STATISTICS 611:

INSTRUCTOR: MOULINATH BANERJEE

INSTRUCTOR OFFICE HOURS: Tue & Thurs, 2:30 to 4:00 p.m., 451, West Hall. Class meets Tue & Thurs from 10:00 a.m. to 11:30 a.m, B760, East Hall

GSI AND GRADER INFO: Toshiya Hoshikawa(toshiyah@umich.edu). Office hours: 2:30 to 4:00 pm, Monday.

EXAM SCHEDULE: Midterm: Tuesday, March 3rd in class (we may start earlier than 10:00). Final: Date, time and place to be announced.

Weightage scheme: 5 homeworks carrying 5 points each + midterm carrying 30 points + final carrying 45 points.

TEXT: Keener's lecture notes (relevant chapters 9, 10 and partly 17, 18) + Ferguson's "A Course in Large Sample Theory" + Notes posted below. Other sources to be used now and then are: some of Wellner's notes below + Lehmann and Cassella (Point Estimation) + Lehmann and Romano (Testing Statistical Hypothesis) + Lehmann's "A Course In Large Sample Theory".

CONTENT: Modes of convergence of random variables, convergence in law and CLTs, delta method, asymptotics of maximum likelihood estimation, likelihood ratio statistics, contiguity theory, EM algorithm + other topics.

Homework 3: Problems (a) through (g) from Stat 612 Notes: 0.

Homework 4: Problems 1, 3, 4, 5 from Stat 612 Notes: 2. Due by 4:00 p.m. April 10th, 439 West Hall.

ANNOUNCEMENT: