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Lectures from Math/Stat 341: Fall 2018:
-
Lecture 01:
09/07/18: Introduction:
https://youtu.be/BCVNDfUKm7I
-
Lecture
02: 09/10/18: Hoops (and Geometric Series and Game Theory), Birthday
Problem:
https://youtu.be/DwyCFhzZEkQ
-
Lecture
03: 09/12/18: Paradoxes, Care with Infinities, Probability Wish List:
https://youtu.be/6iVuKhMJY_g
-
Lecture
04: 09/14/18: Axioms of Probability, Consequences, Sniffing out Formulas:
https://youtu.be/qiek1ZM_KLE
-
Lecture
05: 09/17/18: Factorial Function, Binomial Coefficients, Poker Hands,
Pascal's Triangle Mod 2:
https://youtu.be/pEoW_hX4-oo
-
Lecture
06: 09/19/18: Probability and Mathematical Modeling I
(slides online here):
https://youtu.be/mmsChVH7o_s
-
Lecture
07: 09/21/18: Probability and Mathematical Modeling II
(slides online here):
https://youtu.be/caFcPaQp9GU
-
Lecture
08: 09/24/18: Trump Splits, Conditional Probability, Bayes' Theorem:
https://youtu.be/iQhgLd0lmv4
-
Lecture
09: 09/26/18: Independence, Derangements, Inclusion-Exclusion,
Induction:
https://youtu.be/kK7NVXvVgbs
-
Lecture
10: 09/28/18: Basics of pdfs and Random Variables, Coding:
https://youtu.be/q8BJZHkkGro (code
for aces up and pdf of code)
-
Lecture
11: 10/01/18: Review cont/discrete RV, expectation, moments, Cauchy, Taylor:
https://youtu.be/fCQlNOiHolU
-
Lecture
12: 10/03/18: Joint pdfs, linearity of expectation:
https://youtu.be/8ED51T8hdR0 (2015 lecture with detailed joint PDF
example:
http://youtu.be/gQzorseWuVc)
-
Lecture
13: 10/10/18: Introduction to Statistics and Modeling:
https://youtu.be/ws2SkSngO5g (slides
here)
-
Lecture
14: 10/12/18: Linearity of expectation, variances and covariances,
power of linearity of expectation, bernoulli and binomial, convolution:
https://youtu.be/LXbnSqpo4IE
- Lecture 15: 10/15/18: CDF Method, Marriage Problem:
https://youtu.be/1NV8w3z1cL8 (see
http://youtu.be/wxOlDaA_cGs for two envelope problem: 18mins to 19:30mins)
- Lecture 16: 10/17/18: Differentiating Identiteis (Geometric Series, GeomRV,
Exp RV):
https://youtu.be/vmdrj9m6k-c (Did the Poisson RV previous year:
http://youtu.be/4EWY0U7LhX8)
- Lecture 17: 10/19/18: Differentiating Identities: Binomial Distribution,
Negative Binomial Distribution, Gaussian:
https://youtu.be/1g9gq1OydQA
- Lecture 18: 10/22/18: Sums of Uniform Random Variables, Sums of Gaussian
Random Variables, Gamma Function:
https://youtu.be/b_ZMk0wcGzo
- Lecture 19: 10/24/18:
Gamma Function, Chi-Square Distribution:
https://youtu.be/NX_YUXKsPho
- Lecture 20: 10/29/18:
Markov and Chebyshev's inequalities, Divide and Conquer vs Newton's Method:
https://youtu.be/09iNUteadas
- Lecture 21: 10/31/18:
Stirling's formula (justification, elementary arguments, integral test,
Poisson and CLT):
http://youtu.be/4KCjy1OsxaI
-
Lecture
22: 11/2/18: CLT for random walk of fair coin tosses, intro to generating fns via
sums Poisson rvs:
https://youtu.be/kVBIVl9uDTU
-
Lecture
23: 11/5/18: More on generating functions (examples, algebra) +
standardization / change of basis:
https://youtu.be/2mDwJ3ffSlU
-
Lecture
24: 11/7/18: Generating Functions III: Properties of MGF, Poisson and Normal
Example, Issues with Interchanging Operators:
http://youtu.be/Y7NppJoRoxQ
(this is video watch at home)
-
Lecture
25: 11/9/18: Guest Lecture: Josh McNutt '99: Intro to Data Science:
https://youtu.be/3cU4YwE43Qk
-
Lecture
26: 11/12/18: M&M Game: Memoryless Processes, Geometric Series, Double
Recurrences, Hypergeometric, ...:
https://youtu.be/vmBUx0VhoEQ (slides
here)
-
Lecture
27: 11/14/18:
CLT for
Sums of Poisson RV, CLT in General, Stirling from Poisson:
https://youtu.be/kgrIXWcTs_U
-
Lecture
28: 11/16/18:
Complex Analysis Introduction I:
http://youtu.be/N0FRN-4neiA AND Coding general tic-tac-toe:
https://youtu.be/zE0zc2hACg4
(code here, code
pdf here)
-
Lecture
29: 11/19/18:
Method of Least Squares:
http://youtu.be/_L72XJXxGCc (2016 lecture)
-
Lecture
30: 11/26/18:
Monte Carlo
Integration:
https://youtu.be/eOyGU8dDbVo (2016 has Buffon's needle:
http://youtu.be/xdtA0F2NKb0):
Mathematica Program
here (pdf here)
-
Lecture 31: 11/28/18:
Benford's law of Digit Bias:
https://youtu.be/oM9O8C1y29o (slides here;
you can also watch the version I gave at Brown:
Brown talk available here).
-
Lecture 32: 11/30.18: Introduction to
Complex
Analysis II and Probability:
http://youtu.be/SXikiKenyuc
-
Lecture 33: 12/3/18:
More Sum
Than Difference Sets:
https://youtu.be/YZPgwR3e79g
(Slides:
slides for MSTD set lecture.)
-
Lecture 34: 12/5/18:
Random Matrix Theory:
https://youtu.be/SGnmEosshZg (slides
here)
♦
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:
Mathematica Program
here (pdf here)
- 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)
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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!