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. 25 Lecture #1: Introduction to Math Stats |
Jan. 27 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. 29 Lecture #3: MLE for poisson and normal distributions Homework Due: Written Homework #2: C Additional Problems NC 4.2.2,4.2.3 |
| Feb. 1 Lecture #4: MLE for uniform distributions Method of Moments |
Feb. 3 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. 5 Quiz #1 Lecture #6: Efficiency Efficiency for Uniform Parameters 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. 8 Lecture #7: Consistency Intro to Confidence Intervals Homework Due: R 5.3 |
Feb. 10 Lecture #8: Confidence Intervals for Normal de Moivre-Laplace theorem Homework Due: R 5.3 Written Homework #5: C 5.4:19,20,22 C Additional Problems NC 5.4:17,18,22 |
Feb. 12 Quiz #2 Lecture #9: Confidence Interval for Bernoulli Trials Sufficient Statistic Intro to Hypothesis Test Homework Due: R 5.6 Written Homework #6: C 5.3: 1,2,4,6,7 NC 5.3: 3,5,11 |
| Feb. 15 Lecture #10: Hypothesis Test The Decision Rule Homework Due: R 6.1-6.2 |
Feb. 17 Lecture #11: Testing Bernoulli Trials Type I and II errors Homework Due: R 6.3 Written Homework #7: C 5.3:9,12,14,15,17,26 NC 5.3:19,25 |
Feb. 19 Quiz #3 Lecture #12: Guest Lecture Jakob Kotas Homework Due: R 6.4 Written Homework #8: C 6.2:1,2,4,5,8 C 6.3:2 NC 6.2:3,7,9 |
| Feb. 22 Lecture #13: Power of a test Effects on Power Homework Due: R 6.6 |
Feb. 24 Lecture #14: Gamma Function Gamma Distribution Questions for Exam Homework Due: R 7.1 Written Homework #9: C 6.3: 3,4,6 C 6.4: 2,3,4 NC 6.3:1,5 NC 6.4:1 |
Feb. 26 Exam 1 Topics TBA |
| Feb. 29 Lecture #15: Multivariate Change of Variables Orthogonal Linear Functions Fisher's Theorem Homework Due: R 7.2 |
March 2 Lecture #16: X̄n,S2 Distribution of S2 Independence from sample mean Homework Due: Written Homework #10: C 6.4: 8,9,10,14 C Additional Problems NC 6.4: 7,11 |
March 4 Lecture #17: F Distribution t Distribution Homework Due: R 7.3 Written Homework #11: C Additional Problems |
| March 7 Quiz #4 Lecture #18: PDF of t Distribution Inference on Mu |
March 9 Lecture #19: Confidence Intervals for μ One sample t-test Homework Due: R 7.5 Written Homework #12: C 7.3: 7,13,14 C Additional Problems NC 7.3: 9 |
March 11 Lecture #20: Inference on σ Two sample t-test Homework Due: Written Homework #13: C 7.3: 8,10 C Additional Problems NC 7.3: 11,12 |
| March 14 Quiz #5 Lecture #21: Two-sample Inference Same Variance |
March 16 Lecture #22: Testing σ1=σ2 F-test Homework Due: R 9.1-2 Written Homework #14: C 7.4: 2,4,6,13,17,19,20 C Additional Problems NC 7.4: 1,5,15,18,21 |
March 18 Lecture #23: Two-sample Inference Different Variance Homework Due: R 9.3 Written Homework #15: 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 |
| March 21 Spring Break |
March 23 Spring Break |
March 25 Spring Break |
| March 28 Spring Break |
March 30 Lecture #24: Two-Sample Inference Binomial Data Homework Due: R 9.4,9.5 Written Homework #16: 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 1 Quiz #6 Lecture #25: Multinomial Distribution Homework Due: R 10.1-10.3 Written Homework #17: C 9.4: 2,4,5 C 9.5:2,3,5 C Additional Problems NC 9.4: 1,3 NC 9.5: 1,7 |
| April 4 Lecture #26: Chi-Squared Test | April 6 Lecture #27: Proof of Chi-Squared Test Questions for Exam Homework Due: Written Homework #18: C 10.2: 2,4,6 NC 10.2:1,3,5 |
April 8 Exam 2 Topics TBA |
| April 11 Lecture #28: Proof of Chi-Squared Theorem Fisher's Theorem Revisited Homework Due: R 10.4 |
April 13 Lecture #29: Proof of Chi-Square Test Person's Chi-Square Test Homework Due: R 10.4 Written Homework #19: C Additional Problems NC 10.2:1,3,5 |
April 15 Quiz #7 Lecture #30: WWF Deaths Homework Due: R 10.5 Written Homework #20: C 10.3: 1,4,5,8 C Additional Problems NC 10.3: 2,3 |
| April 18 Lecture #31: Goodness of Fit test for unknown parameters |
April 20 Contingency Tables Homework Due: R 11.1 Written Homework #21: C 10.3:9,10,11 C Additional Problems |
April 22 Quiz #8 Lecture #32: Contingency Table Examples Introduction to Linear Regression Homework Due: R 11.2 Written Homework #22: C 10.4: 2,4,5,6,8,9 NC 10.4: 1,3,7 |
| April 25 Linear Regression Least Square Fit Maximum Likelihood estimate for β0 and β1 Homework Due: R 11.3 |
April 27 Lecture #33: MLE for σ2 Properties for the estimator of β1 Homework Due: Written Homework #23: C 10.5: 2,3,6,8 C 11.2: 1 NC 10.5: 1,4,5 |
April 29 Quiz #9 Regression Hypothesis Test Homework Due: Written Homework #24: 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 2 Lecture #34: Inference on Y hat Homework Due: R 11.4 |
May 4 Lecture #35: Prediction Interval R2 Homework Due: Written Homework #25: C 11.3: 8,9,10,12 |
May 6 Quiz #10 Lecture #36: Odds and Ends Homework Due: Written Homework #26: C Additional Problems |
| May 9 |
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