May 12, 2009 Teaching and Learning hour-long webinar panel discussion presented by Laura Kubatko, The Ohio State University; Danny Kaplan, Macalester College; and Jeff Knisley, East Tennessee State University, and hosted by Jackie Miller, The Ohio State University. National reports such as Bio2010 have called for drastic improvements in the quantitative education that biology students receive. The three panelists are involved in three differently structured integrative programs aimed to give biology students the statistics that are useful in learning and doing biology. The three programs have some surprising things in common for teaching introductory statistics. All three involve connecting calculus and statistics. All three reach beyond the mathematical topics usually encountered in intro statistics in important ways. All three aim to keep the mathematics and statistics strongly connected to biology. The panelists describe their different approaches to teaching statistics for biology and discuss how and why an integrated approach gives advantages. Important issues are how to tie statistics advantageously with calculus, how to keep "advanced" mathematical and statistical topics accessible to introductory-level biology students, and how to employ computation productively. The discussion contrasts a comprehensive "team" approach (at ETSU) with stand-alone courses (at Macalester and at OSU) and refers to the institutional opportunities and constraints that have shaped the programs at their different institutions.
March 24, 2009 Activity webinar presented by Nicholas Horton, Smith College, and hosted by Leigh Slauson, Otterbein College. Students have a hard time making the connection between variance and risk. To convey the connection, Foster and Stine (Being Warren Buffett: A Classroom Simulation of Risk and Wealth when Investing in the Stock Market; The American Statistician, 2006, 60:53-60) developed a classroom simulation. In the simulation, groups of students roll three colored dice that determine the success of three "investments". The simulated investments behave quite differently. The value of one remains almost constant, another drifts slowly upward, and the third climbs to extremes or plummets. As the simulation proceeds, some groups have great success with this last investment--they become the "Warren Buffetts" of the class. For most groups, however, this last investment leads to ruin because of variance in its returns. The marked difference in outcomes shows students how hard it is to separate luck from skill. The simulation also demonstrates how portfolios, weighted combinations of investments, reduce the variance. In the simulation, a mixture of two poor investments is surprisingly good. In this webinar, the activity is demonstrated along with a discussion of goals, context, background materials, class handouts, and references (extra materials available for download free of charge)