Detailed Schedule -- Probability and Statistics II

Spring 2004, Prof. Little

This is a tentative, evolving schedule. As always, topics may be added, deleted, or rearranged during the course of the semester. Any changes will be announced in class and here.


Date Class Topic Reading (WMS)
1/21 Review of method of mgf for determining distributions 7.1, 7.2
1/23 Sampling distributions, chi-square, t-, F-distributions  7.2
1/26 Sampling distributions, cont.  7.2
1/28 Lab 1 7.3
1/30 The Central Limit Theorem  7.3
2/2 Proof of CLT  7.4
2/4 An application -- normal approximation to binomial probabilities  7.5
2/6 Estimation basics  8.1-8.4
2/9 More on estimation basics  8.1-8.4
2/11 Confidence intervals  8.5
2/13 Additional examples  8.5
2/16 Large sample confidence intervals  8.6
2/18 Selecting sample size  8.7
2/20 Small sample confidence intervals for means  8.8
2/23 Lab 2 8.9 
2/25 Lab 2, continued  8.9
2/27 Midterm Exam 1  Chapter 7, Chapter 8, sections 1 - 8
3/1 Consistency of an estimator  9.3
3/3 Method of moments  9.6
3/5 Likelihood and sufficient statistics  9.4
3/8,10,12 No Class -- Spring Break 
3/15 Maximum likelihood estimation  9.7
3/17 More on maximum likelihood estimation  9.7
3/19 Statistical tests -- terminology and rationale  10.1-2
3/22 Large sample tests  10.3
3/24 Type II error probability and sample size  10.4
3/26 Relation to confidence intervals, Attained significance level  10.5-6
3/29 Small sample tests  10.8 
3/31 Tests for variances  10.9
4/2 The Neyman-Pearson Lemma  10.10
4/5 Lab Project 3 
4/7 Lab Project 3
4/9,12 No Class -- Easter Break Chapter 11
4/14 Linear models, regression  11.1-11.2
4/16 Midterm Exam 2  Chapters 9, 10
4/19 Least squares  11.3
4/21 Properties of least squares estimators  11.4
4/23 Inferences on parameters  11.5
4/26 Inferences on linear functions of parameters  11.6
4/28 Correlation  11.8
4/30 Lab Project 4
5/3 Lab Project 4, Course wrap-up 

The final exam for this course will be given at 2:30 pm on Wednesday, May 12, 2004.

Last modified: March 30, 2004