STAT 557: Advanced Statistical Inference II.

Department of Mathematics and Statistics, UNM
Spring Semester 2009

INSTRUCTOR

Gabriel Huerta
Office: 441 Humanities Building
email: ghuerta at stat dot unm dot edu
Phone: 277-2564
Class Time: T R 12:30-13:45.
Classroom: 331 Dane Smith Hall
Course Web-Page: http://www.stat.unm.edu/~ghuerta/stat557/course.html
Office Hours: T R 15:30-17:00 or by appointment
*Please send me a note by e-mail or call me to set an appointment outside office hours.

DESCRIPTION

From catalog: Standard limit theorems, hypothesis testing, confidence intervals and decision theory. In addition: overview of advanced statistical inference methods that include parametric inference, Bayesian inference, non-parametric curve estimation, bootstrap.

PREREQUISITES

STAT 556

BOOKS

  • Wasserman, L. (2004). All of Statistics. Springer Verlag (textbook)
  • Ferguson, T.S. (1996). A Course in Large Sample Theory. Chapman and Hall/CRC (recommended)
  • Lehmann, E.L. (1999). Elements of Large Sample Theory. Springer Verlag (text for Stat 556 Fall 08).
    GRADING

    The grading will be based on homework assignments, a midterm and a final exam. Homeworks will be assigned approximately every other week. Homeworks are worth 40% of the course grade. The midterm and final exams each worth 30% of the course grade. The midterm exam will be scheduled around Week 8 of classes while the final will be scheduled for the UNM official date of final exams.

  • Tentative date for Midterm. Thursday, March 12, 2009.
  • Final exam. Thursday, May 14, 2009. 10:00-12:00.

    • SCHEDULE

    The course will involve the following chapters of the Wasserman book.

  • Chapter 4. Inequalites.
  • Chapter 5. Convergence of Random Variables.
  • Portions of Chapters 8-12
  • Chapter 20. Non-parametric curve estimation.

    • This material will be supported with extracts from Parts 1,2 and 4 from the Ferguson book and Chapters 6, 7 from the Lehmann book you used last semester in Stat 556.
    HOMEWORK

  • HW No. 1: exercises 2,3, 7 from Sec.4.5 and exercises 1,4, 9 and 12 from Sec. 5.8 of Wasserman's book. Due Tuesday February 3.