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MATH 5312: Mathematical Statistics I
Fall 2017

Table of Contents


Announcement

The Midterm 2 practice exam has been posted. The solution will be posted 11/15.

The Midterm 1 is scheduled on 10/9, and the Midterm 2 is scheduled on 11/20.

Course Syllabus

Course Schedule

The instructor reserves the right to adjust this schedule in any way that serves the educational needs of the students enrolled in this course.

Week Date Topics Reading Notes
Week1 8/28 Introduction    
Week2 8/30 Probability set function HMC 1.2-1.3  
Week2 9/4 No class    
Week3 9/6 Conditional probability and independence HMC 1.4  
Week3 9/11 Random variables, distribution functions HMC 1.5 HW 1 (SOLN) - Due 9/18 in class
Week4 9/13 Discrete/continuous random variables HMC 1.6-7  
Week4 9/18 Expectation HMC 1.8 HW 2 (SOLN) - Due 9/25 in class
Week5 9/20 Moment generating function HMC 1.9  
Week5 9/25 Important inequalities HMC 1.10 HW 3 (SOLN) - Due 10/2 in class
Week6 9/27 Bivariate random variables HMC 2.1  
Week6 10/2 Transformation of bivariate random variables HMC 2.2 HW 4 (SOLN) - Due 10/5 by 5pm
Week7 10/4 Conditional distribution/expectation, correlation coefficient HMC 2.3-4 Practice exam (SOLN)
Week7 10/9 Midterm 1   Midterm 1
Week8 10/11 Independenct random variables HMC 2.5 HW 5 (SOLN) - Due 10/18 in class
Week8 10/16 Multivariate random variables HMC 2.6,8  
Week9 10/18 Binomial distribution HMC 3.1 HW 6 (SOLN) - Due 10/25 in class
Week9 10/23 Poisson distribution HMC 3.2  
Week10 10/25 \(\Gamma\), \(\chi^{2}\), and \(\beta\) distributions HMC 3.3 HW 7 - Due 11/1 in class
Week10 10/30 Normal distribution HMC 3.4  
Week11 11/1 Multivariate normal distribution HMC 3.5 HW 8 (SOLN) - Due 11/8 in class
Week11 11/6 t/F-distribution HMC 3.6  
Week12 11/8 Sampling and statistics HMC 4.1 HW 9 (SOLN) - Due 11/15 in class
Week12 11/13 confidence intervals HMC 4.2  
Week13 11/15 Order statistics HMC 4.4 HW 10 - Due 11/27 in class
Week13 11/20 Midterm 2   Practice exam (SOLN)
Week14 11/22 Hypothesis testing HMC 4.5  
Week14 11/27 Convergence in probability HMC 5.1 Final HW - Due 12/8 by 5pm
Week15 11/29 Convergence in distribution HMC 5.2  
Week15 12/4 Delta method HMC 5.2.2  
Week16 12/6 Central limit theorem HMC 5.3  
Week16 12/15 Final exam   2-4:30pm, PKH 105

Exams

Exams will be closed book, closed note, and open calculators. Calculators may not be shared on exams. Cell phone calculators are not permitted on exams. A single page (on US letter size paper), hand-written cheat-sheet is permitted for each exam.