Instructor: |
Surya T Tokdar Assistant Professor, Department of Statistical Science 219A Old Chem Bldg, (919) 684 2152, tokdar AT stat.duke.edu Office Hour: W 2:45-3:45 PM |
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TA: |
Sayan Patra. Office Hours: M 5:30-7:30 PM Old Chem 025 |
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Books: |
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Logistics: | Read syllabus. Download and install R. Find grades on Sakai. |
Date | Topics | Reading | Handouts | Supplements | Tasks |
01/15 | Statstical models Inference paradigms Likelihood functions |
B&D Ch 1.1 | ModInfLike.pdf | HW 1(due 02/03) | |
01/20-01/29 | Hypotehses testing Neyman-Pearson Exponential family Maximum Likelihood Asymptotic normality of MLE |
B&D Ch 1.6, 2.3, 4.1-3, 4.9, 5 | NeyPearTesting.pdf MaxLike.pdf |
MV Normal Convergence |
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02/03-03/02 | General Methods Asymptotic Normality Pitman Efficiency Wrapping Up |
B&D Ch 2.1, 2.2, 5 | GenClassMeth.pdf Summary Slides |
ClassWrapSlides.pdf | HW 2(due 02/24) | 03/09-04/06 | Bayes Inference Sure loser; Prediction Conjugacy, Laplace Choice of Prior Bayes testing |
B&D Ch 1.2, 5.5; Kadane, Ch 1,2 Garthwaite et. al. (JASA 2005) Berger et. al. (AoS 2009) Chib (JASA 1995) Berger & Pericci (JASA 1996) Scott & Berger (JSPI 2006) Scott & Berger (AoS 2010) Martin & Tokdar (Bios 2012) Berger (Sta Sci 2003) |
BayesStuff.pdf Prior.pdf BayesTesting.pdf |
NormalChiInv.pdf | HW 3(due 04/13) |
04/08- | Foundations Likelihood Principle Decision Theory |
B&D 1.3, 1.5, 3.1-4 Berger Ch 1.6 Berger & Wolpert Ch 2,3 |
PrincHO.pdf Decision.pdf |
Google book link Project Euclid link |
HW 4(due 04/20) |