Syllabus of Math 502. Spring 2008.
| |
Course:
Math 502. Statistics.
Prerequisites:
Math-501 or equivalent.
Schedule
:
MWF: 8:30-9:30 at LN 2205.
Instructor:
Miguel A. Arcones.
Office:
LN-2229.
E-mail:
arcones@math.binghamton.edu.
Phone number:
777-2593.
Office hours
: M: 9:40-10:40; W: 9:40-10:40; Th: 11:00-12:00; or
by appointment. If you need to contact
me or have any questions, please e-mail me at: arcones@math.binghamton.edu.
Course description:
Summarizing data. Point estimation.
Method of the moments estimators.
Maximum likelihood estimators. Consistency. Unbiasedness. Mean Square Error.
Cramer-Rao lower bound. Asymptotics of statistics. Delta method. Asymptotic efficiency.
Sufficient statistics. Completeness. UMVU estimators. Confidence intervals.
Testing hypotheses testing. Lemma of Neyman-Pearson. Statistical decision theory.
Textbook:
"A Rigorous Introduction to
Mathematical Statistics",
by Miguel A. Arcones.
Grading
: Homework (50 %),
two midterms (30 %) and a final (20 %).
Midterm exams
: Wednesday February 27 and
Wednesday April 9.
Final exam
: Monday May 12, 8:30-10:30, at SW323.
Rules about doing the homework
: Your name must be written on the first page.
Problem solutions must be written out in the order they were assigned. Problems out of sequence will not be graded.
The homework should be done without any consultation or collaboration. You may not collaborate with other students.
You may not discuss your work with anybody. In particular, do not ask me about which approach to do a certain problem,
whether your work is right, etc. However, please ask me about the meaning of the questions in the homework
(or whether there is a typo in the homework).
References
:
- Casella, G. and Berger, R. L. (1999). Statistical Inference.
2nd Edition. Wadsworth Publishing Company.
- Shao, J. (2003). Mathematical Statistics. 2nd Edition. Springer.
- Wackerly, D. D.; Mendenhall III ,W. and Scheaffer, R. L. (200 7).
Mathematical Statistics with Applications. Duxbury Press.
Class schedule
|
Janua |
Febru |
Febru |
Febru |
Febru |
March |
March |
March |
March |
March |
April |
April |
April |
April |
May |
| Mond |
28 |
4 |
11 |
18 |
25 |
3 |
10 |
17 |
eas. |
31 |
7 |
14 |
pass. |
28 |
5 |
| Wedn |
30 |
6 |
13 |
20 |
27 |
5 |
12 |
19 |
eas. |
2 |
9 |
16 |
23 |
30 |
7 |
| Frid |
1 |
8 |
15 |
22 |
29 |
7 |
14 |
eas. |
eas. |
4 |
11 |
18 |
25 |
2 |
9 |
