STA 215: Statistical Inference

Course Schedule

This syllabus was last revised , and may be superceded by later versions. Please Reload the page to make sure that you have the latest version. Some weeks will have lecture notes available; more will be added over time. Here's the course's information page and a sheet of information and notation for common probability distributions.

Note: The class text by Bickel and Doksum is a recent (2001) edition that is substantially different and better than its predecessor--- it is also organized differently (the old Chapter 1 has become the new Appendix B, with remaining chapters renumbered accordingly).

Week
Date
Topic
Reading
Assignment
Lec
Notes
HW
Due
Date
1
1/09 Introduction: Likelihood, 3½ Paradigms Lec Notes »»
ps,ps
-
-
2
1/14 - 1/16 Models, Random Samples, Generating Functions Lec Notes »»
ps
-
-
3
1/23 Sufficiency, Exponential Families B&D Ch 1
ps
HW 1
2/04
4
1/28 - 1/30 Point Estimation: Bias, Risk, Consistency B&D Ch 2
ps
-
-
5
2/04 - 2/06 Efficiency & the Frêchet (Cramér-Rao)
Information Inequality, Rao-Blackwell
-
ps
HW 2
2/20
6
2/11 - 2/13 Normal Approximations, Bayes & Frequentist B&D Ch 3
ps,ps
-
-
7
2/18 - 2/20 MLE and its properties B&D Ch 2
-
HW 3
3/06
8
2/25 - 2/27 Jeffreys and Reference Bayesian Inference GCSR § 2.8
-
-
-
9
3/04 - 3/06 Take-home Midterm Exam (2000, 2001)
Results
-
3:55pm
3/06
-3/09 - 3/17 Spring Break -- --
-3/18 - 3/20 Classes postponed due to ENAR meeting - ps --
10
3/25 - 3/27 Testing Hyp: Size, P-Values, Power, Post Prob B&D Ch 4
ps
-
-
11
4/01 - 4/03 Likelihood Ratios & the Neyman-Pearson Lemma B&D Ch 4
ps
HW 4
4/10
12
4/08 - 4/10 Bayes vs. Freq: DeGr, Berg&Selk, Cass&Berg, Berg&Dela ««Hand-outs
ps
-
-
13
4/15 - 4/17 Conditionality & the Likelihood Principle Berg & Wolp
ps
-
-
14
4/22 - 4/24 Discrete Data, 2x2 Contingency Tables, Meta-analysis
B&D Sec 6.4
ps
-
-
16
4/29 Final Exam, Mon Apr 29, 2:00-5:00pm (Practice: ps, pdf)
Results
-
-
-