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Statistics J703Introduction to Statistical Theory II

Spring 2011

Live class: T-Th 9:30-10:!" #ardla$ 11% studio

SYLLABUS

Instructor: &on 'd$ards" Le(onte 21% or 217): *+03,79-+1 *cell," *+03,777-!070 *oice,"*+03,777-0+ *a.," ed$ards/statscedu

STAT 703 Introduction to Statistical Theory II (3)(Prereq: STAT 702)

Continuation of STAT 702. Topics include discussion of theoretical properties of

point estimators and tests of hypotheses, elements of statistical tests, the Neyman-

Pearson Lemma, UMP tests, likelihood ratio and other types of tests, and Bayes

procedures in the decision process. Not to be used for M.S. or Ph.D. credit in

Statistics.

Desired Learning Outcomes: Students $ill ideally coe a$ay ro this course $ith*1, )n understanding o the issues and technical acground o point estiation" including theethod o oents and a.iu lielihood estiation*2, )n appreciation or the optiality results or point estiation due to 4ao" Lehann-Sche5"and others*3, )n understanding o the issues involved in hypothesis testing" including the 6eyan-earsonlea" p-values" and po$er o hypothesis tests

*, )n understanding o conidence interval estiation and its relationship to hypothesis testing*!, )n understanding o soe siple nonparaetric procedures" including goodness o it tests andootstrapping*%, )n understanding o" and appreciation or" the 8ayesian approach to inerence

My office hours: # 10:00 a-12:00 noon" or ost certainly y arrangeent I $ill aeevery eort to e in y oice at these ties" ut I a soeties called a$ay $ithout $arning" soi you are coing ro any distance during oice hours" it;s est to call *y cell, irst to ae sureI a there I I a not in Le(onte 21%" loo in 217)

Course Web ages: #e $ill e using 8lacoard*

8/11/2019 J703 syllabus

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!e"t:John ) 4ice, MathematicalStatistics and Data Analysis" 3rdedition #ads$orth: 8elont"() *I you get a dierent edition or the international version" you are responsile or illing in anydierences" eg in assigned proles,

Soft#are: This is not a heavy-use coputing class" ut $e ust do soe advanced calculationsand at ties the theoretical concepts o 703 are nicely illustrated $ith onte (arlo siulation #e

$ill thereore use the open-source *ree, codeRon a liited asis Bn-capus students haveaple access toRthrough the &epartent and (ollege coputing acilities" eg in Le(onte 127To otain a ree copy oRor your o$n coputer" go to $$$r-proCectorg" choose (4)6 and aneary do$nload site" and ollo$ the instructions *it ay tae soe tie to do$nload Rand get it$oring, I have posted anRprier on 8" and there are lots o others availale on the $$$r-proCectorg $esite under

8/11/2019 J703 syllabus

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Statistics )*+,S-ring .+//

!entati0e Schedu%e of !o-ics

Date $eading 1$ice2 %anned !o-ics 1sub3ect to ad3ustment as #e go2

)an 11 +1-+3 >o Bver 702 inal Syllaus oint 'stiation

Th 13 +1-+ Sapling &istriutions ethod o oents

T 1+ +-+! (onsistency a.iu Lielihood 'stiation

Th 20 +! a.iu Lielihood 'stiation" cont;d

T 2! +!2 a.iu Lielihood 'stiation" cont;d: large saple theory

Th 27 +!3 (onidence Intervals" art I

4eb 1 +7 (oparing 'stiators I: 'iciency (raer-4ao IneHuality

Th 3 ++ (oparing 'stiators II: (lassical 'stiation Theory

T + ++ (oparing 'stiators II: cont;d

Th 10 L' (ase Studies

T 1! L' (ase Studies

Th 17 92 Testing Kypotheses: asic concepts &istriute '.a IT 22 92 The 6eyan-earson Lea

Th 2 92 '.a I returned y ! p ore 6 e.aples

Mar 1 9 >o Bver '.a I >eneralied Lielihood 4atio Tests

3 9 921 L4 tests cont;d p-values

T + -------------- Spring 8rea @ no class

Th 10 -------------- Spring 8rea @ no class

T 1! 93 (onidence Intervals II: &uality 8et$een Tests and (Is

Th 17 9! (hi-sHuared tests o it

T 22 37 Brder Statistics *taen ro 702 syllaus,

Th 2 9+ roaility lots distriute '.a II

T 29 102 'pirical (& and related topics

Th 31 '.a II returned y ! p 8ootstrappingA-r ! >o Bver '.a II 6onparaetrics I

Th 7 6onparaetrics II

T 12 +% 8ayesian Statistics I

Th 1 8ayesian Statistics II

T 19 8ayesian Statistics III

Th 21 Loose ends and e.a revie$ distriute '.a III

ri 29 -------------- inal '.a solutions due y !:00 riday )pril 29