36-326/727: Probability and Statistics II


Time/Place: 10:30--11:20 MWF PH 226C
Instructor: Larry Wasserman
Department of Statistics
Carnegie Mellon University
(412) 268-8727
larry@stat.cmu.edu

Office Hours: by appointment
228A Baker Hall

Teaching Assistant: Kinman Au

TA Office Hours: Thursdays 5:00 - 7:00 DeGroot Library BH 229

Get a postscript previewer: Ghostview

***** PRACTICE TEST 3 *****

***** PRACTICE TEST 2 *****

***** Solutions for PRACTICE TEST 2 *****

***** PRACTICE TEST 1 *****

***** Solutions for PRACTICE TEST 1 *****

***** Solutions for test 1 *****

Test Dates:


Test 1: Friday February 14
Test 2: Friday March 14
Test 3: Friday May 2

Syllabus

Syllabus in Postscript

Lecture Notes

Chapter 14 (Postscript)

Chapter 15 (Postscript)

Chapter 16 (Postscript)

Chapter 17 (Postscript)

Chapter 18 (Postscript)

Chapter 19 (Postscript)

Chapter 20 (Postscript)

Chapter 21 (Postscript)

Chapter 22 ** updated March 20 ** (Postscript)

Chapter 23 ** updated April 10 ** (Postscript)

Chapter 24 Updated Apr 15 (Postscript)

Homework

Homework 1 Due Friday January 17

Homework 2 Due Friday January 24

Note: If you downloaded homework 2 before 1:00 p.m. Sunday please download it again.

R code that is useful for homework 2

Homework 3 Due Friday January 31

Homework 4 Due Friday February 7

Homework 5 Due Friday February 28

Homework 6 Due Monday March 10

Addendum to Homework 6

Homework 7 Due Friday April 4

Homework 8 Due Monday April 14

Homework 9 Due Monday April 28

*** Important Note about Homework 9 *** Please download a fresh copy of the questions from here: Questions Here

Spam Data in SVlight format (thanks to Rob Reeder)

Spam Data in SVlight format (best 10 covariates)

Corrected version of Problem 13

Solutions

Homework 1 solution

Homework 2 solution

Homework 3 solution

Homework 4 solution

Homework 5 solution

Homework 6 solution

Homework 7 solution

Homework 8 solution

R stuff

Download R

Introduction to R (Postscript)

Introduction to R (pdf)

R for Beginners by Emmanuel Paradis (Postscript)

R for Beginners by Emmanuel Paradis (pdf)

handy R reference card (Postscript)

handy R reference card (pdf)

How to manipulate matrices in R

Cari Kaufman's modified bandwidth function: allow you to get the risk as a function of bandwidth

Notes on R

Nonparametric regression in R

Data

Forensic Glass Data

Spam Data