STA 371G

Basic Information

• Instructor: Mingyuan Zhou, Ph.D., Assistant Professor of Statistics
  
• Office: CBA 6.458 (Six floor, on the east side of the building that faces the entrance of Gregory Gym)
• Email: mingyuan.zhou@mccombs.utexas.edu
• Phone: 512-232-6763
• Website: http://mingyuanzhou.github.io/
• Office Hours: Monday & Wednesday 5:00-6:00 PM. Welcome to come by my office at other times as well.
• Teaching Assistant:
  • Quan Zhang, quan.zhang@mccombs.utexas.edu, IROM PhD Student, Office Hours: Tuesday, 3:30 to 5:00 pm, CBA 4.304A
• Midterm Exam #1: UTC 2.102A, 6:45-9:00 pm, Wednesday, 10/10/2017
• Midterm Exam #2: GSB 2.124, 6:45-9:00 pm, Wednesday, 11/14/2017
• Final Exam: THURSDAY, DECEMBER 13, 7-10 PM, BEL 328
• Makeup Final Exam: FRIDAY, DECEMBER 14, 2-5 PM, MEZ 2.122

Syllabus

syllabus_STA371G_Fall2018.pdf

Outline (Day by Day, updated one day before each class)

outline_STA371G_2018.pdf

Class Notes

• Review of Basic Probability and Statistics
  • 1.1 Random Variables and Probability Distributions
            Jan14_NameLength.R
    
  • 1.2 Normal and Binomial Distributions
    Lecture note 3 / Lecture note 4
            PlotNormal.xlsx, TestScore.xlsx, plotNormal.R
    
  • 1.3 Estimation and Sampling Distributions
            SamplingDist.R, StudentT.R
    
• Simple Linear Regression
  • 2.1 Least Squares Estimation
            House_SLR.xls, House_SLR.R, BaseBall_SLR.xls, BaseBall_SLR.R, RunsPerGame.txt
    
  • 2.2 Covariance and Correlation, Goodness of Fit
            House_Corr.xls, House_Corr.R
    
  • 2.3 Model Assumptions
            Stock.xls
    
  • 2.4 Sampling Distributions and Confidence Intervals for Regression Parameters
• Multiple Linear Regression
• 3.1 Multiple Linear Regression
          AutoMPG_MLR.xls, AutoMPG_MLR.R, ScatterPlotAuto.pdf                   Baseball_MLR.xls, Baseball_MLR.R, ScatterPlotBaseball.pdf        Supervisor_MLR.xls,   NBeer_MLR.xls
  
• 3.2 Dummy Variables and Interactions
          BankSalary.xls, BankSalary.R, SalaryData.txt                                     MidCity.xls, MidCity.R, MidCity.txt
  
• 3.3 Diagnostics and Transformations
          Anscombe.xls, Anscombe.R                                                                         Telemarketing.xls, Telemarketing.R, Telemarketing.txt                                     GPA.xls                                                                                                           MPG_Auto_Log.R                                                                                                           OrangeJuiceSale.xls, OrangeJuiceSale.R, OrangeJuiceSale.txt
  
• Time Series
• 4.1 Fitting a Trend
• 4.2 Autoregressive Models
          Stock Closing Prices
  
• 4.3 Modeling Seasonality
• Model Selection
• 5 Model Selection
• Decision Making
• 6.1 Probability, Betting Odds and Bayes' Theorem
• 6.2 Decision Criteria and Utility Functions
• 6.3 Decision Trees
• 6.4 The Value of Information
• Simulation
• 7.1 Introduction to Monte Carlo Simulation
          Market_Simulation_imcomplete.xls, Market_Simulation.xls, RollaDie.R, Roll2Dice.R,         Simulate_Pi.xls, Simulate_Pi.R,         Simulation.R
  
• 7.2 Introduction to Monte Carlo Simulation: Examples
          Simulation2.R
  

Homework and Case Study (about eight in total)

• Homework Assignment 1, Solution, Due in Class on Wednesday, 09/12/2018
• Homework Assignment 2, Solution, Due in Class on Wednesday, 09/19/2018
• Homework Assignment 3, Solution, Amore.R, Due in Class on Wednesday, 09/26/2018
• Homework Assignment 4, Solution, Due in Class on Monday, 10/08/2018
           Price and Sales, Waite First Securities, Milk and Money
  
• Homework Assignment 5, Solution, Due in Class on Wednesday, 10/24/2018
           Profits.csv, RunsPerGame.csv, zagat.csv, Orion Bus Industries
  
• Homework Assignment 6, Solution, Due in Class on Wednesday, 10/31/2018
           MidCity.csv, Profits.csv, AutoMPG.csv, Oakland_A.xls, Oakland_B.xls
  
• Homework Assignment 7, Solution, Solution_Excel, Due in Class on Monday, 11/12/2018
           Northern Napa Valley Winery
  
• Homework Assignment 8, Solution, Due in Class on Wednesday, 11/28/2018
• Homework Assignment 9, Solution, Due in Class on Monday, 12/10/2018

Topic Summaries

• Topic Summary for Exam #1
• Practice Exam for Midterm Exam #1 (Solution posted in Canvas/files)
• Another Practice Exam for Midterm Exam #1, (Solution posted in Canvas/files)
• Topic Summary for Exam #2
• Topic Summary for the Final Exam
• Practice Questions for the Final Exam (Solution posted in Canvas/files)
• In Class Quiz Questions