Time: Monday, Wednesday, Friday at 11:00 - 11:50 a.m.
Location: Lecture Center Building A A003
Instructor: Jie Yang
Office: SEO 513
Phone: (312) 413-3748
E-Mail: jyang06 AT math DOT uic DOT edu
Office Hours: Monday, Wednesday, Friday at 12:00 - 1:00 p.m.
Textbook: R. V. Hogg, J. W. McKean, A. T. Craig,
Introduction to Mathematical
Statistics, 6th edition, 2005
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
Homework:
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 18th (Friday), and April 8th (Friday), 11:00 a.m. - 11:50 a.m.
Final Exam: May 5th (Thursday), 10:30 a.m. - 12:30 p.m.
Grading: Homework 10%, midterms 25% each, final exam 40%
Grading Scale: 95% A , 85% B , 75% C , 65% 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 |
| 01/10 - 01/14 | 5.1; 5.2.1; 5.8 | Introduction; Sampling; Confidence Interval; Five Number Summary; Boxplot; Monte Carlo |
| 01/17 - 01/21 | Holiday; 5.9; 6.1 | Bootstrap; Maximum Likelihood Estimation |
| 01/24 - 01/28 | 6.1; 6.2; 6.2 | Maximum Likelihood Estimation; Rao-Cramer Lower Bound and Efficiency |
| 01/31 - 02/04 | 6.3; 6.3; 6.4 | Maximum Likelihood Tests; Multiparameter Case: Estimation |
| 02/07 - 02/11 | 6.4; 7.1; 7.1 | Multiparameter Case: Estimation; Measures of Quality of Estimators |
| 02/14 - 02/18 | 7.1; Review; Midterm-1 | Measures of Quality of Estimators |
| 02/21 - 02/25 | 7.2; 7.2; 7.3 | Sufficient Statistic; Properties of Sufficient Statistic |
| 02/28 - 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; 8.3; 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 |