STA 732: Statistical Inference

Course Schedule, Spring 2007

This syllabus was last revised , and may be superceded by later versions.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.
Note: earlier offerings had take-home midterm and in-class midterm, so use caution in prediction 2007 tests from earlier ones.

Week
Date
Topic
Reading
Assignment
Lec
Notes
HW
Due
Date
1
1/10 Introduction: Likelihood, 3½ Paradigms Pic 1, Pic 2 Lec Notes »»
pdf,pdf
-
-
2
1/17 Models, Random Samples, Generating Functions Lec Notes »»
pdf
-
-
3
1/22 - 1/24 Sufficiency, Exponential Families B&D Ch 1
pdf
HW 1 sol 1
1/31
4
1/29 - 1/31 Point Estimation: Bias, Risk, Consistency B&D Ch 2
pdf
-
-
5
2/05 - 2/07 Efficiency & the Frêchet (Cramér-Rao)
Information Inequality, Rao-Blackwell
-
pdf
HW 2 sol 2
2/14
6
2/12 - 2/14 Normal Approximations, Bayes & Frequentist B&D Ch 3
pdf,pdf
-
-
7
2/19 - 2/21 MLE and its properties B&D Ch 2
-
HW 3 sol 3
3/07
8
2/26 - 2/28 Jeffreys and Reference Bayesian Inference GCSR § 2.8
pdf
-
-
9
3/05 - 3/07 Review and in-class (Wed 3/07) Midterm Exam ('01, '02, '05, '06, '07) 2007 Results
-
-
-
-3/10 - 3/18 Spring Break -- --
10
3/19 - 3/21 Testing Hyp: Size, P-Values, Power, Post Prob B&D Ch 4, Lehmann
pdf
HW 4 sol 4
4/02
11
3/26 - 3/28 Likelihood Ratios & the Neyman-Pearson Lemma B&D Ch 4
pdf
-
-
12
4/02 - 4/04 Bayes vs. Freq: DeGr, Berg&Sell, Case&Berg, Berg&Dela, Berg&Brow&Wolp, Wolp ««Hand-outs
pdf
-
-
13
4/09 - 4/11 Conditionality & the Likelihood Principle Berg & Wolp
pdf
HW 5 sol 5
4/18
14
4/16 - 4/18 Picking Priors & Implementing Bayesian Methods
Priors, Quad, MC
«-
-
-
-
16
5/02 Take-home Final Exam, due Wed May 2, 7:00pm ('00, '01, '02, '05, '06) Results
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