4 Inequalities and Asymptotics

  • Start: Monday, February 15
  • End: Friday, February 19

4.1 Summary

This will be our last week reviewing probability concepts. First we’ll look at some useful inequalities. Then we will discuss asymptotics, leading to the central limit theorem.

4.2 Learning Objectives

After completing this week, you are expected to be able to:

  • Provide bounds on probabilities using well known inequalities.
  • Understand the difference between convergence in probability and distribution.
  • Understand the central limit theorem.
  • Approximate probabilities based on asymptotic normality.
  • Understand the weak law of large numbers.
  • Use the delta method.

4.3 Reading

Source Section
Wasserman 4.1 - 4.4
Wasserman 5.1 - 5.7
Evans and Rosenthal 3.6
Evans and Rosenthal 4.1 - 4.6
Marden 8.1 - 8.7
Marden 9.1 - 9.5

4.5 Assignments

4.6 Office Hours

Staff and Link Day Time
Zoom with David Monday 7:00 PM - 8:00 PM
Zoom with Rentian Wednesday 7:00 PM - 8:00 PM
Zoom with David Thursday 7:00 PM - 8:00 PM
Zoom with Rentian Friday 7:00 PM - 8:00 PM
Piazza Any! Any!