Classes: MWF  9-10am,  334 Evans

Instructor: Peter Bickel         Office Hours: T10-11,Th1-2, 411 Evans        Email:bickel@stat.berkeley.edu

GSI: Na Xu                        Office Hours:  W 1-3 pm, 387 Evans       Email: naxu@stat.berkeley.edu

Prerequisites: A year of upper division probability and statistics; a course in linear algebra.

Description: A survey of mathematical statistics: in particular both small and large sample theorems of hypothesis testing, point estimation, and confidence intervals with applications to topics such as exponential families, univariate and multivariate linear models and nonparametric inference.

Text Book:

     Mathematical Statistics: Basic Ideas and Selected Topics, vol 1, 2nd edition.
     Peter J. Bickel, Kjell A. Doksum. Prentice Hall.

    Errata ( PDF format)

Reference Books:

1. E.L. Lehmann.  Theory of Point Estimation (2nd Edition,1998).  Springer.
2. E.L. Lehmann.  Testing Statistical Hypothesis (2nd Edition, 1986). Wiley.
3. Mark J. Schervish.  Theory of Statistics (1995). Springer.
4. James O. Berger.  Statistical Decision Theory and Bayesian Analysis (1985).  Springer.
5. G.H. Hardy, J.E. Littlewood and G. Polya.  Inequalities (2nd. Edition, 1952).

Homework:  weekly assignments will be assigned on each Friday  and due on the following Friday.

Solution for Homeworks:

                     HW1 (1.1.1, 1.1.2, 1.1.9, 2.2.7)                          Solution
                     HW2 (1.3.3, 1.3.4, 1.3.9, 1.3.19)                        Solution
                     HW3 (1.4.6, 1.4.12, 1.5.1, 1.5.12)                      Solution
                     HW4 (1.6.4, 1.6.11, 1.6.16, 1.6.19)                    Solution
                     HW5 (1.6.31, 2.1.14, 2.2.21, 2.2.22)                  Solution
                     HW6 (2.3.3, 2.3.12, 2.4.4, 2.4.5)                        Solution
                     HW7 (2.4.18, 3.2.2, 3.3.3, 3.3.6)                        Solution
                     HW8,9 (3.3.5, 3.3.8, 3.4.2, 3.4.3, 4.1.5, 4.2.1)   Solution
                     HW10 (4.2.5, 4.3.4, 4.4.7, 4.5.9)                        Solution
                     HW11 (4.5.13, 4.7.3, 4.8.3, 4.9.9)                      Solution
                     HW12 (5.1.4, 5.2.7, 5.3.9, 5.3.13)                      Solution
                     HW13 (5.4.1, 5.4.4, 5.5.1, 5.5.5)                        Solution
 

Midterm:  In-class test, open book, covers Ch 1-3.
 

Final:  one take-home final.