Probability =========== 1. Basic Probability * probability rules (inclusion-exclusion, complement, difference) * conditional probability, tree diagrams, multiplication rule * sampling with and without replacement * total probability, independence * Bayes' rule 2. Random Variables * discrete RV's - pmf, cdf * Bernoulli, Binomial, and Geometric distributions * continuous RV's - pdf, cdf * Uniform, Gaussian, and Exponential distributions 3. Expectation and Variance * formulas for discrete and continuous expectation * linearity of expectation: E[aX + bY] = aE[X] + bE[Y] * formula for variance, standard deviation * scaling and shifting of variance: Var(aX + b) = a^2 Var(X) 4. Joint Probability, Covariance, and Correlation * joint discrete probability tables * joint pdf's and double integration * covariance and correlation formulas (discrete or continuous) * independence implies uncorrelated, but uncorrelated does NOT imply independent! * Var(X + Y) = Var(X) + Var(Y) + 2 Cov(X, Y) Statistics ========== 1. Statistics and Sampling Distributions * what is a sample and realization of a sample? * mean and variance statistics * order statistics (median, quantile, IQR) * know the expectation and variance of the mean statistic 2. Estimation, Bias, and Variance * what is a parameter, and what is an estimator? * what is bias, and what does it mean to be unbiased? * bias and variance of the mean statistic for Gaussian and Bernoulli 3. Confidence Intervals * what the "alpha" value means * Normal approximation vs. Student's t distribution * what the critical values mean (z and t) * what all of the components in the formulas for Ln and Un are 4. Hypothesis Testing * what the H0 and H1 hypotheses are, and what it means to "reject H0" * significance level, critical value, and p-value * one-sided tests, greater than or less than * how to do a t-test for testing the mean statistic of a single sample * how to do a t-test for testing the difference in means of two samples