Time: Monday, Wednesday, Friday at 9:00 - 9:50 a.m.
Location: Lincoln Hall 312
Textbook: R. V. Hogg, J. W. McKean, A. T. Craig,
Introduction to Mathematical Statistics, 8th edition, 2019
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: October 4th (Friday), and November 15th (Friday), 9:00 a.m. - 9:50 a.m.
Final Exam: (pending...)
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.
|08/26 - 08/30||4.1; 4.2, 4.4; 4.8||Sampling and Statistics; Confidence Interval, Order Statistics; Method of Monte Carlo|
|09/02 - 09/06||Holiday; 4.9; 6.1||Bootstrap Procedures; Maximum Likelihood Estimation|
|09/09 - 09/13||6.1; 6.2; 6.2||Maximum Likelihood Estimation; Rao-Cramer Lower Bound and Efficiency|
|09/16 - 09/20||6.3; 6.3; 6.4||Maximum Likelihood Tests; Multiparameter Case: Estimation|
|09/23 - 09/27||6.4; 7.1; 7.1||Multiparameter Case: Estimation; Measures of Quality of Estimators|
|09/30 - 10/04||7.1; Review; Midterm-1||Measures of Quality of Estimators|
|10/07 - 10/11||7.2; 7.2; 7.3||A Sufficient Statistic for a Parameter; Properties of a Sufficient Statistic|
|10/14 - 10/18||7.4; 7.5; 7.5||Completeness and Uniqueness; The Exponential Class of Distributions|
|10/21 - 10/25||7.7; 7.7; 7.8||The Case of Several Parameters; Minimal Sufficiency and Ancillary Statistics|
|10/28 - 11/01||7.8; 7.9; 7.9||Minimal Sufficiency and Ancillary Statistics; Sufficiency, Completeness and Independence|
|11/04 - 11/08||8.1; 8.1; 8.2||Most Powerful Tests; Uniformly Most Powerful Tests|
|11/11 - 11/15||8.2; Review; Midterm-2||Uniformly Most Powerful Tests|
|11/18 - 11/22||8.2; 8.3; Holiday||Uniformly Most Powerful Tests; Likelihood Ratio Tests|
|11/25 - 11/29||8.3; 11.1; 11.1||Likelihood Ratio Tests; Bayesian Procedures|
|12/02 - 12/06||11.1; Review; Review||Bayesian Procedures|
|12/09 - 12/13||Final Exam||Final Exam|