All numbers indicate sections from An Introduction to Mathematical Statistics and Its Applications -- Fifth Edition.
R is for the reading assignment
C is for exercises that are assigned and will be collected
NC is for exercises that are assigned but will not be collected
Monday |
Wednesday |
Friday |
| Jan. 27 Lecture #1: Introduction to Math Stats |
Jan. 29 Lecture #2: Introduction to Point Estimation Maximum Likelihood Estimators Homework Due: R 5.1-5.2 Written Homework #1: C Additional Problems NC 4.2.2,4.2.3 |
Jan. 31 Lecture #3: MLE for Gamma and normal distributions Homework Due: Written Homework #2: C Additional Problems NC 4.3.23,4.3.27 |
| Feb. 3 Lecture #4: MLE for uniform distributions Method of Moments |
Feb. 5 Lecture #5: Properties of Point Estimators Unbiased Estimators Homework Due: R 5.4 Written Homework #3: C 5.2: 1,2,4,9,12 C Additional Problems NC 5.2: 3,5,7,10,16 |
Feb. 7 Quiz #1 Lecture #6: Efficiency Efficiency for Uniform Parameters Consistency Homework Due: R 5.7 Written Homework #4: C 5.2:17,19,20 C 5.4:2,4,9 NC 5.2:21,22,26 |
| Feb. 10 Lecture #7: Intro to Confidence Intervals Confidence Intervals for Normal Homework Due: R 5.3 |
Feb. 12 Lecture #8: de Moivre-Laplace theorem Confidence Interval for Bernoulli Trials Intro to Hypothesis Test Homework Due: R 5.3 Written Homework #5: C 5.4:19,20,22 C Additional Problems NC 5.4:17,18,22 |
Feb. 14 Quiz #2 Lecture #9: Hypothesis Test The Decision Rule Homework Due: R 5.6 Written Homework #6: C 5.3: 1,2,4,6,7 NC 5.3: 3,5,11 |
| Feb. 17 Lecture #10: Testing Bernoulli Trials Homework Due: R 6.1-6.3 |
Feb. 19 Lecture #11: Type I and II errors Power of a test Homework Due: R 6.4 Written Homework #7: C 5.3:12,14 C 6.2:1,2,4,5,8 NC 5.3:15,17,19,25 NC 6.2:3,7,9 |
Feb. 21 Quiz #3 Lecture #12: Effects on Power Gamma Distribution revisited Homework Due: R 6.6 Written Homework #8: C 6.3: 2,3,4,6 C 6.4: 2,3,4 NC 6.3:1,5 NC 6.4:1 |
| Feb. 24 Lecture #13: χ2 Distribution Homework Due: R 7.1 |
Feb. 26 Lecture #14: Multivariate Change of Variables Orthogonal Linear Functions Fisher's Theorem Homework Due: R 7.2 Written Homework #9: C 6.4: 8,9,10,14 C Additional Problems NC 6.4: 7,11 |
Feb. 28 Exam 1 Topics TBA |
| March 2 Spring Break |
March 4 Spring Break |
March 6 Spring Break |
| March 9 X̄n,S2 Distribution of S2 Independence from sample mean Homework Due: R 7.3 |
March 11 Lecture #15: F Distribution t Distribution Homework Due: Written Homework #10: C Additional Problems |
March 13 Lecture #16: PDF of t Distribution Inference on μ Homework Due: R 7.4 Written Homework #11: C 7.3: 7,14 C Additional Problems NC 7.3: 9 |
| March 16 School Closure |
March 18 School Closure |
March 20 School Closure |
| March 23 Lecture #17: Confidence Intervals for μ One sample t-test |
March 25 Lecture #18: Inference on σ Two sample t-test Two-sample Inference Same Variance Homework Due: Written Homework #12: R 7.5 C 7.3: 4,8,9 C Additional Problems NC 7.3: 10,11,12 |
March 27 Lecture #19: Two-sample Inference Same Variance Example Behrens-Fisher Problem Homework Due: Written Homework #13: R 9.1 C 7.4: 2,,6,13,17,19,20 C Additional Problems NC 1,4,5,15,18,21 |
| March 30 Lecture #20: Testing σ1=σ2 F-test Homework Due: R 9.2 |
April 1 Quiz #4 Lecture #21: Binomial Data Homework Due: R 9.3-9.4 Written Homework #14: C 7.4: 14,22 C 7.5: 2,6,9,10 C 9.2: 2,4 (Assume same Variance) NC 7.5: 1,3,5 NC 9.2: 1,5 |
April 3 Lecture #22: Multinomial Distribution Homework Due: R 9.4,9.5 Written Homework #15: C 9.2: 8,12,15,20 C 9.3: 2,4,5,6 C Additional Problems NC 9.2: 10,17 NC 9.3: 1,3 |
| April 6 Lecture #23: Distribution of D Homework Due: R 10.1-10.2 |
April 8 Lecture #24: Proof of Χ2-test Homework Due: R 10.3 Written Homework #16: C 10.2:1,2,4,6 NC 10.2:5,7 |
April 10 Easter Break |
| April 13 Easter Break |
April 15 Lecture #25: Person's Chi-Square Test Questions for Exam Homework Due: R 10.4 Written Homework #17: C Additional Problems NC 10.2: 1,3,5 |
April 17 Exam 2 |
| April 20 Lecture #26: Goodness of Fit test for unknown parameters |
April 22 Contingency Tables Homework Due: R 11.1 Written Homework #18: C 10.3:9,10,11 C Additional Problems |
April 24 Quiz #5 Lecture #27: Contingency Table Examples Introduction to Linear Regression Homework Due: R 11.2 Written Homework #19: C 10.4: 2,4,5,6,8,9 NC 10.4: 1,3,7 |
| April 27 Lecture #28: Introduction to Linear Regression Least Square Fit Linear Models Homework Due: R 11.3 |
April 29 Lecture #29: MLE for σ2 Properties for the estimator of β1 Homework Due: Written Homework #20: C 10.5: 2,3,6,8 C 11.2: 1 NC 10.5: 1,4,5 |
May 1 Quiz #6 Lecture #30: Fisher's Theorem one last time Homework Due: Written Homework #21: C 11.2: 2,3,7 C 11.3: 2,6 C Additional Problems NC 11.2:5,9 NC 11.3:5,9 |
| May 4 Lecture #31: Regression Hypothesis Test |
May 6 Lecture #32: Inferences on Ŷ Homework Due: R 11.4 |
May 8 Quiz #7 Lecture #33: Prediction Interval Homework Due: Written Homework #22: C 11.3: 8,9,10,12 |
| May 11 Lecture #34: R2 |
May 13 Lecture #35: What does Regression mean? Questions for the final |
|