CIS 2033: Introduction to Computational Probability and Statistics, Section 003

Professor

Dr. Yuhong Guo

Office: 374 SERC
E-mail: yuhong@temple.edu
Web page: Dr. Yuhong Guo
Course page: CIS 2033

Teaching assistant (section 003)

Djordje (George) Gligorijevic

Office: 334 SERC
Office phone: +1 215 204 5376
E-mail: gligorijevic@temple.edu

Office hours for Spring 2015:

  • Tuesday: 12:00am- 1:30pm
  • Wednesday: 1:20pm – 2:50pm

Assignments Policy

You will be given several assignments. These should be submitted to Teaching assistant directly or via email in a timely fashion. Assignments should be submited each week before (or at the beggining) the labs by the due date for the respective assignment.

Lab Assignments

There will be approximately 5 Lab assigments for which you will be given 2 weeks to complete and each will be worth 10 points. Lab assignments will include everything that was covered before the last lab assignment.

Homework Assignments

Late submissions of homework are not allowed! However, individual exceptions will only be granted in the rarest of circumstances. Appeals to accept late homework should be directed by email to the instructor, and should typically be accompanied by appropriate documentation (e.g. doctor’s note).

Unless otherwise specified, homework may not be done in groups

Homework problems will be discussed on the labs on the day the homework was due. It is highly recommended to take notes during homework discussion as you will not have your homework with you.

Lab Materials

Introduction to MATLAB presentation:

Obtain MATLAB software:

MATLAB Site Licensed Software

MATLAB materials from labs:

Lab 1 code, introduction to MATLAB.
Lab 2 code, outcomes, events and probability.
Lab 3 code, conditional probability and independence.
Lab 3 coincident birthday problem code
Lab 3 Monty Hall code
Lab 3 Monty Hall 2 code
Lab 4 code, Discrete random variables
Lab 5 code, Continuous random variables
Lab 6 code, Simulation
Lab 7 code, Expectation and variance
Lab 7 data, 100 stations precipitation
Lab 8 code, Expectation and variance, contd.
Lab 8 code, Joint distributions and independence
Lab 9 code, excercises.
Lab 10 code, Covariance and correlation.
Lab 10 solution code, Covariance and correlation.
Lab 10 demo5.mat data
Lab 11 code, Poisson process.
Lab 11 solution code, Poisson process.
Lab 11 poiss.mat data
Lab 11 norm.mat data
Lab 12 code, Poisson process, Graphical and Numerical summaries.
Lab 12 solution code, Poisson process, Graphical and Numerical summaries.
Lab 12 poiss.mat data
Lab 12 norm.mat data
Lab 12 oldfaithful.txt Old Faithful data
Lab 12 software.txt Software reliability data
Lab 12 drilling.txt Drilling in rock data
Lab 12 jankahardness.txt Janka hardness of Australian timber data
Lab 13 code, Basic statistical models, Unbiased estimators.
Lab 14 code, Maximum likelihood.
Lab 14 unif.mat data
Lab 14 norm.mat data

Solutions of lab assignments:

Solutions will be available between semesters.

Usefull slides:

Lab 3 slide, conditional probability and independence.

Usefull probability links:

Bayes rule in an animated gif article (visualising dependence of having a disease and having a positive test to it).
Three birthday problem explained.
Formula For the Sum Of the First N Squares – Proof, for Homework 10.

Homework and Lab Assignments

Week

Date

Topic

Homework

Due time

Lab Assignment

Due time

1

01/16

Introduction to MATLAB

2

01/21

Chapt. 2: Outcomes, events, and probability

3pm on Jan. 21

3

01/28

Chapt. 3: Conditional probability and independence

3pm on Jan. 28

4

02/04

Chapt. 4: Discrete random variables

3pm. on Feb. 4

5

02/11

Chapt. 5: Continuous random variables

3pm. on Feb. 11

3pm. on Feb. 18

6

02/18

Chapt. 6: Simulation

3pm. on Feb. 18

3pm. on Mar. 11

7

02/25

Chapt. 7: Expectation and variance

3pm. on Feb. 25

8

03/04

Spring break

9

03/11

Chapt. 9: Joint distributions and independence

3pm. on Mar. 11

3pm. on Mar. 25

10

03/18

Chapt. 10: Covariance and correlation

3pm. on Mar. 25

11

03/25

Chapt. 10: Covariance and correlation

3pm. on Apr. 8

12

04/01

Chapt. 12: The Poisson process

3pm. on Apr. 1

13

04/08

Chapt. 15: Data analysis: graphical summaries

Chapt. 16: Data analysis: numerical summaries

3pm. on Apr. 8

3pm. on Apr. 22

14

04/15

Chapt. 17: Basic statistical models

Chapt. 19: Unbiased estimators

15

04/22

Chapt. 21: Maximum likelihood

Chapt. 22: The method of least squares

Chapt. 20: Efficiency and mean squared error

3pm. on Apr. 15

16

04/27

Final review

1pm. on Apr. 27

Textbook

Main textbook:

  • A Modern Introduction to Probability and Statistics. By Dekking, F.M., Kraaikamp, C., Lopuhaa, H.P., Meester, L.E. Springer 2007, ISBN: 978-1-85233-896-1

Reference textbooks:

  • Probability and Statistics for Computer Scientists, Second Edition, by Michael Baron, Chapman and Hall/CRC 2013, ISBN: 978-1-4398-7590-2
  • Introduction to Probability, 2nd Edition. By Dimitri P. Bertsekas, John N. Tsitsiklis
  • The Cartoon Guide to Statistics. By Larry Gonick, Woollcott Smith
  • How to Lie with Statistics. By Darrell Huff, Irving Geis