-55.
Homework

There will be weekly homework. Discussion of homework and practice problems with fellow students is encouraged but you must submit your own work. The weekly homework will be typically of two types:

(a) Online homework on Webwork

If you are in Section 02, log in http://webwork.math.umass.edu/webwork2/F18_STAT_515_2/
If you are in Section 03, log in http://webwork.math.umass.edu/webwork2/F18_STAT_515_3/

The default username is your SPIRE username, and the default password is your 8 digit UMass SPIRE ID number. Please change your password on your first login, at the item "Password/Email" on the left panel of webwork interface.

HW 1 (HowToUseWebwork, A tutorial on how to use webwork): due on Friday, Sep 14;

HW 2: due on Thursday, Sep 20.

HW 3: due on Friday, Sep 28.

HW 4: due on Friday, Oct 9.

HW 5: due on Friday, Oct 9.

HW 6: due on Friday, Oct 19.

HW 7: due on Friday, Nov 2.

HW 8: due on Friday, Nov 13.

HW 10 (No HW9): due on Friday, Dec 7.

Review: due on Wednesday, Dec 12.

(b) Written homework

Homework 1 (due Wednesday, Sep 12): 2.3, 2.5, 2.7,2.8, 2.11, 2.12, 2.16, 2.19, 2.23

Homework 2 (due Friday, Sep 21): 2.30, 2.33, 2.43, 2.61, 2.68, 2.74, 2.75, 2.82, 2.88, 2.93, 2.102, 2.104

Homework 3 (due Friday, Sep 28): 2.115, 2.120, 2.121, 2.124, 2.125, 3.6, 3.14, 3.15, 3.22

Homework 4 (due Friday, Oct 5): 3.38, 3.57, 3.60, 3.66, 3.70, 3.71, 3.118, 3.122, 3.128, 3.138

Homework 5 (due Friday, Oct 19): 4.2, 4.16, 4.20, 4.26, 4.41, 4.42, 4.57

Homework 6 (due Friday, Oct 26): 4.144, 4.145,4.146, 4.150, and 6 problems here and the solutions here .

Homework 7 (due Friday, Nov 2): 5.4, 5.7, 5.8, 5.11, 5.14, 5.22, 5.25, 5.34, 5.43, 5.48, 5.51, 5.55, 5.70

Homework 8 (due Wednesday, Nov 14): 5.91, 5.114, and 9 problems here and the solutions here .

Homework 9 (due Friday, Dec 7): 6.1, 6.7, 6.10, 6.26, 6.29, 6.37, 6.43, 6.52, 6.59 (You can use any method from Chapter 6 that you prefer)

Homework 10 (due Wednesday, Dec 12): 7.11, 7.12, 7.21, 7.50, 7.51, 7.52, 7.62, 7.72, 7.77, 7.87


NOTE: I will not accept late homework. Two lowest written homework scores will be dropped.
Exams

Midterm 1: Wednesday, October 10th, 7PM-9PM, Room: TBD
Material for Midterm 1: Chapter 2 and Chapter 3, 3.1-3.8.
Midterm 1 Solutions

Midterm 2: Wednesday, November 14th, 7PM-9PM, Room: TBD
Material for Midterm 2: Sections 3.9, 3.11, 4.1-4.10, 5.1 - 5.8. Note that moment generating functions (sections 3.9 and 4.9) are defered to the final.
Midterm 2 Solutions

Final Exam: Tuesday, December 18th, 1PM-3PM, Room: Mahar 108.
Material for Final Exam : Sections 5.11, 6.1-6.5, 7.1-7.3, 7.5. However students are expected to know the Moment Generating Functions material from Sections 3.9 and 4.9 (and all worked out examples therein).


NOTE: Make-up exams will only be given in the case of family or medical emergency. Both situations will require official documentation. No make-up exams will be given for any other reason.
Course Policy

If you have a University-approved conflict (see the link in this paragraph) with an exam, you must let your instructor know at least two weeks before the exam. A make-up exam might be scheduled to take place shortly after the regularly scheduled exam. If so, the make-up exam will be different than the original but cover the same material. You will need to fill out the following sheet signed by the Registrar's office, explaining to your instructor why you are entitled to a make-up. Make sure to not book any travel during exams, including the snow-make-up date for the final. Travel is not an excuse to miss the exam. If a last-minute emergency occurs after the two-week deadline, you will need to present to your instructor a note either from your medical provider for medical emergencies or from the Office of the Dean of Students for non-medical emergencies. If a last-minute emergency occurs after the two-week deadline, you will need to present to your instructor a note either from your medical provider for medical emergencies or from the Office of the Dean of Students for non-medical emergencies.
Class Material by Section

Chapter 2: All sections.
Chapter 3: 3.1 - 3.9, 3.11
Chapter 4: 4.1-4.10
Chapter 5: 5.1 - 5.8, 5.11
Chapter 6: 6.1-6.5
Chapter 7: 7.1 - 7.3, 7.4 (optional), 7.5
Weekly Schedule

  • Week 1: Review syllabus, 2.1-2.5 Introduction, set theory, axioms of probability
  • Week 2: 2.6-2.9, Probability and counting, laws of probability I
  • Week 3: 2.10-2.12, 3.1, 3.2, laws of probability II, random variables
  • Week 4: 3.3-3.7, discrete random variables I
  • Week 5: 3.8, 3.9, 3.11, discrete random variable II, moment generating function, Chebyshev's inequality, review for midterm I
  • Week 6, No Tuesday class, Midterm I on Wednesday, 4.1, 4.2, continuous random variables
  • Week 7, 4.3-4.7, continuous distributions
  • Week 8, 4.8-4.10, 5.1, 5.2, moment generating function and Chebyshev's inequality for continuous random variables, multivariate random variables.
  • Week 9, 5.3-5.6, marginal and conditional distribution, independence
  • Week 10, 5.7-5.9, 5.11, covariance, sum of random variables, conditional expectation
  • Week 11, Midterm II on Wednesday, Review for Midterm II, 6.1, 6.2, 6.3, functions of random variables I
  • Week 12, Thanksgiving break
  • Week 13, 6.4-6.5, 7.1, functions of random variables II, sampling
  • Week 14, 7.2, 7.3, 7.5, central limit theorem and sampling
  • Week 15, Review for Final
  • Old Exams

    Below are various exams, without solutions, from Stats 515 in previous semesters. Note that the format, such as number of problems, varies. This is because the course chair also varies. Moreover, the exams dates are not always at the same point in the semester. So for example, some material on midterm 1 from one class might appear on midterm 2 of another class.

  • Here is a link to the Fall 2015 Midterm 1.
  • Here is a link to the Spring 2016 Midterm 1.
  • Here is a link to the Fall 2016 Midterm 1. (in draft form)
  • Here is a link to the Spring 2017 Midterm 1.
  • Here is a link to the Spring 2016 Midterm 2.
  • Here is a link to the Fall 2016 Midterm 2.
  • Here is a link to the Spring 2017 Midterm 2.
  • Here is a link to the Fall 2015 Final.
  • Here is a link to the Spring 2016 Final.
  • Here is a link to the Fall 2016 Final and Fall 2016 Solutions
  • Here is a link to the Spring 2017 Final. and Spring 2017 Solutions.
  • Here is a link to the Fall 2018 Final Review.