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Lectures from Math/Stat 341: Fall 2015:
-
Lecture 01:
9/11/15: Introduction: click here for first day slides
click here for first day's handout
first day's video: https://youtu.be/URenWxlXHBQ
-
Lecture 02:
9/14/14: Click here for slides,
Day the music died, HW, birthday problem, basketball game:
https://youtu.be/VSOAXnBaDws
-
Lecture 03:
9/16/15: Basics of Set Theory, Russell's Paradox,
Countable/Uncountable, Basic Probability, Wish List for Probability, Sniffing
out Formulas: https://youtu.be/bkGZ62RNQSA
- Lecture 04: 9/18/15: Kolmogorov Axioms of Probability, Implications of
Axioms, Factorial Function, Binomial Coefficients, Proofs by Story:
https://youtu.be/5a75Ta-0f3o
- Lecture 05: 9/21/15: Counting and probability (tic-tac-toe, poker hands,
bridge), binomial theorem:
https://youtu.be/pJ7RXimgBBo
- Lecture 06: 9/23/15: Basic coding in Mathematica:
https://youtu.be/wUC-iUsZL6M
- Lecture 07: 9/25/15: Fibonacci Numbers, Binet's Formula, Double Plus 1:
https://youtu.be/ltR19jRU8wA
- Mathematical Modeling Lectures: From Spring 2015
- Lecture 08: 9/28/15: Conditional Probability, Independence and Bayes
Theorem: https://youtu.be/7tYdnrMmMd4
- Lecture 09: 9/30/15: ABBA and Combinations, Partitions,
Inclusion-Exclusion:
https://youtu.be/V0jgvAVj-Lw
- Lecture 10: 10/2/15: Inc-Exc Example, Circular Orderings, Mississippi
Words, Cookie Problem:
https://youtu.be/esi25VbpKms
- Lecture 11: 10/5/15: Introduction to Discrete and Continuous Random
Variables:
https://youtu.be/hfhPh14ExMA
- Lecture 12: 10/7/15: Taylor Series and Applications, Moments:
https://youtu.be/w_lTjpY4I3s
- Lecture 13: 10/14/15: Joint Probability Density Functions, Marginal
Distributions, Convolutions, Linearity of Expectation:
http://youtu.be/gQzorseWuVc
- Lecture 14: 10/19/15: Prizes in a Box Problem, Differentiating Identities,
Geometric Random Variable, Linearity of Expectation:
https://youtu.be/YF0v4O9dwyc
- Lecture 15: 10/21/15: Back to the Future Lecture: Marriage Problem,
Differentiating Identities, Binomial Random Variables, Bernoulli Random
Variables:
https://youtu.be/QgmZpp5Ztyw
- Lecture 16: 10/23/15: Envelope Problem, Expected Value of a Product,
Multiplicative Convolution, Variances, CDF Method:
https://youtu.be/_hm1gOJT2WQ
- Lecture 17: 10/26/15: The Normal Distribution and Integration without
Integrating:
https://youtu.be/9zIvJahTp-I
- Lecture 18: 10/28/15: Gamma Function, Normal Distribution and Chi-Square
Random Variables:
https://youtu.be/pLK9omzuH04
- Lecture 19: 10/30/15: No class
, please watch one of the following and
answer:
State anything you learned or enjoyed in whatever video you watched. One or
two sentences suffice.
Lecture 20: 11/02/15: Sums of chi-square random variables, Markov's
Inequality:
https://youtu.be/SJ1jJMKhSUc
Lecture 21: 11/04/15: Markov and Chebyshev Inequalities, Divide and
Conquer and Newton's Method, Stirling's Formula:
https://youtu.be/5-LIXIi_QYg
Lecture 22: 11/06/15: Stirling's Formula, Poisson Random Variables and the
CLT:
https://youtu.be/9Po84qqfnzk
Lecture 23: 11/09/15:
Method of
Least Squares:
https://youtu.be/XdfieGTbhoI
Lecture 24: 11/13/15: CLT from Tossing Fair Coin:
https://youtu.be/NlABhZo5OEA
Lecture 25: 11/16/15: Introduction to Generating Functions:
https://youtu.be/4wbai2-EdFU
Lecture 26: 11/18/15: Generating Functions, Moment Generating Functions
and Examples:
https://youtu.be/UM7GnOLVRTg
Lecture 27: 11/20/15: Poisson MGF, Proof of CLT for Poissons, Proof of CLT
modulo results from Complex Analysis:
https://youtu.be/f620wNdxyQQ
Lecture 28: 11/23/15: Monte Carlo Integration, Buffon's Needle:
https://youtu.be/kVNQvzZKfQE
Lecture 29: 11/30/15: Pythagoras at the Bat:
https://youtu.be/PIQelk32SKQ (Slides)
Lecture 30: 12/02/15:
Introduction to Random Matrix Theory:
https://youtu.be/qsalf_YH1qs (slides
here)Lecture
31: 12/04/15: No class, please watch one of the following and
answer:
State anything you learned or enjoyed in whatever video you watched. One or
two sentences suffice. Obviously don't do one you've already watched (if you
did two earlier that counts, just let me know).
Lecture 32: 12/07/15: Zeckendorf Decompositions:
https://youtu.be/CjwDcsoigdE
(slides
here)
Lecture 33:
12/09/15:
Benford's
law of Digit Bias: https://youtu.be/ATqiJUUcWFg (slides
here)
Lecture
34: 12/11/15:
M&M Game:
Memoryless Processes, Geometric Series, Double Recurrences, Hypergeometric,
...:
https://youtu.be/CZGj5hV84Ok
(slides)
(paper)
♦
Lectures from Math/Stat 341: Spring 2015:
-
Lecture 01:
2/6/15: Introduction, Course Mechanics, Hedging:
http://youtu.be/pVQL4ivA08w
-
Lecture 02:
2/9/15: Hoops (and Geometric Series and Game Theory), Birthday Problem:
http://youtu.be/dmI9d-w-bM4
-
Lecture 03:
2/11/15: Paradoxes, Care with Infinities, Probability Wish List:
http://youtu.be/Mg7xZqolBKE
-
Lecture 04:
2/13/15: Axioms of Probability, Consequences, Sniffing out Formulas:
http://youtu.be/0Rp8KgWmLi0
-
Lecture 05:
2/16/15: Factorial Function, Binomial Coefficients, Poker Hands, Pascal's
Triangle Mod 2: http://youtu.be/3iLIiZ9pOlo
-
Lecture 06:
2/18/15: In Lawrence 231: Probability and Mathematical Modeling I
(slides online here):
http://youtu.be/VwiX36gkDVI
-
Lecture 07:
2/23/15: In Lawrence 231: Probability and Mathematical Modeling II
(slides online here):
http://youtu.be/Jnqud_IcfAs
-
Lecture 08:
2/25/15: Trump Splits, Conditional Probability, Bayes' Theorem:
http://youtu.be/8fYnAe7NZag
- Lecture 09: 2/27/15: Independence, Derangements, Inclusion-Exclusion,
Induction:
http://youtu.be/dXBJ5F6pi5U
- Lecture 10: 3/2/15: Basics of pdfs and Random Variables:
http://youtu.be/Y4tqpC1pFo8
- Lecture 11: 3/4/15:
Review cont/discrete RV, expectation, moments, Cauchy, Taylor:
http://youtu.be/zjwVClO1Zl8
- Lecture 12: 3/9/15: Joint pdfs, linearity of expectation:
http://youtu.be/gQzorseWuVc
- Lecture 13: 3/11/15: Linearity of expectation, variances and covariances,
power of linearity of expectation, bernoulli and binomial rv:
http://youtu.be/OtQqAjBeq-k
- Lecture 14: 3/13/15: CDF Method, Envelope Problem, Marriage Problem:
http://youtu.be/wxOlDaA_cGs
- Lecture 15: 3/16/15: Differentiating Identiteis (Geometric Series, GeomRV,
Exp RV, Poisson RV):
http://youtu.be/4EWY0U7LhX8
- Lecture 16: 3/18/15: Guest Lecturer: William Arms:
The Early Years of Academic Computing:
http://youtu.be/JoGFR4cDRu0
- Lecture 17: 3/20/15: Differentiating Identities: Binomial Distribution,
Negative Binomial Distribution, Gaussian:
http://youtu.be/10BwrNXa4qk
- Lecture 21: 4/6/15: Sums of Uniform and Normal Random Variables,
Introduction to Gamma Function:
http://youtu.be/lBYA2hs_q1U
- Lecture 22: 4/8/15:
Gamma Function, Chi-Square Distribution:
http://youtu.be/Ckp81hLLxWM
- Lecture 23: 4/10/15: Guest Lecturer: Josh McNutt '99: Math in the NBA
(business side):
http://youtu.be/osTQa4Utd_g
- Lecture 24: 4/13/15: Introduction to Statistics and Modeling:
Video from 2013 version of the talk:
https://www.youtube.com/watch?v=gFDly_6qOn4&feature=youtu.be
- Lecture 25: 4/15/15:
Markov and Chebyshev's inequalities, Divide and Conquer vs Newton's Method:
https://youtu.be/l651t8fYTpM
- Lecture 26: 4/17/15:
Stirling's formula (justification, elementary arguments, integral test,
Poisson and CLT):
http://youtu.be/4KCjy1OsxaI
-
Lecture 27:
4/20/15: CLT for random walk of fair coin tosses, intro to generating fns via
sums Poisson rvs:
http://youtu.be/OpSmk0rGJF8
-
Lecture 28:
4/22/15: More on generating functions (examples, algebra) +
standardization / change of basis:
http://youtu.be/fBMYlrUnnv8
-
Lecture 29:
4/24/15: Generating Functions III: Properties of MGF, Poisson and Normal
Example, Issues with Interchanging Operators:
- Video
issues: had to redo lecture as recording didn't take: 24 minute version
(largest block I could make today b/w meetings):
http://youtu.be/Y7NppJoRoxQ
-
Original video attempt: not sure if able to get YouTube to fix it, trying:
http://youtu.be/Mr9x1ttIaIQ (NOT optimistic)
-
Lecture 30:
4/27/15:
CLT for
Sums of Poisson RV, CLT in General:
http://youtu.be/0ftuzHhrHt0
-
Lecture 31:
4/29/15: M&M Game: Memoryless Processes, Geometric Series, Double Recurrences,
Hypergeometric, ...:
https://youtu.be/vmBUx0VhoEQ
-
Lecture 32:
5/4/15:
Monte Carlo
Integration, Buffon's needle:
http://youtu.be/xdtA0F2NKb0
- Lecture
33: 5/6/16: Complex Analysis Introduction I:
http://youtu.be/N0FRN-4neiA
- Lecture
34: 5/8/16: Introduction to
Complex
Analysis II and Probability:
http://youtu.be/SXikiKenyuc
- Lecture
35: 5/11/16: Method of Least Squares:
http://youtu.be/_L72XJXxGCc
- Lecture
36: 5/13/16:
Benford's law of Digit Bias:
http://youtu.be/jvdgvQmHf7E (video might be
hard to view: slides here:
Theory and applications of Benford's law;
as the slides are not viewable you should skim the slides first, or just go
forward a slide as you listen to the audio, and that way you'll have a sense
of when to advance. You can also watch the version I gave at Brown:
video
of a version of the talk that I gave at Brown is available here).
- Lecture
37: 5/15/16:
More Sum
Than Difference Sets:
http://youtu.be/gub8TS11Fr4
(Slides:
slides for MSTD set lecture.)
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Links to lectures from 2013 (starts with Lecture 10 unfortunately)
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Interesting news articles involving math (see also the
course disclaimer about not suing me!)
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Interesting videos
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Course disclaimer
- I may occasionally say things such as
`Probability is one of the most useful courses you can take' or 'If you know
probability, stats and a programming language then you'll always be able to
find employment'. I really should write `you should always be able to find
employment', as nothing is certain. Thus, please consider yourself warned
and while you may savor the thought of suing me and/or Williams College, be
advised against this! I'm saying this because of the recent lawsuit of a
graduate who was upset that she didn't have a job, and sued her school!