Time: Monday, Wednesday, Friday at 11:00 - 11:50 a.m.
Location: Addams Hall 311
Instructor: Jie Yang, SEO 513
Office Hours: Monday, Wednesday, Friday at 12:00 - 13:00 p.m.
Textbook: C. R. Rao,
Linear Statistical Inference and its Applications, 2nd edition, Wiley, 1973 (Reprinted in 2001).
Content: Estimation and testing in linear models, generalized inverses of matrices, n-dimensional normal distribution, quadratic forms, likelihood ratio tests, best invariant tests, analysis of variance
Prerequisite: STAT 411
Turn in every Friday before class;
half of the grade counts for completeness;
half of the grade counts for correctness of one selected problem
Midterms: October 3rd and November 14th, Wednesday, 11:00 a.m. - 11:50 a.m.
Final Exam: 10:30-12:30 p.m. Thursday, December 13
Grading: Homework 10%, midterms 25% each, final exam 40%
Grading Scale: 90% A , 80% B , 65% C , 50% 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.
|08/27 - 08/31||1a; 1b; 1b||Vector Spaces; Theory of Matrices and Determinants|
|09/03 - 09/07||Holiday; 1c; 1c||Eigenvalues and Reduction of Matrices|
|09/10 - 09/14||1d; 1e; 1f||Convex Sets in Vector Spaces; Inequalities; Extrema of Quadratic Forms|
|09/17 - 09/21||3b; 8a; 8b||Sampling Distributions; Multivariate Normal Distribution; Wishart Distribution|
|09/24 - 09/28||4a; 4a; 4a||Theory of Least Squares (Linear Estimation)|
|10/01 - 10/05||Review; Midterm-1; 4b||Tests of Hypotheses and Interval Estimation|
|10/08 - 10/12||4b; 4c, 4d; 4e||Tests of Hypotheses and Interval Estimation; Problem of a Single Sample, One-Way Classified Data; Two-Way Classified Data|
|10/15 - 10/19||4e; 4f; 4g||Two-Way Classified Data; General Model for Two-Way Data and Variance Components; Theory and Application of Statistical Regression|
|10/22 - 10/26||4g; 4g; 4h||Theory and Application of Statistical Regression; General Problem of Least Squares with Two Sets of Parameters|
|10/29 - 11/02||4i; 4j; 4k||Unified Theory of Linear Estimation; Estimation of Variance Components; Biased Estimation in Linear Models|
|11/05 - 11/09||5a; 5a; 5d||Minimum Variance Unbiased Estimation; Some Methods of Estimation in Large Samples|
|11/12 - 11/16||Review; Midterm-2; 7a||Testing of Statistical Hypotheses|
|11/19 - 11/23||7a; 7a; Holiday||Testing of Statistical Hypotheses|
|11/26 - 11/30||7b; 7c; 7c||Confidence Intervals; Sequential Analysis|
|12/03 - 12/07||7c; Review; Review||Sequential Analysis|
|12/10 - 12/14||Final Exam||Final Exam|