STATISTICS 426:
INSTRUCTOR: Moulinath Banerjee (moulib at umich dot edu) 451, West Hall. Class meets 4:00 -- 5:30 p.m. Tuesday and Thursday at 245 DENNISON. Office Hours: 6.00 p.m -- 7:10 p.m., Monday and Wednesday.
GRADER: Wei Wei (weiweisz@umich.edu) Office Hours: 274, West Hall, 3:00 -- 4:00 p.m. Monday.
GRADE ALLOCATION: 6 Homeworks carrying a total of 30 points + 2 Midterms carrying 40 points + Final carrying 30 points. Dates for midterms: Oct 14 (Weds) and Nov 18 (Weds) in class. Final: Wednesday, December 23 from 8:00 to 10:00 am, as scheduled in the academic calendar.
TEXT: Mathematical Statistics and Data Analysis, by John Rice. DUXBURY PRESS.
TOPICS:
Probability revision including laws of large numbers and CLT. Sampling from a normal distribution. Confidence sets via the method of pivots. Estimation in parametric models including: Mean Squared Errors and Bias-variance decompositions Method of moments and maximum likelihood estimation Information inequality Asymptotic properties of the MLE and elementary delta method Likelihood ratio tests Variance stabilizing transformations. Time permitting: Hypothesis testing via the Neyman-Pearson paradigm, elementary linear regression.
NOTES:
A Note on the Exponential Distribution
On Variance Stabilizing Transformations
HOMEWORKS:
SOME OLD EXAMS: