STA 111: Probability and Statistical Inference

Duke University, Summer II, 2018

Syllabus

Course description

This class will provide the necessary probability and statistical background needed for students to go on to study economics, financial statistics, engineering and more advanced methods of quantitative analyses in the natural and social sciences. We will learn about the basic probability laws, random events, independence and conditional independence, expectations, and Bayes theorem. We will also cover discrete and continuous random variables, density and distribution functions, point estimation, maximum likelihood estimation, confidence intervals, bootstrap methods, Bayesian inference, hypothesis testing, simple linear regression, multiple linear regression and much more. A detailed course schedule will be maintained throughout the semester.

Labs will be taught using R and RStudio and will emphasize exploratory data analyis and implementation of inference procedures introduced in lecture.

Prerequisites

Calculus (MATH21 or equivalent).

Textbook

Instructor

  • Shaobo Han
  • Office: Old Chem 206B
  • Email: shaobo.han@duke.edu
  • Office hours: Tue and Thu 4:00pm-5:00pm or by appointment, Old Chem 211A.

Classes

  • Lecture: Mon, Tue, Wed, Thu, and Fri 11:00 am – 12:15 pm, Social Sciences 311
  • Lab: Mon and Wed, 1:30 pm – 2:45 pm, Social Sciences 124

Academic integrity

Duke University is a community dedicated to scholarship, leadership, and service and to the principles of honesty, fairness, respect, and accountability. Citizens of this community commit to reflect upon and uphold these principles in all academic and non-academic endeavors, and to protect and promote a culture of integrity. Cheating on exams and quizzes, plagiarism on homework assignments and projects, lying about an illness or absence and other forms of academic dishonesty are a breach of trust with classmates and faculty, violate the Duke Community Standard, and will not be tolerated. Such incidences will result in a 0 grade for all parties involved as well as being reported to the Office of Student Conduct. Additionally, there may be penalties to your final class grade. Please review Duke’s Academic Dishonesty policies.

Accommodations

Students with disabilities who believe need accommodations in this class should contact the Student Disability Access Office at (919) 668-1267 as soon as possible to better ensure that such accommodations can be made.

Excused Absences:

Students who miss graded work due to a scheduled varsity trip, religious holiday or short-term illness should fill out an online NOVAP, religious observance notification or short-term illness notification form respectively. If you are faced with a personal or family emergency or a long-range or chronic health condition that interferes with your ability to attend or complete classes, you should contact your academic dean’s office. See more information on policies surrounding these conditions here, and your academic dean can provide more information as well.

Acknowledgement

This web page contains information, lecture notes, examples, and datasets developed by Dr. David Banks, Dr. Mine Çetinkaya-Rundel, Olanrewaju Michael Akande, Dr. Víctor Peña, and Dr. Rebecca Willett.