STA215

Course Schedule for Spring 2004

Textbooks:
Bickle and Doksum: Mathematical Statistics, 2nd. Ed., Prentice Hall.(required) Errata for Mathematical Statistics (2nd Ed)
Casella and Berger: Statistical Inference, 2nd. Ed., Duxbury Press.(recommended) Errata for Statistical Inference (2nd Ed)

Below is a preliminary schedule for STA215. Please note that this may be revised considerably as the term progresses.

Important dates

Date(s)	Topics	Relevant text	Homework problems
07JAN	Paradigms of statistics		Required: B&D: p. 78, #8, 79 # 15 (easy!), C&B: p. 363 #41, 42, 45, 60. Optional/For discussion: B&D p. 78, 11, 14 C&B: p. 359, # 25, 54
12JAN, 14JAN	Some fundamentals of decision theory.	Section 1.3 in B&D, Section 7.2.3 in C&B
19JAN, 21JAN	UMVU's	C&B 7.3 and B&D 3.4 to 3.4.1
26JAN, 28JAN	uniqueness, relation to sufficiency, the Lehman-Sheffe Theorem		Casella/Berger: p. 363: 44, 52 (doesn't part b just knock you silly? think about it) p. 364: 49 a,b. Optional/For discussion: 7.50 (noncompleteness), 7.56 (*extremely* important result). Bickel and Doksum: p. 205: 18 (some parameters aren't estimable), 20 (linkage between Bayes and UMVU's using B&C 7.52). Optional/For discussion: p. 203, 3, p. 204: 10 (easy) p. 206, 22
02FEB, 04FEB	Point estimators continued: Method of moments. MLE's: Esistence and uniqueness.	B&D: C2, Sec. 2,3 B&C: 7.2.1, 7.2.2
09FEB, 11FEB	MLE's continued: invariance, equivalent conditions for esistence in exponential families
16FEB, 18FEB	Fisher information, information inequality. Begin (frequentist) hypothesis testing: level, power.	B & D: 3.4.2, B&C: 7.3.2.	B & C: 7.6, 7.8, 7.40 For discussion: B&C 7.13, 7.64 B & D: Ex. 2.3.8, 2.2.17 due dat: 25 Feb
	Overview of Unit #1
23FEB, 25FEB	Neman Pearson Fudnamental Lemma	Hyp. testing: B&D: 4.2, C&B: 8.3
01MAR, 03MAR	Implications of NP Lemma. Stein's Lemma, UMP tests, MLR.	B&D 4.3	B&D: p. 273 #4, B &C: p. 404: 14, 15, and 16
	Overview of Unit #2
08MAR, 10MAR	Spring Break! No class :-) Midterm on March 17th :-(
22MAR, 24MAR	UMP tests and MLR. Definition of unbiased tests and Begin Likelihood Ratio Tests	C &B 8.2, B & D 4.9.
29MAR, 31MAR	Duality Between Testing and Estimation and Interval estimation (pivotal quantities)	B&C Chap. 9, B & D 4.5, 4.9.3 -- 4.9.5	B & D, p. 274/5: Ex. 4b) and 7. B & D, p. 290, ex. 1. p. 291 Ex. 2, 9, B & C: p. 407, Ex 8.34 Suggested: B & C p. 406, Ex. 8.25--8.27
05APR, 07APR	Basic Asymptotics I: Wilks' theorem, Wald's Theorem, Cramer's Theorem		B& C: p. 505, Ex 10.8 and p. 508, Ex. 10.19; B & D: p. 357, Ex 5.4.4 and p. 361, Ex. 5.5.5
12APR, 14APR	Basic Asymptotics II: Bahadur's theorem, Walker's Theorem.
	Overview of Unit #3

Midterm exam: Wednesday, March 17th
Final exam