MA 782 - Hypothesis Testing-Spring 2022

Instructor: Konstantinos Spiliopoulos

Office: 111 Cummington Street, Room MCS233D
Office Hours: Tuesday and Thursday 12:30-1:30.
Email: kspiliop_at_math.bu.edu
to send me an email replace _at_ by @.

Meets:

TuTh... 11:00AM-12:15PM at PSY B35

Required Text: Statistical Inference, G. Casella and R.L. Berger, 2^nd Edition, John Wiley and Sons, Inc., (2002)
Recommended Texts:

Nonparametric Statistical Methods, Myles Hollander and Douglas A. Wolfe, 2^nd Edition
Testing Statistical Hypothesis, Erich L. Lehmann and Joseph P. Romano, 3^rd Edition

The class will be based mostly on the required text. However, we will use both of the recommended texts for certain parts of the course.

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.

Syllabus (tentative)

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.

Homework assingments:

Assingment

Due Date

Assignment

Material Covered

Currently the Exam schedule is as follows:

Date	Assignment	Material Covered
TBA, regular class time	Midterm	Tentative: Chapter 8-9 (only material covered in class)
TBA	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.