# 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.