Detailed Schedule -- Probability and Statistics II

Spring 2006, 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)
1/18 Course Introduction, review of results from last fall 7.1
1/20 Lab Day 1 -- The Central Limit Theorem   7.3
1/23 Sampling distributions   7.2
1/25 Sampling Distributions, continued  7.2
1/27 Sampling Distributions, continued  7.2
1/30 Basics of parameter estimation  8.1-2
2/1 More on estimation  8.2
2/3 Point estimators   8.3
2/6 Error of estimation   8.5
2/8 Pivotal quantities and confidence intervals  8.5
2/10 Large sample confidence intervals  8.6-7
2/13 Lab Day 2 (confidence intervals demo)  8.7
2/15 Small-sample confidence intervals   8.7
2/17 More on small sample confidence intervals  8.8
2/20 Lab Day 3 (confidence intervals for variances)  8.9
2/22 Efficiency and consistency of estimators 9.1-9.3
2/24 Sufficient statistics  9.4
2/27 Method of moments estimators  9.6
3/1 Midterm Exam 1 (Chapters 7 and 8)  
3/3 Maximum likelihood estimators   9.7
3/6, 8, 10 No Class -- Spring Break 
3/13 More on maximum likelihood estimation  9.7
3/15 Statistical tests -- terminology and rationale  10.1-2
3/17 Large sample tests  10.3
3/20 Type II error probability and sample size  10.4
3/22 Relation to confidence intervals, Attained significance level  10.5-6
3/24 Spare day  
3/27 Small sample tests  10.8 
3/29 Lab Day 4   10.9
3/31 Lab Day 4, continued   10.10
4/3 Linear models and estimators   11.1-2
4/5 Least squares for β0 + β1 x + e 11.3
4/7 Multiple regression and matrix formulation 11.10
4/10 Properties of least squares estimators 11.4, 11.11
4/12 More on properties of least squares estimators 11.11
4/14,17 No Class -- Easter Break Chapter 11
4/19 Testing hypotheses on regression coefficients   11.5-6, 11.12
4/21 Midterm Exam 2  Chapters 9, 10, 11.1-3, 11.10
4/24 More on hypothesis testing  11.12
4/26 Lab Day 5  11.4
4/28 Lab Day 5  11.5
5/1 Course wrap-up 
The final exam for this course will be given at 8:30 am on Saturday, May 6, 2006.

Last modified: January 4, 2006