Exercises, links to additional notes, announcements about the course, etc. will appear here.

Questions 1 and 2 from the final exam, with answers

Midterm with answers

Plot of cdf of midterm grades

Exercises on estimation, testing.

This exercise need not be handed in, though if it is handed in Tuesday it will be graded before the midterm on Thursday. An answer sheet for it will be available Wednesday.

Answers to the first two problems.

Explanatory note on 2c

Lecture notes: Models, parameters, likelihood. Mechanics for the Standard Normal Llinear Model

Exercise due Tuesday, 10/16

Answer, mainly to part (d)

Problem set due Tuesday, 10/9

Explanatory note on question 4 (matrix decompositions)

Answer sheet for the problem set

Notes on quantiles, normal approximation, etc.

Answers to exercise due 9/25

Problems 3 and 4 only, since problems 1 and 2 seemed not to cause difficulty.

Notes on distributions, with an exercise

Exercise, at end of the notes, is due Tuesday, 10/2.

Notes on Conditional Expectation

Corrects the definition given in lecture. Gives some examples of computations.

Exercise due Tuesday, 9/25

Probability and expectations. A correction has been made to 4(c). (9/22, 10:50PM)

Notes for 9/18 lecture

Probability examples; Distribution Functions

Notes for 9/13 lecture

Probability and Expectation

Constructing yield profiles from puts and calls

Includes an exercise that need not be handed in. Corrects an error in the lecture.