STA 732: Statistical Inference
Spring 2014 WF 1:25-2:40 PM Old Chem 025

Instructor: Surya T Tokdar
Assistant Professor, Department of Statistical Science
219A Old Chem Bldg, (919) 684 2152, tokdar AT
Office Hour: W 2:45-3:45 PM

TA: Sayan Patra. Office Hours: M 5:30-7:30 PM Old Chem 025

[Recommended] Bickel & Doksum. Mathematical Statistics: Basic Ideas and Selected Topics (2/e). (Pearson, Amazon)
[Others] Ghosh, Delampady & Samanta. An introduction to Bayesian analysis: theory and methods. (Springer, Amazon)
Casella & Berger. Statistical Inference. (Amazon)
Wasserman. All of Statistics. (Amazon)
Berger & Wolpert. The Likelihood Principle. (ProjectEuclid)
Kadane. Principles of Uncertainty. (CMU)
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
Exponential family
Maximum Likelihood
Asymptotic normality of MLE
B&D Ch 1.6, 2.3, 4.1-3, 4.9, 5 NeyPearTesting.pdf
MV Normal
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)
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
Google book link
Project Euclid link
HW 4(due 04/20)