What This Document Is
This document comprises the first lecture notes for Probability and Mathematical Statistics I (36-700) at Carnegie Mellon University, delivered on August 29, 2016, by Siva Balakrishnan. It serves as a course introduction and syllabus overview for students enrolled in the fall semester offering.
Why This Document Matters
These notes are essential for students beginning the course. They outline key logistical information – including course webpages, Piazza access, and teaching assistant contact details – as well as crucial details regarding grading, homework expectations, and available resources like textbooks and office hours. It’s intended to be a foundational reference point throughout the semester.
Common Limitations or Challenges
This document is a starting point; it doesn’t contain the full course material. It provides an overview of topics to be covered but does not delve into the mathematical details or provide solutions to problems. It’s a guide *about* the course, not a substitute for attending lectures or completing assignments.
What This Document Provides
The notes include:
* Course website and communication platform (Piazza) links.
* Contact information for the instructor and teaching assistant.
* A breakdown of the course grading components (homework, midterms, final exam, class participation).
* A list of required textbooks: *All of Statistics* by Larry Wasserman and *Statistical Inference* by Casella and Berger.
* A high-level overview of the topics to be covered, including probability basics, concentration inequalities, the central limit theorem, point estimation, and hypothesis testing.
* An initial introduction to sample spaces, events, and set-theoretic notation.
* A statement of the axioms of probability distributions.
This preview does *not* include detailed explanations of the statistical concepts, worked examples, or the full lecture content. It is a roadmap, not the journey itself.