STA 215 Syllabus

STA 215: Statistical Inference

Course Schedule, Spring 2007

This syllabus was last revised , and may be superceded by later versions. Please Reload the page to make sure that you have the latest version. Some weeks will have lecture notes available; more will be added over time. Here's the course's information page and a sheet of information and notation for common probability distributions.

Note: The class text, Mathematical Statistics (2/e) by Peter Bickel and Kjell Doksum, is substantially different and better than the first edition by the same name and authors--- it is also organized differently (the old Chapter 1 has become the new Appendix B, with remaining chapters renumbered accordingly, for example). Be sure to get the second edition, not the first. An Errata sheet is available.
Note: earlier offerings had take-home midterm and in-class midterm, so use caution in prediction 2007 tests from earlier ones.

Week Date Topic Reading
Assignment Lec
Notes HW Due
Date

1 1/10 Introduction: Likelihood, 3½ Paradigms Pic 1, Pic 2 Lec Notes »» pdf,pdf - -

2 1/17 Models, Random Samples, Generating Functions Lec Notes »» pdf - -

3 1/22 - 1/24 Sufficiency, Exponential Families B&D Ch 1 pdf HW 1 sol 1 1/31

4 1/29 - 1/31 Point Estimation: Bias, Risk, Consistency B&D Ch 2 pdf - -

5 2/05 - 2/07 Efficiency & the Frêchet (Cramér-Rao)
Information Inequality, Rao-Blackwell - pdf HW 2 sol 2 2/14

6 2/12 - 2/14 Normal Approximations, Bayes & Frequentist B&D Ch 3 pdf,pdf - -

7 2/19 - 2/21 MLE and its properties B&D Ch 2 - HW 3 sol 3 3/07

8 2/26 - 2/28 Jeffreys and Reference Bayesian Inference GCSR § 2.8 pdf - -

9 3/05 - 3/07 Review and in-class (Wed 3/07) Midterm Exam ('01, '02, '05, '06, '07) 2007 Results - - -

- 3/10 - 3/18 Spring Break - - - -

10 3/19 - 3/21 Testing Hyp: Size, P-Values, Power, Post Prob B&D Ch 4, Lehmann pdf HW 4 sol 4 4/02

11 3/26 - 3/28 Likelihood Ratios & the Neyman-Pearson Lemma B&D Ch 4 pdf - -

12 4/02 - 4/04 Bayes vs. Freq: DeGr, Berg&Sell, Case&Berg, Berg&Dela, Berg&Brow&Wolp, Wolp ««Hand-outs pdf - -

13 4/9 - 4/11 Conditionality & the Likelihood Principle Berg & Wolp pdf HW 5 sol 5 4/18
14 4/16 - 4/18 Picking Priors & Implementing Bayesian Methods Priors, Quad, MC «- - - -

16 5/02 Take-home Final Exam, due Wed May 2, 7:00pm ('00, '01, '02, '05, '06) Results -

Week	Date	Topic	Reading Assignment	Lec Notes	HW	Due Date
1	1/10	Introduction: Likelihood, 3½ Paradigms Pic 1, Pic 2	Lec Notes »»	pdf,pdf	-	-
2	1/17	Models, Random Samples, Generating Functions	Lec Notes »»	pdf	-	-
3	1/22 - 1/24	Sufficiency, Exponential Families	B&D Ch 1	pdf	HW 1 sol 1	1/31
4	1/29 - 1/31	Point Estimation: Bias, Risk, Consistency	B&D Ch 2	pdf	-	-
5	2/05 - 2/07	Efficiency & the Frêchet (Cramér-Rao) Information Inequality, Rao-Blackwell	-	pdf	HW 2 sol 2	2/14
6	2/12 - 2/14	Normal Approximations, Bayes & Frequentist	B&D Ch 3	pdf,pdf	-	-
7	2/19 - 2/21	MLE and its properties	B&D Ch 2	-	HW 3 sol 3	3/07
8	2/26 - 2/28	Jeffreys and Reference Bayesian Inference	GCSR § 2.8	pdf	-	-
9	3/05 - 3/07	Review and in-class (Wed 3/07) Midterm Exam ('01, '02, '05, '06, '07)	2007 Results	-	-	-
-	3/10 - 3/18	Spring Break	-	-	-	-
10	3/19 - 3/21	Testing Hyp: Size, P-Values, Power, Post Prob	B&D Ch 4, Lehmann	pdf	HW 4 sol 4	4/02
11	3/26 - 3/28	Likelihood Ratios & the Neyman-Pearson Lemma	B&D Ch 4	pdf	-	-
12	4/02 - 4/04	Bayes vs. Freq: DeGr, Berg&Sell, Case&Berg, Berg&Dela, Berg&Brow&Wolp, Wolp	««Hand-outs	pdf	-	-
13	4/9 - 4/11	Conditionality & the Likelihood Principle	Berg & Wolp	pdf	HW 5 sol 5	4/18
14	4/16 - 4/18	Picking Priors & Implementing Bayesian Methods	Priors, Quad, MC	«-	-	-	-
16	5/02	Take-home Final Exam, due Wed May 2, 7:00pm	('00, '01, '02, '05, '06)	Results	-