# 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 CramÃ©r-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 |
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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 |
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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 |