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MATH 5313: Mathematical Statistics II
Spring 2017

Table of Contents


Course Syllabus

Course Schedule

From now on, class meets in PKH 485.

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 1/17 Dirichlet distribution    
Week1 1/19 Order statistic HMC 4.4 HW 1 - Due 1/26 in class
Week2 1/24 Likelihood principle HMC 7.1  
Week2 1/26 Sufficiency, Rao-Blackwellization HMC 7.2-3 HW 2 - Due 2/2 in class
Week3 1/31 Completeness HMC 7.4  
Week3 2/2 Uniformly minimum variance estimator   HW 3 - Due 2/9 in class
Week4 2/7 Completeness for exponential families HMC 7.5  
Week4 2/9 Fisher information and Cramér-Rao lower bound HMC 6.2 HW 4 - Due 2/16 in class
WEEK5 2/14 Midterm 1    
Week5 2/16 Admissibility   HW 5 - Due 2/23 in class
Week6 2/21 Bayes procedure HMC 11.2  
Week6 2/23 Minimax HMC 7.1 HW 6 - Due 3/2 in class
Week7 2/28 Convergence in probability HMC 5.1  
Week7 3/2 Law of large numbers, consistency   HW 7 - Due 3/9 in class
Week8 3/7 Convergence in distribution HMC 5.2  
Week8 3/9 Midterm 2    
Week9 3/14 No class   Spring vacation
Week9 3/16 No class   Spring vacation
Week10 3/21 Central limit theorem HMC 5.3  
Week10 3/23 Delta method HMC 5.2.2 HW 8 - Due 3/30 in class
Week11 3/28 Asymptotic normality    
Week11 3/30 Asymptotic efficiency HMC 6.2 HW 9 - Due 4/6 in class
Week12 4/4 Hypothesis testing    
Week12 4/6 Neyman-Pearson Lemma HMC 8.1 HW 10 - Due 4/13 in class
Week13 4/11 Midterm 3    
Week13 4/13 Uniformly most powerful test HMC 8.2 HW 11 - Due 4/20 in class
Week14 4/18 Score test    
Week14 4/20 Maximum likelihood ratio test HMC 6.3, 8.3 HW 12 - Due 4/27 in class
Week15 4/25 False discovery rate    
Week15 4/27 Special topics   Final HW - Due 5/4 in class
Week16 5/2 Special topics    
Week16 5/4 Review    
Week17 5/9 Final exam    

Homework

HW 1

HW 2

HW 3

HW 4

HW 5

HW 6

HW 7

HW 8

HW 9

HW 10

HW 11

HW 12

Final HW

Exams