| Week | Topic | Reading | Homework and Exam | Handout |
|---|---|---|---|---|
| Week 1 MLK , 01/17 , 01/19 |
Review of MGFs, Normal distributions, Student's T-distribution | Chapter 3.5-3.6 | Placement Exam | Introduction to R (Sample codes: P82-84) Random Number and Special Distributions Bivariate Normal Distributions |
| Week 2 01/22, 01/24 , 01/26 |
Introduction to statistical inference: estimation |
Chapter 4.1 | HW1: solution 3.5.22, 3.6.4, 3.6.5, 3.6.10, 3.6.14 |
Introduction to Statistical Inference |
| Week 3 01/29, 01/31, 02/02 |
Confidence intervals, | Chapter 4.2, 4.3 | HW2: solution 4.1.2, 4.1.6, 4.1.8, 4.1.9, 4.2.5, 4.2.9 |
Demonstration of CI in Poisson Model |
| Week 4 02/05, 02/07, 02/09 |
Hypothesis testing (Z-test, t-test), F-tests, |
Chapter 4.5 4.6, 4.7, | HW3:solution 4.2.7+4.2.16, 4.2.10,4.2.11, 4.2.18, 4.2.19, 4.2.21 |
|
| Week 5 02/12, 02/14, 02/16 |
Chi-square tests, |
Chapter 4.4, 4.8 | HW4 attached solution | Chi-square test |
| Week 6 02/19, 02/21, 02/23 |
Order statistics, Review for Midterm I, Monte Carlo and Bootstrap procedures |
Chapter 4.9 | Suggested problems for 4.7, 4.4: 4.7.7, 4.7.9, 4.7.5, 4.4.5, 4.4.22, 4.4.23, 4.4.29, 4.4.30 solution Midterm I solution |
Past Midterm and Solution |
| Week 7 02/26, 02/28, 03/02 |
Convergence in probability, Convergence in distribution, Law of Large Number (LLN) |
Chapter 5.1, 5.2, 5.3 | HW 5: 4.7.4, 4.7.6; 4.4.8, 4.4.28, 4.4.32+ QQplots for two datasets |
Monte Carlo Methods MC R codes Slides on Convergency |
| Week 8 03/05, 03/07 , 03/09 |
Law of Large Number (LLN), Central Limit Theorem (CLT), Delta method |
Chapter 6.1, 6.2 | HW6 attached solution | Annotated Notes on Convergency |
| Week 9 |
Spring Break | |||
| Week 10 03/19, 03/21 , 03/23 |
MLE: Bias, Variance, MSE Asymptotic properties of MLE Rao-Cramer lower bound |
Chapter 6.3-6.4 | HW7: solution 5.2.3, 5.2.8, 5.2.18, 5.3.4, 5.3.11, 5.3.12 |
Slides on MLE |
| Week 11 03/26, 03/28 , 03/30 |
Likelihood Ratio Tests, Score Tests and Wald Tests, Review for Midterm II, EM-algorithm |
Chapter 6.5 | HW8: solution 6.1.2, 6.1.5, 6.1.6, 6.2.7, 6.2.10, 6.2.11, |
Annotated Notes on MLE |
| Week 12 04/02, 04/04 , 04/06 |
Sufficient statistics, Factorization Theorem, |
Chapter 7.2 |
Suggested problems: solution part 1 part 2 6.3.1, 6.3.8, 6.3.9, 6.3.10 ,6.3.12, 6.3.16, 6.3.16 Past exams 1 2 Midterm II solution |
Slides on Sufficiency |
| Week 13 04/09, 04/11 , 04/13 |
Minimal sufficiency and ancillary statistics, Complete statistics, Basu's Theorem, Exponential family of distributions |
Chapter 7.8, 7.4, 7.9, 7.5 | HW9 attached : solution | Annotated Notes on Sufficiency |
| Week 14 04/16, 04/18 , 04/20 |
Rao-Blackwell Theorem, Lehman and Scheffe Theorem, UMVUE |
Chapter 7.5 -7.7, 7.1, 7.3 | HW10: solution 7.8.1, 7.9.2, 7.9.6, 7.5.5, 7.5.6, 7.5.11 |
Slides on UMVUE and UMP |
| Week 15 04/23, 04/25 , 04/27 |
UMP, UMPU, Review |
Chapter 8.1-8.3 | HW11: solution 7.4.9, 7.5.12, 7.6.5, 7.7.5, 8.1.7,8.2.12 8.3.12 |
Annotated Notes on Optimal Estimation and Test |
| Final Week 05/07 | Final Exam: Solution Take Home Exam : Solution |
Past Finals 1 2 |
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