Probability Theory · Statistics
Run. If he ever teaches this class again, either take another probability course or take it another semester with someone else. Right now since I am taking subsequent courses in the stats department, I realize the Professor never covered many important concepts that are supposed to be taught in Probability Theory, like Chi-square and some other important distributions, Central Limit Theorem, Law of Great Numbers... It's a pain.
Not much, the content is significantly easier than that of other classes
6 psets each take like ~5 hours, two midterms both pretty similar to practice exams, and final also similar to practice exam. final is basically non cumulative
The material of the course is difficult and requires substantial time studying outside of class and working on psets, especially if you only have taken Analysis I. Most questions assigned are optional, but the required questions alone are enough to test if you have a rigorous understanding. However, Karatzas is very approachable during office hours and helped students review their solutions every time.
Please dont take this class. he's a fine person, it's just that the stats department at this school is so absurdly bad it's ridiculous.
A problem set every week, as usual start it early. Challenging midterm and final that were graded generously. Neel is good at finding instructional hw problems and designed parts of the midterm to be similar to the hw, so if you can do all of the hw on your own you're set.
Biweekly homeworks, 2 midterms and a final. Curving is generous
Her quizzes and exams are kind of meta, there would always be a couple questions above the difficulty level of the in-class and homework problems. Midterm median was 80%, final median was 50%. However, I think she curved generously. I scored 97.5-100% on all homeworks, 100% on the midterm, 90% average on the quizzes, and a 50% on the final (rip) and recieved a final grade of 96 (A). My advice would be to skip the lectures, look at the slides concurrently with the textbook, and complete all the practice + homework problems.
Discrete and continuous random variables, expectation, variance, conditional expectation, probrablity
Homework would take minimum 8 hours. Expect to have to read the textbook on your own and use other tools to learn the material.