Political Science 200A

Fall 2015

Statistical Methods I:
Probability for Political Science
This course covers basic topics in probability, the mathematical framework developed to
help us think systematically and logically in the face of uncertainty. Uncertainty is central
to academic research. We work at the frontier of knowledge, trying to better understand
the unknown, while realizing that we are unlikely to ever reach The Unambiguous Truth.
Studying probability helps us check our natural tendency to over-simplify, to think we
know more than we do, to miss the nuance that uncertainty brings to every aspect of
political life.
Probability is also the foundation of the statistical methods political scientists use to
analyze quantitative data. Many of you will base your careers as researchers on your
ability to produce and analyze quantitative evidence. Understanding probability will
prepare you for subsequent Ph.D. level classes, and give you the foundation to continue
learning new statistical techniques long after graduate school. Others of you may be
primarily consumers of quantitative research, a large and growing segment of public, as
well as academic, discourse. Understanding probability will help you critically evaluate
statistical arguments, indeed any argument in which uncertainty plays a role.
PS 200A is designed for first-year Ph.D. students in political science. I presume that you
attended the departments Math Camp, or that if you didnt, you are comfortable with
basic calculus and algebra.
The main goal of 200A is to equip you understand the why? (not just the how?) of
conventional statistical techniques used in political science. You will find, however, that
understanding probability will also improve your ability to construct plausible theories
about politics, and better research designs to test those theories. It will deepen your
ability to critically evaluate arguments in all subfields of political science.
Course meetings: Lectures will be Tuesday and Thursday 10:30-12:15 in Bunche 4357.
There will be optional discussion meetings most Fridays (9:00-9:50, also in Bunche
4357) devoted to going over homework problems.
Office hours and contact info:
Professor
Kathleen Bawn
TR 1:30-2:30 pm
Bunche 3363
kbawn@polisci.ucla.edu

TA
Aaron Rudkin

Books: Our primary topics in 200A are very standard; most textbooks in probability or
mathematical statistics will cover them. Here are some recommended books, with
comments.
1. *Bertsekas, Dimitri and John Tsitsiklis, Introduction to Probability, 2nd ed.
2008. Athena Scientfic Press.
This book is the newest of the six listed here, and does the best job of emphasizing how
probability models are used in applied areas and of highlighting the most important
points. It also has very effective diagrams. Like most math books, its style is terse -- not
something to be skimmed.

2. Gill, Jeff. Essential Mathematics for Political and Social Research. 2006.
Cambridge University Press.
Written by a political scientist this book is intended to cover the mathematical topics
most used in political science. The last third of the book is probability theory. Good for
its poli sci examples.

3. Goldberg, Samuel. Probability: An Introduction. 1960. Dover.

An old book, available in a very inexpensive Dover addition. Written in a chattier style, it
omits fewer steps in its examples than most of the other books. Doesnt cover all the
topics we need, but likely to be helpful if you havent taken much math before. Like
learning probability from a friendly grandpa.

4. *Larsen, Richard and Morris Marx. An Introduction to Mathematical Statistics.

Any edition. Prentice Hall.
This book and the following one are widely-used texts in mathematical statistics, which
basically means statistics grounded in probability theory. Larsen and Marx offer a
broader overview than Freund; Freund covers probability in more depth.

5. *Miller, Irwin and Marylees Miller. John E. Freunds Mathematical Statistics

with Applications. Any edition. Pearson/Prentice Hall.
See L&M above.

6. *Ross, Sheldon. A First Course in Probability. Any ed. Pearson/Prentice Hall.

Another widely-used textbook, but focuses on probability as a branch of mathematics.
Lots of examples. Many of our homework problems are adapted from Ross.

I strongly recommend that you buy your own copy of at least one of the asterisked books.
If you just buy one, my choice would be Bertsekas and Tsitsiklis. I will present topics in
the same order they do. Chapter 1 is available online at http://athenasc.com/Ch1.pdf.
Homework: With any mathematical subject, the real learning happens not as you read or
listen to a lecture, but as you work on problems yourself. Homework problems will be
most weeks; they will be collected and graded. Homework grading will be based on level
of effort, but you will get feedback on the correctness of your answers.

Course Grade: Your course grade is the higher of the following two scores:
(1)

Homework
Midterm, February 12
Final Exam, March 19

30%
30%
40%

(2)

Homework
Final Exam

30%
70%

OR

Exam dates are tentative. Exam problems will be similar to those assigned as homework.
More on math preparation: You need to be comfortable with algebra and basic calculus,
including exponential and log functions, derivatives, integrals and limits. This is true in
many other graduate level political science classes, not just those in the methods
sequence. If you encountered these topics during Math Camp, or are still feeling rusty,
Id recommend Khan Academy. http://www.khanacademy.org/. The following topics are
particularly helpful:
Algebra
Systems of equations and inequalities
Exponent expressions and equations
Logarithms
Calculus
Differential calculus: Limits, Derivatives and Optimization
Integral calculus: Indefinite and Definite Integrals
If you spend time with Khan Academy, be sure that you are working problems! Khan's
videos are nice, but the problems are what will actually help you master the skills. Same
is true if you are working from a book. Frank Morgans Calculus Lite has been helpful
for students in past years, as well as Sydsaeter and Hammonds Essential Mathematics
for Economic Analysis.

PS 200A Probability for Political Science Agenda Fall 2015

Appropriate sections indicated for Bertsekas and Tsitsiklis, Introduction to Probability,
2nd ed. This schedule is preliminary; we will adjust as needed as the quarter goes on.
Week 0
Lecture 1 9/ 24
Why is probability hard? Evidence from
psychology.
Week 1
Lecture 2 9/29 B&T 1.1
I. Probability models: events, outcome, sample
space
II. Set theory basics: operations and symbols
Lecture 3 10/1 B&T 1.2
I. More set theory: partitions
II. Kolmogorov axioms and consequences
Week 2
Lecture 4 10/6 B&T 1.3. HW 1 due
I. Probability of a union
II. Conditional probability
Lecture 5 10/8 B&T 1.4-1.5
I. Law of Total Probability
II. Independence: P(E|F)=P(E)P(F)
Week 3
Lecture 6 10/13 HW 2 due
I. Bayes Law
II. Monty Hall problem
Lecture 7 10/15 B&T 1.6
I. Inference and Types of Error
II. p values
Week 4
Lecture 8 10/20 B&T 2.1. HW 3 due
I. Fancy Counting
II. Birthday problems

Week 6
Lecture 11 11/3 B&T 2.5-2.7. HW 4 due
I. Joint distributions of random variables
II. Independence vs conditional independence
Lecture 12 11/5 B&T 2.2
I. Covariance and correlation
II. Cannonical Discrete RVs
Week 7
Lecture 13 11/10 HW 5 due
I. Poisson RV
II. Logic of Maximum Likelihood
Lecture 14 11/12 B&T 3.1-3.2
I. Continuous RVs
II. Using CDFs to calculate probability
Week 8
Lecture 15 11/17 HW 6 due
I. Moments of Continuous RVs
A. Interpreting Integrals
B. Moments of Uniform RV
Lecture 16 Dec 11/19 B&T 3.3 HW 7 due
I. Normal Random Variable
A. Normal approximation to binomial
B. Standard normal
Week 9
Lecture 17 11/24 B&T 4.2-4.3
I. Distribution of Sample Mean
A. Weak and Strong LLN
B. Central Limit Theorem
no class 11/26-27

Lecture 9 10/22 B&T 2.3

I. Expected Value
II. Expectation of a Function of a RV

Week 10
Lecture 18 12/1 HW 8 due
I. Bias and Consistency
II. Confidence Intervals

Week 5 MIDTERM 10/27 in class

Review Session 12/3
Lecture 10 10/29 B&T 2.4
I. Variance

FINAL EXAM (take home) due 12/8