Statistics 240: Nonparametric and Robust Methods. Spring 2008

Instructor: Philip B. Stark. Office Hours

Course Outline

• Nonparametric tests and confidence intervals based on ranks.
• Permutation tests.
• Analytic and computational approximations of nonparametric tests.
• Nonparametric inference in financial and electoral auditing.
• Bootstrap estimates, tests and confidence intervals; the jackknife.
• Robust estimates of location and scale, M estimates.
• Kernel and nearest-neighbor density estimates; cross validation

Prerequisites

• One year of upper-division probability and statistics

Recommended Texts (no required text)

• Lehmann, E.L. (1998). Nonparametrics: Statistical Methods Based on Ranks, Prentice Hall, Upper Saddle River, NJ.
• Freedman, D.A. (2005). Statistical Models: Theory and Practice, Cambridge University Press.

Grading. Grades will be based on assignments, a term project, and a final exam.