STAT W1211 INTRODUCTION TO STATISTICS SEC 003

Spring 2012
Instructor
Xuan Yang
Office: 901 SSW, 1255 Amsterdam Ave
Email: xy2139@columbia.edu
Office Hours: 4:00-5:00 pm, Thursday

Class Time
1:10 - 2:25 pm, Monday, 903 SSW. 1:10 - 2:25 pm, Wednesday, 703 Ham.

Description
This course provides a comprehensive introduction to the basic models and methods that
are often used in engineering, natural sciences, business and social sciences. Rather than
focusing on rigorous mathematical development and potentially overwhelming derivation,
we will emphasize concepts and the basic ideas underlying statistics.

Prerequisites
One semester of calculus. You should be familiar with the following:

∙ Differentiating basic expressions

∙ Integrating basic expressions
∙ Chain rule
∙ Integration by substitution
∙ Product rule
∙ Integration by parts
∙ Quotient rule

In addition, you should be comfortable with manipulating sums (Σ), products (Π) and log-
arithms. If you do not feel comfortable with some of these techniques, please spend some
time now to revise them.

TA
TBA
Office Hours: TBA

Textbook
Probability and Statistics for Engineering and the Sciences, 8th ed. Jay Devore, Brooks/Cole,
2012

Other References
An Introduction to R. W. N. Venables, D. M. Smith and the R Development Core Team
http://cran.r-project.org/doc/manuals/R-intro.pdf
Reading materials will be posted on CourseWorks.

Computing
In your assignment, you may be required to use the statistical computing package R (it is
free!), which can be downloaded from http://www.r-project.org/.

Method of Evaluation

1
 ∙ Homework (20%). Weekly assignment will be posted on Courseworks every Wednes-
day and will be due on Wednesday’s class in the following week.
Late homework will not be accepted under any circumstances. In compensation for
this, the lowest homework score will be dropped.
You are allowed to discuss homework problems with your classmates. But your write-
up should be on your own. Direct copying of another student’s solution will result in
grade of zero for both students.

∙ Quiz (20%). There will be 4-5 quizzes, open book, open notes. You will be informed
about the time in advance.

∙ Midterm (20%). Midterm and Final exams are closed book closed notes. you are
permitted to bring one or two 8.5 × 11 sheets of paper with formulas or other notes
on both sides to the midterm and final exam. A calculator is also allowed. Midterm
will be set in the last week before the spring break.
There will be no makeup exams under any circumstances. If you miss midterm for
a legitimately documented reason, such as illness confirmed with a written excuse,
the weights of your missed midterm will be added on the final exam. If you can not
attend the final for a legitimately verifiable reason, you must file a petition form to
General Studies Committee on Academic Standing (CAS) to receive an incomplete.
Otherwise, if you miss the final, you will receive a zero for the exam. Note that social/
vacation plans are not legitimate reasons for missing an exam.

∙ Final (40%).

Topics Expected to Cover

(Chapter 1 through Chapter 9, Chapter 12 on textbook)

Random variables, probability distributions, pdf, cdf, conditional distribution.

Mean, variance, correlation, conditional mean and variance, law of iterated expectations.

Normal, chi-square, F and t distributions.

Law of large numbers, central limit theorem.

Parameter estimation, unbiasedness, consistency, efficiency.

Hypothesis testing, confidence intervals.

Maximum likelihood.