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Statistics 240: Lecture Notes
Statistics 240: Nonparametric and Robust Methods. Lecture Notes
Lecture Notes (warning: rough drafts!)

New notes—still rough!


Previous notes:

Chapter 1 (pdf)

Mathematical preliminaries.

Chapter 2 (html)

Combinatorics, hypothesis testing,
parametric/nonparametric/robust methods.

Chapter 3 (html)

The randomization model.
Comparing two treatments in the randomization model.
Permutation test, Fisher's exact test.

Chapter 4 (html)

Ranks, Wilcoxon ranksum test,
tied observations, SiegelTukey test, Smirnov test.

Chapter 5 (html)

The population model,
power of the Wilcoxon ranksum test, asymptotic power and comparison with
Student't t Test, the normal scores test, estimating the shift d,
confidence intervals for d, confidence intervals for quantiles from
iid observations.

Chapter 6 (html)

Sign test for paired comparisons.

Chapter 7 (html)

Tests of independence, Spearman rank correlation,
run test

Chapter 8 (pdf)

Resampling methods, bootstrap,
jackknife, bootstrap and randomization tests, bootstrap confidence sets.

Chapter 9 (pdf)

Robustness and related topics,
resistance and breakdown point, the influence function, Mestimates,
estimates of scale, robust regression.

Chapter 10 (pdf)

Density estimation, kernel estimates,
nearestneighbor estimates, wavelet shrinkage, inverse problems, methods for
inverse problems.