Statistical Inference, G. Casella and R.L. Berger, 2nd Edition, John Wiley and Sons, Inc., (2002)
Course Description: This is a graduate level introductory course to theoretical statistics that focuses primarily on hypothesis testing and interval estimation. In particular, we will cover: construction and evaluation of hypothesis tests, interval estimation, the multiple testing paradigm, asymptotic theory and more. We will explore both parametric and non-parameteric methods and both frequentists (e.g. likelihood ratio testing) and Bayesian methods.
Prerequisites: GRS MA 781; or consent of instructor. The students are required to have a
solid working understanding of the MA 781 material.
I will try to follow the syllabus as closely as possible. However it may change depending on our progress. Any changes will be announced in class and posted here.
|Assingment||Due Date||Assignment||Material Covered|
|Homework 1||Thursday, February 11th||Chapter 8: Problems 8.7, 8.12, 8.33, 8.35, 8.39, 8.47||Chapter 8.|
|Homework 2||Thursday, February 25th||Chapter 9: Problems 9.9, 9.14, 9.21, 9.35, 9.39, 9.45||Chapter 9.|
|Homework 3||Thursday, April 7th||Chapter 10: Problems 10.5, 10.10, 10.19, 10.31, 10.35, 10.48||Chapter 10.|
|Homework 4||Thursday, April 26th||Homework problems on admissibility and non-parametrics|
|Tuesday March 1 11:00am-12:00pm, regular class time||Midterm||Tentative: Chapter 8-9 (only material covered in class)|
|Thursday 05/05/2016 12:30pm-2:30pm SED 208||Final||commulative|
Tentative grading policy: Your grade will be based on :(a) Homework (30%), (b) midterm exam (30%) and final exam (40%). The grading policy may change depending on the progress of the class.
Exam & Homeworks:
Exams: There will be one midterm exam and one final exam. The exam material for each one of the two exams will be announced in class and posted on the webpage of the course. The final exam will be cummulative. Hence, make sure that you have learned from your mistakes of the midterm.
Homeworks: There will be several homeworks, both theoretical and more of applied flavor. The due date of each homework will be announced in class and it will usually be due two weeks after after or so. Needless to say, you should work on the homework on your own, unless otherwise instructed by me. Late homeworks will NOT be accepted.
Make-up policy: Make up exams will be given only in extreme circumstances, and only when accompanied by appropriate documentation. Any student with a valid reason to be given a make up exam must contact me prior to the exam, either by email or in person, and present documentation at the next class session attended.