Time: Monday, Wednesday, Friday at 10:00 - 10:50 a.m.
Location: Lecture Center Building A (805 S Morgan St, Chicago, IL 60607), Room A003
Instructor: Jie Yang
Office: SEO 513
Phone: (312) 413-3748
E-Mail: jyang06 AT uic DOT edu
Office Hours: Monday, Wednesday, Friday at 11:00 a.m. - 12:00 p.m. at UIC Zoom
Textbook: R. V. Hogg, J. W. McKean, A. T. Craig,
Introduction to Mathematical Statistics, 8th edition, 2019
Reference Books:
Homework:
Turn in every Wednesday before class via UIC Blackboard;
half of the grade counts for completeness;
half of the grade counts for correctness of one selected problem
Exams: This course will require students to be on campus for in-person exams on September 29th (Friday) and November 10th (Friday), 10:00 AM - 10:50 AM.
Project: Students are required to work by themselves or in groups on course projects and submit their final reports before December 1st, 2023, Friday, 10:00am.
Each group should consist of at most three students. The projects may come from the optional problems assigned
by the instructor or be proposed by the students themselves upon the approval of the instructor.
Grading: Homework 20%, Two Exams 25% each, Project 30%
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.
| WEEK | SECTIONS | BRIEF DESCRIPTION |
| 08/21 - 08/25 | 3.1, 3.2, 3.3; 3.4, 3.5, 3.6; 4.1, 4.2, 4.4 | Review on Special Distributions; Sampling and Statistics, Confidence Interval, Order Statistics |
| 08/28 - 09/01 | 5.3; 6.1; 6.1 | Central Limit Theorem; Maximum Likelihood Estimation |
| 09/04 - 09/08 | Holiday; 6.2; 6.2 | Rao-Cramer Lower Bound and Efficiency |
| 09/11 - 09/15 | 6.3; 6.3; 6.4 | Maximum Likelihood Tests; Multiparameter Case: Estimation |
| 09/18 - 09/22 | 6.4; 7.1; 7.1 | Multiparameter Case: Estimation; Measures of Quality of Estimators |
| 09/25 - 09/29 | 7.1; Review; Exam-I | Measures of Quality of Estimators |
| 10/02 - 10/06 | 7.2; 7.2; 7.3 | A Sufficient Statistic for a Parameter; Properties of a Sufficient Statistic |
| 10/09 - 10/13 | 7.4; 7.5; 7.5 | Completeness and Uniqueness; The Exponential Class of Distributions |
| 10/16 - 10/20 | 7.7; 7.7; 7.8 | The Case of Several Parameters; Minimal Sufficiency and Ancillary Statistics |
| 10/23 - 10/27 | 7.8; 7.9; 7.9 | Minimal Sufficiency and Ancillary Statistics; Sufficiency, Completeness and Independence |
| 10/30 - 11/03 | 8.1; 8.1; 8.2 | Most Powerful Tests; Uniformly Most Powerful Tests |
| 11/06 - 11/10 | 8.2; Review; Exam-II | Uniformly Most Powerful Tests |
| 11/13 - 11/17 | 8.2; 8.3; 8.3 | Uniformly Most Powerful Tests; Likelihood Ratio Tests |
| 11/20 - 11/24 | 11.1; 11.1; Holiday | Likelihood Ratio Tests; Bayesian Procedures |
| 11/27 - 12/01 | 11.1; 11.3; 11.4 | Bayesian Procedures; Gibbs Sampler; Modern Bayesian Methods |