Probability and Statistical Inference · Statistics
20% HW for every class, difficult to do perfectly but not unreasonable or overly time-consuming. 20% each for two midterms: very tough, but if you know the problems from the book it doesn't have to be too bad. 40% final: wasn't too bad, but it covered so much material it was impossible to be on top of everything.
Weekly homework (long), 3 quizes (1 pop-quiz, 2 announced), midterm, final, and a group presentation on a topic of our choice from the book.
He gave us 3 homeworks, that each would have taken a pretty long time if I didn't have the solutions manual, but would have totally been doable. Anyway, THERE ARE ONLY 3 HOMEWORKS, maybe a couple more if he remembers to fit them in, so you have plenty of time to do them. One midterm, one final, both very short, very easy. On both there will be a definitions section and a basic application of Bayes Theorem. In addition, the midterm will have some basic calculations with random variables, maybe a counting question, and a couple general distribution questions (find the constant c, are these independent, what is the marginal distribution, that kind of stuff). There also should be one slightly trickier problem where you just need to write things out and expand until it makes sense. The final, along with the questions previously mentioned, will have a couple binomial distribution questions, and some random calculations with expectations and variances and whatnot. Nothing too bad.
Problem sets due EVERY SINGLE CLASS. That's right, every Monday and every Wednesday. They're usually around ten questions from the textbook, some of which are pretty straightforward, some of which can be pretty challenging. The problem sets won't play such a big role in your final grade though. It's really about the midterm which covers all of probability and the final which covers all of statistics (it's not cumulative). They were both eight questions and were tough but not impossible.
As an undergraduate who took this class for practical reasons, I can say this: if you are not excellent at either statistics or rigorous math, expect a low grade in Davis' class (in the B/B+ range if you work hard). This is particularly painful because it's a six-credit class. That being said, if what is important to you is to understand the material thoroughly, and you're willing to suffer a little and get a low grade- take this class. Prof. Davis is an excellent lecturer. He teaches more or less out of the book, but is very clear and his examples are great. He also covers an unimaginable amount of material- partly by filling every minute of his three-hour lectures, and often going 5-10 minutes overtime (which can be exasperating, but I appreciate the fact that he's giving his students their money's worth). So after this class, you'll definitely feel that you've learned a ton. It should also be said that Prof. Davis is very nice and approachable. He has a kind of dry humor that may sound like a put-down, but he really wants his students to do well and was open to ideas. In this section (not sure if this is always true), indeed the vast majority (around 65/70 I'd estimate) were grad students in statistics, which definitely threw off the curve and made it very hard to get anywhere near the average on tests (not to mention homeworks, where the average was probably in the high 90…
My comments on 4109 in general as well as this particular class: If you can avoid taking 4109, do it. At all costs. Take 4105 and 4107. Not only will you have a more diversified group of students and therefore a more normal distribution of grades, you will have more time to actually learn the material (it's a lot!). In any given 4109 class, you'll find about 85-90% of the students are Chinese, half of which have already taken the material (maybe not all, but a majority of it) in their undergrad program. So don't plan on getting an A in this course unless you already know the material walking into the class on day 1. It's possible, but very difficult. Oh, and then there's the cheating. The MA Stats program is rife with cheating (the Chinese!), and this class was no exception. In every quiz or exam there was a constant flow of whisperings in Mandarin. Some of the more cavalier students even took out their cell phones to search topics or formulas during the actual test! Also, if you don't sit in the first few rows of the class, expect to want to punch half the students around you for constantly chatting (also in Mandarin). The professor can't hear them beyond the first few rows, so unless you mention the issue to him he won't do anything. My comments on Victor: When you boil everything down, Victor is considerate, fair, but a bit disorganized. The lectures consist of him putting…
Worth noting before taking this course is that it is mainly taken by graduate students. This has pros and cons: the main pro is (perhaps) that there are a lot of students in the class who don't really seem to care. Sometimes this may be because some of their English isn't stellar; the main con, however, is that this might also be because they already know the material really well. No matter, though, because honestly this was one of the easier classes I have taken here at Columbia. The material totally has the potential to be really hard, but there is a solutions manual that you can Google for the homework, and the exams were the easiest exams I have taken since high school, no joke. They were almost offensively easy. BIG BIG BIG word of advice: Sobel never says this in class, but he will ask A LOT of definitions on exams (literally 25% of the final was f***ing definitions). DEFINITELY know the axioms of probability, that was asked on both the midterm and the final. Sobel himself is not the most personable man you will ever meet. He tended to be really snappy when people asked questions in class, unless of course you're an attractive female. Moreover, he is honestly an awful teacher. I learned approximately 0% of the material from actually attending class, and ended up teaching myself all of the material, which, I reiterate, was honestly not too bad. In class he tends to do a l…
Think long and hard before taking this class. Not because it's bad, but because it requires a serious commitment of your time and effort. This class is really two classes in one -- it covers two semesters of material (all of 3105/4105 and all of 3107/4107) plus the classes are 2hr 45min twice a week. Also, it's impossible to get ahead of your work, because there's always another problem set due in just a few days (see the workload below). Of course, it's also worth six credits, so you'll be rewarded for your efforts, especially if you can pull off a good grade. But just appreciate how long you'll be spending in each class and doing problem sets and just generally doing probability/statistics. In addition, IMO, the fact that this class goes at double-speed makes it more than twice as difficult. For example, if you were to ever miss a class or ever be unfocused during class, you're suddenly way behind. Furthermore, there's less time to let the often difficult concepts sink in before you've moved onto concepts which build on top of those concepts. If you're confused about anything, going to office hours is very important, otherwise you may stuck behind for a while. Two other important details to realize about the class: (1) It's almost entirely master's students, many of them getting master's in statistics. So the people in this class are bound to be pretty smart and you can't re…
The grade was computed as follows: 20% Homework - The great majority of the class gets 100% on every assignment, so not getting perfect scores will negatively impact your grade in the class. 20% Midterm 1, 20% Midterm 2, 40% Final Exam - The different weights on the midterms and the final was strange because they all were three hour exams.
hI recommend taking this class with Professor Davis only if you are a master's student in the statistics department. The class is comprised almost entirely of master's students from China, which meant all the communication between the students in the classroom was in Chinese. It was class that this wasn't their first course in probability and statistics, despite this course not having any probability or statistics prerequisite, and this made the course very stressful for the few of us who were trying to learn the material for the first time. Lectures for this class went from 6:10 - 8:55 on Tuesdays and Thursdays, but Professor Davis usually ran about 10 minutes overtime. At the beginning of the semester, the lectures were completely understandable for students who didn't have background in the subject, as the material we covered at the beginning was simple enough: axiomatic probability, counting methods, conditional probability and Bayes' Theorem, continuous and discrete random variables ,and expectation. These were more or less the topics covered before the first midterm. The homework, which came straight out of the book for the entire semester, was very simplistic, with at least half the problems being silly and pointless one line computations. In other words, there really didn't seem like there was anything to worry about. Homework was assigned and due every lecture, but it…