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Probability & Statistics

TOC

Contents

  • Weekly Notes
    • Week 01 Notes: Descriptive stats (mean/median/SD, plots)
    • Week 02 Notes: Probability basics (Kolmogorov, combinatorial/geometric, independence, Bayes)
    • Week 03 Notes: Random vars (pmf/cdf, discrete families, joint/marginal/conditional)
    • Week 04 Notes: Expectation/variance (moments, covariance, Markov/Chebyshev)
    • Week 05 Notes: Continuous r.v.s (multinomial/binomial review, pdf/cdf link, uniform, normal)
    • Week 06 Notes: Hypergeometric, Gamma/Exp/Cauchy, transforms of r.v.s
    • Week 07 Notes: Poisson/Poisson process, continuous joint pdfs, conditional pdfs, transformations
    • Week 08: Midterm week (no new content)
    • Week 09 Notes: Multivariate normal basics, chi-squared, convolution, inversion/rejection sampling
    • Week 10 Notes: Gamma sampling, couplings, building Uni/Normal, optimal transport intro
    • Week 11 Notes: WLLN, Bernstein vs Chebyshev, CLT applications
    • Week 12 Notes: Estimation intro (statistics, confidence intervals, point estimators, unbiasedness)
    • Week 13 Notes: UMVU, risk, Cauchy caveat, sample median asymptotics
    • Week 14 Notes: Estimation methods (moments, MLE), hypothesis testing setup (Type I/II, critical regions)
    • Week 15 Notes: Hypothesis testing II (power, unbiased/consistent tests)
  • Formulas
  • Distributions
  • Test 1 Cheat Sheet