STA 9715 - Notes

Supplemental course notes will be posted here.

Week 1: Foundations of Probability

Quanta Magazine: “Perplexing the Web, One Probability Puzzle at a Time”
WIRED Magazine: “Statistician Answers Stats Questions From Twitter | Tech Support”
- More Jeff Rosenthal
Harvard STAT 110 Playlist
- This is the course on which our textbook (BH) is based

Week 2: Conditionality and Marginality

The YouTube channel 3blue1brown makes excellent ‘explainers’ about a variety of mathematical topics. Check out his videos on Bayes’ rule:
- The Geometry of Changing Beliefs
  - See also A Quick Proof of Bayes Theorem
- The Medical Test Paradox
Conditioning: The Soul of Statistics
Notes on Expectations

Week 3: Discrete Probability

Notes on Discrete Distributions

Week 4: From Discrete to Continuous Random Variables

Notes on Continuous Random Variables

Week 5: Heavy Tails

Notes on Tails of Distributions and Implications for Statistical Inference

Week 6: Random Vectors

Week 7: Covariance and Correlation

Notes on Covariance

Week 8: The Multivariate Normal Distribution and its Progeny

Week 9: Probability, Polling, and Prediction

How the Washington Post Estimates Outstanding Votes for the 2020 Presidential Election

Week 10: Perils and Paradoxes in Expectations

Week 11: Probability Inequalities and Limit Theorems

Week 12: Distributional Limits and the Central Limit Theorem

Week 13: Concentration of Measure: Generalized Limit Theory

Week 14: Computing with Randomness

Exam Materials