♦
Lectures from Math/Stat 341: Fall 2016:
-
Lecture 01:
9/9/16: Introduction: click here for first day slides
click here for first day's handout
first day's video:
https://youtu.be/bzilA8-4g4w
-
Lecture 02:
9/12/16: Basketball and Birthday Problems, Russell's Paradox:
https://youtu.be/L_HbCDXqCIY
-
Lecture 03:
9/14/16: Mathematical Rigor: Countable/Uncountable, Axioms, Infinities:
https://youtu.be/ybboE1tEjGM
-
Lecture 04:
9/16/16:
Kolmogorov's Axioms, Expected Counts, Roulette, Double Plus One, Fibonacci
Numbers:
https://youtu.be/mrB6N7MjYt8
-
Lecture 05:
9/19/16: Binomial Coefficients, Proof by Story, Tic-Tac-Toe, Derangement:
https://youtu.be/giH2MTZIU0E
-
Lecture 06:
9/21/16: Trump splits, derangements, generating
functions:
https://youtu.be/MrvXpJJikEA
-
Lecture 07:
9/23/16: Coding: Video:
https://youtu.be/JMhkq_bczKk
Click here for the Mathematica
code
Click here for a pdf
-
Lecture 08:
9/26/16:
Conditional Probability and Independence:
https://youtu.be/SVhyQiITN1c
-
Lecture 09:
9/28/16: Bayes Rule, Simpson's Paradox and Inclusion-Exclusion:
https://youtu.be/jPCkKyDbbpY
-
Lecture 10:
9/30/16: ABBA, Cookie Problem, Multinomials, Binomial Identities,
Circular Orderings:
https://youtu.be/FEZFoli4Rs4
-
Lecture 11:
10/3/16:
Introduction to Random Variables:
https://youtu.be/TV3o8QNZiFQ.
-
Lecture 12:
10/5/16:
Introduction to expectation, moments, Taylor series, Moments:
https://youtu.be/QYm0BeFd4LY
-
Lecture 13:
10/7/16: No class: Mountain Day
-
Lecture 14:
10/10/16: No class: Reading Period
-
Lecture 15:
10/12/16: No class: Yom Kippur: From years earlier: Josh McNutt
'99 on analytics in the NBA:
http://youtu.be/osTQa4Utd_g
-
Lecture 16:
10/14/16: Joint
Probability Density Functions, Marginal Distributions, Convolutions, Linearity
of Expectation (10/14/15): http://youtu.be/gQzorseWuVc
-
Lecture 17:
10/17/16:
Linearity of Expectation, Differentiating Identities:
https://youtu.be/JnvVO0yymJs (video from '15 with additional examples:
https://youtu.be/YF0v4O9dwyc).
-
Lecture 18:
10/19/16: Marriage Problem, Poisson Random Variables:
https://youtu.be/dafvzF66vzY (code
here)
-
Lecture 19a:
10/21/16: Coding Practice: Card Game, Marriage Problem:
https://youtu.be/7QgjEnytnFc (given in class)
-
Lecture 19b:
10/21/16: Envelope Problem, Expected Value of a Product, Multiplicative Convolution,
Variances, CDF Method:
https://youtu.be/_hm1gOJT2WQ (Video from 2015).
-
Lecture
20: 10/24/16:
Normal Random Variables, Sums of Independent Normal Random Variables, Polar
Trick:
https://youtu.be/nxp3dvvG7MA
-
Lecture
21: 10/26/16: Sums of Normal Random Variables, Gamma Function, Chi-square
Random Variables:
https://youtu.be/_psbkwFPd94
-
Lecture
22: 10/28/16: Pythagoras at the Bat:
https://youtu.be/PIQelk32SKQ (Slides)
(2015 version
-
Lecture
23: 10/31/16:
Distributions, Markov's Inequality, Chebyshev' Inequality:
https://youtu.be/EV02Od8OVzE
-
Lecture
24: 11/2/16:
Markov's & Chebyshev's Inequalities, Divide and Conquer, Newton's Method,
Stirling's Formula:
https://youtu.be/cUD7PalcrXY
-
Lecture
25: 11/4/16: Stirling's Formula, Weak Law of Large Numbers, Poisson Random
Variables:
https://youtu.be/JSx7PTZzoiE
-
Lecture
26: 11/7/16:
Method of Least Squares: https://youtu.be/cgGSdVxp8N8
-
Lecture
27: 11/9/16: CLT from Tossing Fair
Coin:
https://youtu.be/NlABhZo5OEA
-
Lecture
28: 11/11/16: M&M Game:
https://youtu.be/DFobthridWI
-
Lecture
29: 11/14//16: Generating Functions I:
https://youtu.be/DQNhhNNhwy8
-
Lecture 30: 11/16/16: Generating and Moment Generating Functions:
https://youtu.be/xzvOVQKo_Qo
-
Lecture
31: 11/18/16: Poisson MGF,
Proof of CLT for Poissons, Proof of CLT modulo results from Complex Analysis:
https://youtu.be/qRR73ScAOOc
-
Lecture
32: 11/21/16: Analysis in Probability: https://youtu.be/AGQWvtlGj30
-
Lecture
33: 11/28/16: Monte Carlo
Integration, Buffon's Needle:
2015 video:
https://youtu.be/kVNQvzZKfQE; 2016 video:
https://youtu.be/3CFnmkiteBs
(issues having simulation display).
-
Lecture
34: 11/30/16:
Benford's
law of Digit Bias: 2015 version: https://youtu.be/ATqiJUUcWFg
(slides here)
-
Lecture
35: 12/02/16:
Introduction to Random Matrix Theory: 2015 version:
https://youtu.be/qsalf_YH1qs (slides
here)
-
Lecture
36: 12/05/16: No class due to exam
-
Lecture
37: 12/07/16: Zeckendorf
Decompositions: 2015 version:
(slides here):
Zeckendorf Decompositions:
https://youtu.be/CjwDcsoigdE
-
Lecture
38: 12/09/16:
More Sum Than Difference Sets
(Spring 2015): http://youtu.be/gub8TS11Fr4
and slides:
slides for MSTD set lecture
♦
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.)
♦
Links to lectures from 2013 (starts with Lecture 10 unfortunately)
♦
Interesting news articles involving math (see also the
course disclaimer about not suing me!)
♦
Interesting videos
♦
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!