Time: Monday, Wednesday, Friday at 10:00 - 10:50 a.m.
Location: Taft Hall 216
Textbook: R. V. Hogg, J. W. McKean, A. T. Craig,
Introduction to Mathematical Statistics, 7th edition, 2012
Content: Estimation, tests of statistical hypotheses, best tests, sufficient statistics, Rao-Cramer inequality, sequential probability ratio tests, the multivariate normal distribution, nonparametric methods
Prerequisite: Grade of C or better in STAT 401
Turn in every Wednesday before class;
half of the grade counts for completeness;
half of the grade counts for correctness of one selected problem
Midterms: February 19th (Friday), and April 8th (Friday), 10:00 a.m. - 10:50 a.m.
Final Exam: May 6th (Friday) 10:30 a.m. - 12:30 p.m.
Grading: Homework 10%, midterms 25% each, final exam 40%
Grading Scale: 90% A , 80% B , 70% C , 60% D
Format of All Exams: Each exam is based on the homework and the examples discussed in class. The last class session before each exam is a review session. Please prepare any questions that you may have.
No makeup exam will be given without a valid excuse.
|01/11 - 01/15||4.1; 4.2, 4.4; 4.8||Sampling and Statistics; Confidence Interval, Order Statistics; Method of Monte Carlo|
|01/18 - 01/22||Holiday; 4.9; 6.1||Bootstrap Procedures; Maximum Likelihood Estimation|
|01/25 - 01/29||6.1; 6.2; 6.2||Rao-Cramer Lower Bound and Efficiency|
|02/01 - 02/05||6.3; 6.3; 6.4||Maximum Likelihood Tests; Multiparameter Case: Estimation|
|02/08 - 02/12||6.4; 7.1; 7.1||Multiparameter Case: Estimation; Measures of Quality of Estimators|
|02/15 - 02/19||7.1; Review; Midterm-1||Measures of Quality of Estimators|
|02/22 - 02/26||7.2; 7.2; 7.3||Sufficient Statistic; Properties of Sufficient Statistic|
|02/29 - 03/04||7.4; 7.5; 7.5||Completeness and Uniqueness; Exponential Class of Distributions|
|03/07 - 03/11||7.7; 7.7; 7.8||Case of Several Parameters; Minimal Sufficiency and Ancillary Statistics|
|03/14 - 03/18||7.8; 7.9; 7.9||Minimal Sufficiency and Ancillary Statistics; Sufficiency, Completeness and Independence|
|03/28 - 04/01||8.1; 8.1; 8.2||Most Powerful Tests; Uniformly Most Powerful Tests|
|04/04 - 04/08||8.2; Review; Midterm-2||Uniformly Most Powerful Tests|
|04/11 - 04/15||8.2; 8.3; 8.3||Uniformly Most Powerful Tests; Likelihood Ratio Tests|
|04/18 - 04/22||8.3; 11.2; 11.2||Likelihood Ratio Tests; Bayesian Procedures|
|04/25 - 04/29||11.2; Review; Review||Bayesian Procedures|
|05/02 - 05/06||Final Exam||Final Exam|