Classes:
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Tuesdays & Thursdays, 12:30-2PM, 330 Evans
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Announcements:
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12.11.2004 - Solutions to the second midterm are now available in
(file_removed)
format.
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11.12.2004 - You can assume X_{i} to be uniformly distributed over the CLOSED [0,theta] interval in Problem 4 in midterm 2.
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11.10.2004 - You can assume the random variables X_{i} are i.i.d. in Problem 1.
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11.09.2004 - You can download a copy of Midterm 2 in
pdf format here..
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11.05.2004 - Midterm 2 problems should be picked up on Tuesday (11/9) during class time at 330 Evans.
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11.05.2004 - Next week Guilherme's Office Hours will be Monday (11/8) 5-6PM at 330 Evans.
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10.15.2004 - An update version of the errata of the Bickel & Docksum book is available
in this link to Prof. Bickel's page.
(tip due to Paul Chen)
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10.06.2004 - Suggested solutions for Midterm 1 can be found here in
(file removed) format.
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09.23.2004 - There will be no class on Tuesday, September 28th
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09.23.2004 - There will be a discussion section on Tuesday, September 28th at 4PM at Evans 330
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09.23.2004 - HW#4 is due on Tuesday, September 28th at 4PM in section
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09.23.2004 - Midterm 1 is on Thursday, September 30th at Evans 330 at 12:30PM (same place and time as class)
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Prerequisites:
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A year of upper division probability and statistics; a course in linear algebra.
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Description:
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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.
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Grading:
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Weekly Homework: 30%
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2 Midterms: 15% each
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Final: 40%
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Midterm:
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There
will be two midterm examinations. The first one will be an in-class
examination on September 30th at the time of class. The second one will
be a take-home exam.
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Final:
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The final has been changed to an in-class exam.
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Homework:
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Weekly
assignments will be assigned on each Thursday and due on the following
Thursday. The Homeworks will be assigned in class and posted on this
website.
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HWs:
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HW1 (Due on 09/09/2004): 1.1.1, 1.1.2, 1.1.3, 1.2.3, 1.2.7, 1.2.13 - Solution
(file removed)
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HW2 (Due on 09/16/2004): 1.3.3a, 1.3.8, 1.3.9, 1.3.19, 1.4.5, 1.4.12, 1.4.14, 1.4.16 - Solution
(file removed)
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HW3 (Due on 09/23/2004): 1.5.1, 1.5.7, 1.5.11, 1.6.4, 1.6.10, 1.6.16 - Solution
(file removed)
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HW4 (Due on 09/28/2004): 1.6.19, 1.6.22, 1.6.36, 1.6.39 - Solution
(file removed)
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HW5 (Due on 10/14/2004): 2.1.1, 2.1.14, 2.2.1, 2.2.12, 2.2.19, 2.2.21, 2.2.37 - Solution
(file removed)
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HW6 (Due on 10/21/2004): 2.3.1, 2.3.3, 2.4.4, 2.4.5, 2.4.11 - Solution
(file removed)
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HW7 (Due on 10/28/2004): 3.2.2, 3.3.3, 3.3.4, 3.3.5, 3.3.6, 3.3.8 - Solution
(file removed)
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HW8 (Due on 11/04/2004): 3.4.2, 3.4.3, 3.4.5, 3.4.7, 3.4.12 - Solutions
(file removed)
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HW9 (Due on 11/09/2004): 4.1.6, 4.1.9, 4.2.5 - Solution
(file removed)
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HW10 (Due on 11/30/2004): 4.3.4, 4.4.7, 4.5.5, 4.5.13, 4.8.3, 4.9.6, 4.9.9 - Solution
(file removed)
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HW11 (Due on 12/09/2004): 5.2.7, 5.3.9, 5.3.13, 5.3.27, 5.3.33 - Solution
(file removed)
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Text Book:
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Mathematical Statistics: Basic Ideas and Selected Topics, vol 1, 2nd edition.
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Peter J. Bickel, Kjell A. Doksum. Prentice Hall.
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Errata (PDF format)
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