Time: Monday, Wednesday, Friday at 12:00 - 12:50 p.m.
Location: Taft Hall 215
Textbook: J. D. Gibbons, S. Chakraborti,
Nonparametric Statistical Inference, 5th edition, 2011
Content: Order statistics, quantiles, tests of randomness, tests of goodness of fit, one-sample and paired-sample procedures, general two-sample problem, linear rank statistics and tests, measures of association for bivariate samples, asymptotic relative efficiency
Prerequisite: Grade of C or better in STAT 381 or STAT 411
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 13th (Friday), and March 20th (Friday), 12:00 p.m. - 12:50 p.m.
Final Exam: May 5th (Tuesday), 8:00 a.m. - 10:00 a.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.
|01/12 - 01/16||1.1; 1.2; 1.2||Introduction; Fundamental Statistical Concepts|
|01/19 - 01/23||Holiday; 2.1~2.6; 2.7~2.10||Quantile function, Order statistics; Moments of order statistics|
|01/26 - 01/30||3.1, 3.2; 3.2, 3.3; 3.4, 3.5||Tests based on total number of runs; Tests based on length of longest run; Runs up and down, A test based on ranks|
|02/02 - 02/06||4.1~4.3; 4.4, 4.5; 4.6||Chi-square goodness-of fit test; Kolmogorov-Smirnov one-sample statistic; Lilliefors's test|
|02/09 - 02/13||4.7, 4.8; Review; Midterm-1 exam||Anderson-Darling test, Visual analysis of goodness of fit|
|02/16 - 02/20||5.1~5.3; 5.4; 5.4||Confidence interval for a population quantile, Hypothesis testing for a population quantile; Sign test and confidence interval|
|02/23 - 02/27||5.5; 5.6; 5.7||Rank-order statistics; Treatment of ties in rank tests; Wilcoxon signed-rank test and confidence interval|
|03/02 - 03/06||6.1~6.3; 6.4; 6.5||Wald-Wolfowitz runs test, K-S two-sample test; Median test; Control median test|
|03/09 - 03/13||6.6; 7.1, 7.2; 7.3||Mann-Whitney U test and confidence interval; Linear rank statistics; Distribution properties of linear rank statistics|
|03/16 - 03/20||7.4; Review; Midterm-2 exam||Usefulness in inference|
|03/30 - 04/03||8.1; 8.2; 8.3||Introduction; Wilcoxon rank-sum test and confidence interval; Other location tests|
|04/06 - 04/10||9.1~9.3; 9.4~9.6; 9.7~9.9||Mood test, F-A-B-D-B tests; Siegel-Tukey test, Klotz normal-scores test, Percentile modified rank tests for scale; Sukhatme test, Confidence -interval procedures, Other tests for scale problem|
|04/13 - 04/17||11.1, 11.2; 11.3; 11.4~11.6||Kendall's tau coefficient; Spearman's coefficient of rank correlation; Relations between R and T, Another measure of association|
|04/20 - 04/24||13.1; 13.2; 13.2||Introduction; Theoretical bases for calculating ARE; Theoretical bases for calculating ARE|
|04/27 - 05/01||13.3; Review; Review||Examples of calculation of efficacy of ARE|
|05/04 - 05/08||Exam week||(Final exam)|