ST 501: Fundamentals of Inference I

Section 002
Fall 2018
3 Credit Hours
Course website: https://maityst501.wordpress.ncsu.edu/

Course Description

ST 501 is first of a two-semester sequence in probability and statistics taught at a calculus-based level. Students should gain an understanding of probability and random variables in order to have the foundation to conduct statistical inference in ST 502.

Learning Outcomes

Students will learn basic techniques and results of probability theory at a rigorous level. Upon completion of the course students will learn the following topics:

Basic concepts of probability theory,
Random variables and probability distributions,
Expected values and correlation,
Limit theorems and sampling distributions.

Course Structure

The course meets for lectures twice per week. Students are required to complete homework (about ten homework assignments), two mid-term exams, and a final R project (done in small groups).

Course Policies

Unexcused late homework will not be accepted. The final homework average will be computed after dropping the two lowest grades. You are permitted to work together on the homework sets, but each student is responsible for their final write-up of each assignment. When asked to solve problems using a computer, please provide well commented and neatly written computer code, relevant computer output, circle all relevant results, and give an appropriate discussion. Examinations will be a closed book and closed notes. The final exam will be replaced by the final R project. Students may bring calculators to all exams, in addition to pen/pencil and scratch papers. No cell phones or other electronic devices should be in sight or used in any way during exams.

Instructors

Arnab Maity – Instructor
Email: amaity@ncsu.edu
Web: https://www.stat.ncsu.edu/people/maity/
Phone: 919-515-1937
Office location: SAS 5240
Office hours: Monday 3pm – 4pm

Alex (Yin Jen) Chen – Teaching Assistant
Email: ychen224@ncsu.edu
Office Location: 1101 SAS Hall (Statistics Tutorial center)
Office hours: Monday 12:00pm – 13:30pm; Wednesday 13:00 – 14:30pm.

Course Meetings

Lecture Days: Tu/Th
Time: 3:00pm 4:15pm
Location: 00106 Scott Hall
This meeting is required.

Requisites and Restrictions

Prerequisites: MA 242 (Calc III) is required.
Co-requisites: None
Restrictions: None

Course Materials

Textbooks: Mathematical Statistics and Data Analysis, Third Edition. Author: John A. Rice. ISBN: 978-0534399429. Approximately $200 new. Also available at D. H. Hill Library (on reserve). This textbook is required.
Expenses: None
Materials: R software available at https://www.r-project.org/ for free. This material is required.
You may also want to download R studio, a free and useful IDE for R available at https://www.rstudio.com/

General Education Program (GEP) Information

GEP Category: This course does not fulfill a General Education Program category.
GEP Co-requisites: This course does not fulfill a General Education Program co-requisite.

Transportation

This course will not require students to provide their own transportation. Non-scheduled class time for field trips or out-of-class activities is NOT required for this class.

Safety & Risk Assumptions

None.

Grading

The final numeric grade will be computed based on the following components.

Homeworks (20%): The final homework average will be computed after dropping the two lowest grades. As the lowest two scores are dropped, no late assignments are accepted.
Midterm Exam I (30%): Tentatively scheduled on October 02, 2018 (Tuesday) in class during lecture time. The examination will be closed book and closed notes. The student must contact the instructor in advance if s/he is likely to miss the scheduled midterm exam.
Midterm Exam II (30%): Tentatively scheduled on November 08, 2018 (Thursday) in-class during lecture time. The examination will be closed book and closed notes. The student must contact the instructor in advance if s/he is likely to miss the scheduled midterm exam.
Final R project (20%): There will be a larger R project (done in small groups of 3) toward the end of the semester. Students should submit a neatly typed project report along with R codes and output. All submitted code should be well commented. Working together on projects is allowed; however, each student group must prepare and write their own report (including answers, explanations, analyses, and discussions). Project reports are due on December 06, 2018 (Thursday)

This Course uses Standard NCSU Letter Grading:
97 ≤ A+ ≤ 100 93 ≤ A < 97 90 ≤ A- < 93
87 ≤ B+ < 90 83 ≤ B < 87 80 ≤ B- < 83
77 ≤ C+ < 80 73 ≤ C < 77 70 ≤ C- < 73
67 ≤ D+ < 70 63 ≤ D < 67 60 ≤ D- < 63
0 ≤ F < 60

Requirements for Credit-Only (S/U) Grading

In order to receive a grade of S, students are required to take all exams and quizzes, complete all assignments, and earn a grade of C- or better. Conversion from letter grading to credit only (S/U) grading is subject to university deadlines. Refer to the Registration and Records calendar for deadlines related to grading. For more details refer to http://policies.ncsu.edu/regulation/reg-02-20-15.

Requirements for Auditors (AU)

Information about and requirements for auditing a course can be found at http://policies.ncsu.edu/regulation/reg-02-20-04. Auditors are expected to attend class regularly and submit homework on the same schedule as the other students. The final grade for auditors (AU or NR) will be based on their final homework average (final homework grade will be calculated by dropping the two lowest grades). A final homework score of at least 70% is required for an AU.

Policies on Incomplete Grades

If an extended deadline is not authorized by the Graduate School, an unfinished incomplete grade will automatically change to an F after either (a) the end of the next regular semester in which the student is enrolled (not including summer sessions), or (b) by the end of 12 months if the student is not enrolled, whichever is shorter. Incompletes that change to F will count as an attempted course on transcripts. The burden of fulfilling an incomplete grade is the responsibility of the student. The university policy on incomplete grades is located at http://policies.ncsu.edu/regulation/reg-02-50-03

Additional information relative to incomplete grades for graduate students can be found in the Graduate Administrative Handbook in Section 3.18.F at http://www.fis.ncsu.edu/grad_publicns/handbook/

Late Assignments

Homework is due in class on the due date. No late assignments are accepted. If an emergency arises that prevents you from completing your work on time, please email the instructor as soon as possible so that arrangements can be made for you to keep up in the class.

Attendance Policy

For complete attendance and excused absence policies, please see http://policies.ncsu.edu/regulation/reg02-20-03. Students are expected to attend all lectures and exams.
Absences Policy: None.
Makeup Work Policy: No late HW submissions are accepted as two lowest scores will be dropped. Students who are unable to attend an exam for a legitimate unavoidable reason may take a make-up exam only if the student provides suitable documentation of the delay and they are able to take the make-up in a very timely manner. If a make-up can’t be taken then one of the midterm exams will be reweighted for the missing midterm exams. This may only be done with one of the exams. Students are required to take at least one of the two midterm exams on scheduled time otherwise a grade of F will be assigned.

Academic Integrity

Students are required to comply with the university policy on academic integrity found in the Code of Student Conduct found at http://policies.ncsu.edu/policy/pol-11-35-01
Academic Honesty: See http://policies.ncsu.edu/policy/pol-11-35-01 for a detailed explanation of academic honesty.
Honor Pledge: Your signature on any test or assignment indicates ”I have neither given nor received unauthorized aid on this test or assignment.”
While students are allowed to work in groups on homework, no one should copy directly from someone else’s work (this includes present or past students). It is strongly urged that everyone work on their own as much as possible.

Electronically-Hosted Course Components

Students may be required to disclose personally identifiable information to other students in the course, via electronic tools like email or web-postings, where relevant to the course. Examples include online discussions of class topics and posting of student coursework. All students are expected to respect the privacy of each other by not sharing or using such information outside the course.

Electronically-hosted Components: https://maityst501.wordpress.ncsu.edu/

Accommodations for Disabilities

Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, students must register with the Disability Services Office at Suite 2221, Student Health Center, Campus Box 7509, 919-515-7653. For more information on NC State’s policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation (REG 02.20.01).

Non-Discrimination Policy

NC State University provides equality of opportunity in education and employment for all students and employees. Accordingly, NC State affirms its commitment to maintain a work environment for all employees and an academic environment for all students that is free from all forms of discrimination. Discrimination based on race, color, religion, creed, sex, national origin, age, disability, veteran status, or sexual orientation is a violation of state and federal law and/or NC State University policy and will not be tolerated. Harassment of any person (either in the form of quid pro quo or creation of a hostile environment) based on race, color, religion, creed, sex, national origin, age, disability, veteran status, or sexual orientation also is a violation of state and federal law and/or NC State University policy and will not be tolerated. Retaliation against any person who complains about discrimination is also prohibited. NC State’s policies and regulations covering discrimination, harassment, and retaliation may be accessed at http://policies.ncsu.edu/policy/pol-04-25-05 or http://www.ncsu.edu/equal_op/. Any person who feels that he or she has been the subject of prohibited discrimination, harassment, or retaliation should contact the Office for Equal Opportunity (OEO) at 919-515-3148.

N.C. State University Policies, Regulations, and Rules (PRR)

Students are responsible for reviewing the PRRs which pertain to their course rights and responsibilities. These include http://policies.ncsu.edu/policy/pol-04-25-05 (Equal Opportunity and Non-Discrimination Policy Statement), http://oied.ncsu.edu/oied/policies.php (Office for Institutional Equity and Diversity), http://policies.ncsu.edu/policy/pol-11-35-01 (Code of Student Conduct), and http://policies.ncsu.edu/regulation/reg-02-50-03 (Grades and Grade Point Average).

Course Schedule

NOTE: The course schedule is subject to change.

Probability: axiomatic foundations; combinatorics; conditional probability and independence (4 lectures)
Random Variables: discrete random variables; continuous random variables; functions of random variables (4 lectures)
Joint distributions: discrete and continuous bivariate distributions; conditional distributions and independent random variables; functions of multiple random variables (4 lectures)
Expected values: mean, variance and higher moments of random variables; covariance and correlation; conditional expectations and prediction; moment generating functions (4 lectures)
Limit Theorems: law of large numbers; concepts of convergence of random variables; central limit theorem, Delta method (6 lectures)
Sampling Distributions (chi-square, t and F distributions); Point Estimation (topics covered if time permits)