STA 250/MTH 342 - Statistics (Fall 2017)

Lecture: Wed and Fri 8:30am-9:45am, Old Chem 116
Lab: Thu 3:05pm-4:20pm or 4:40pm-5:55pm, Old Chem 101
Instructor: Li Ma

Required text:

DeGroot and Shervish, Probability and Statistics, 4th edition, ISBN-10: 0321500466.

Course syllabus

Week Topics Readings
1 Course overview, Inference using Bayes theorem Ch1-6, 7.1-7.2
2 Inference using Bayes theorem, Conjugate families Ch7.3-7.4
3 Point estimation, likelihood Ch7.4-7.5
4 Maximum likelihood estimation, Quiz 1 Ch7.5, 8.1, 8.7
5 Properties of MLE, Sampling distributions of estimators Ch7.6, 8.2
6 Sampling distributions of estimators cont'ed, Quiz 2 Ch8.3, 8.4
7 Central limit theorem, Fisher's approximation Ch8.4, 8.5
8 Interval estimation, Midterm Ch8.4, 8.8
9 Testing simple hypotheses, NP paradigm/lemma Ch9.1,9.2
10 Testing composite hypotheses, UMP test Ch9.3-9.5
11 Generalized LR test, t-tests, Quiz 3 Ch9.5-9.6
12 Two sample comparison, p-values Ch10.1-10.4
13 Testing goodness-of-fit, Categorical data, Quiz 4 Ch10.4, 11.1
14 Tests on contingency tables, linear regression Ch11.2-11.3