STA 215 Syllabus

STA 215: Statistical Inference

Course Schedule, Spring 2006

This syllabus was last revised , and may be superceded by later versions.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, Mathematical Statistics (2/e) by Peter Bickel and Kjell Doksum, is substantially different and better than the first edition by the same name and authors--- it is also organized differently (the old Chapter 1 has become the new Appendix B, with remaining chapters renumbered accordingly, for example). Be sure to get the second edition, not the first. An Errata sheet is available.

Week Date Topic Reading
Assignment Lec
Notes HW Due
Date

1 1/11 Introduction: Likelihood, 3½ Paradigms Lec Notes »» pdf,pdf - -

2 1/18 Models, Random Samples, Generating Functions Lec Notes »» pdf - -

3 1/23 - 1/25 Sufficiency, Exponential Families B&D Ch 1 pdf HW 1 2/01

4 1/30 - 2/01 Point Estimation: Bias, Risk, Consistency B&D Ch 2 pdf - -

5 2/06 - 2/08 Efficiency & the Frêchet (Cramér-Rao)
Information Inequality, Rao-Blackwell - pdf HW 2 2/15

6 2/13 - 2/15 Normal Approximations, Bayes & Frequentist B&D Ch 3 pdf,pdf - -

7 2/20 - 2/22 MLE and its properties B&D Ch 2 - HW 3 3/06

8 2/27 - 3/01 Jeffreys and Reference Bayesian Inference GCSR § 2.8 pdf - -

9 3/06 - 3/08 Take-home Midterm Exam (2000, 2001, 2002, 2005) 2006 Results - - -

- 3/11 - 3/19 Spring Break - - - -

10 3/20 - 3/22 Testing Hyp: Size, P-Values, Power, Post Prob B&D Ch 4, Lehmann pdf HW 4 3/29

11 3/27 - 3/29 Likelihood Ratios & the Neyman-Pearson Lemma B&D Ch 4 pdf - -

12 4/03 - 4/05 Bayes vs. Freq: DeGr, Berg&Sell, Case&Berg, Berg&Dela, Berg&Brow&Wolp, Wolp ««Hand-outs pdf HW 5 4/12

13 4/10 - 4/12 Conditionality & the Likelihood Principle Berg & Wolp pdf - -

14 4/17 - 4/19 Picking Priors & Implementing Bayesian Methods Priors, Quad, MC «- - - -

16 5/02 Final Exam, Tue May 2, 2:00-5:00pm (2000, 2001, 2002, 2005) Results -

Week	Date	Topic	Reading Assignment	Lec Notes	HW	Due Date
1	1/11	Introduction: Likelihood, 3½ Paradigms	Lec Notes »»	pdf,pdf	-	-
2	1/18	Models, Random Samples, Generating Functions	Lec Notes »»	pdf	-	-
3	1/23 - 1/25	Sufficiency, Exponential Families	B&D Ch 1	pdf	HW 1	2/01
4	1/30 - 2/01	Point Estimation: Bias, Risk, Consistency	B&D Ch 2	pdf	-	-
5	2/06 - 2/08	Efficiency & the Frêchet (Cramér-Rao) Information Inequality, Rao-Blackwell	-	pdf	HW 2	2/15
6	2/13 - 2/15	Normal Approximations, Bayes & Frequentist	B&D Ch 3	pdf,pdf	-	-
7	2/20 - 2/22	MLE and its properties	B&D Ch 2	-	HW 3	3/06
8	2/27 - 3/01	Jeffreys and Reference Bayesian Inference	GCSR § 2.8	pdf	-	-
9	3/06 - 3/08	Take-home Midterm Exam (2000, 2001, 2002, 2005)	2006 Results	-	-	-
-	3/11 - 3/19	Spring Break	-	-	-	-
10	3/20 - 3/22	Testing Hyp: Size, P-Values, Power, Post Prob	B&D Ch 4, Lehmann	pdf	HW 4	3/29
11	3/27 - 3/29	Likelihood Ratios & the Neyman-Pearson Lemma	B&D Ch 4	pdf	-	-
12	4/03 - 4/05	Bayes vs. Freq: DeGr, Berg&Sell, Case&Berg, Berg&Dela, Berg&Brow&Wolp, Wolp	««Hand-outs	pdf	HW 5	4/12
13	4/10 - 4/12	Conditionality & the Likelihood Principle	Berg & Wolp	pdf	-	-
14	4/17 - 4/19	Picking Priors & Implementing Bayesian Methods	Priors, Quad, MC	«-	-	-	-
16	5/02	Final Exam, Tue May 2, 2:00-5:00pm	(2000, 2001, 2002, 2005)	Results	-