Statistics 240: Nonparametric and Robust Methods. Spring 2008
- 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
- 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.