Detailed Schedule -- Mathematical Statistics

Spring 2012, 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)
1/25 Course Introduction, review of results from the fall 7.1
1/27 Sampling distributions (χ2)   7.2
1/30 Sampling Distributions, continued (t 7.2
2/1 Sampling Distributions, continued (F 7.2
2/3 Basics of parameter estimation  8.1-2
2/6 Lab Day 1 -- Sampling Distributions in R 7.2
2/8 More on estimation (including use of order statistics)  6.7, 8.2
2/10 Point estimators -- Problem Set 1 due   8.3
2/13 Evaluating goodness of a point estimator   8.4
2/15 Pivotal quantities and confidence intervals   8.5
2/17 Large sample confidence intervals -- Problem Set 2 due   8.6-7
2/20 Lab Day 2 (confidence intervals demo)  8.7
2/22 Small-sample confidence intervals   8.8
2/24 More on small sample confidence intervals -- Problem Set 3 due   8.8
2/27 Lab Day 3 (confidence intervals for variances)  8.9
2/29 Lab Day 3, continued 8.9
3/2 Efficiency and consistency of estimators -- Lab Project/Problem Set 4 due   9.3
3/5, 7, 9 No class -- spring break 
3/12 Sufficient Statistics, Rao-Blackwell Theorem and MVUE's  9.4 - 5
3/14 Spare day -- exam review
3/16 Midterm Exam 1 (through section 9.3)  
3/19 Method of moments estimators   9.6
3/21 Maximum likelihood estimators   9.7
3/23 More on maximum likelihood estimation -- Problem Set 5 due   9.7
3/26 Statistical hypothesis testing -- terminology and rationale  10.1-2
3/28 Large sample tests  10.3
3/30 Type II error probability and sample size -- Problem Set 6 due   10.4
4/2 Relation to confidence intervals, attained significance (p-level)  10.5-6
4/4 Small sample tests  10.8 
4/6, 9 No class -- Easter break
4/11 Lab Day 4   10.9
4/13 Linear models and estimators -- Problem Set 7 due   11.1-2
4/16 Least squares for β0 + β1 x + e 11.3
4/18 Multiple regression and matrix formulation 11.10
4/20 Properties of least squares estimators -- Problem Set 8 due   11.4, 11.11
4/23 More on properties of least squares estimators 11.11
4/25 Spare day -- exam review 
4/27 Midterm Exam 2  Chapters 9, 10, 11.1-3, 11.10
4/30 Testing hypotheses on regression coefficients   11.5-6, 11.12
5/2 More on hypothesis testing  11.12
5/4 Lab Day 5 -- The Matched Pairs Experiment (Final Project)   12.3
5/7 Lab Day 5 (Final Project) and course wrap-up   12.3

The final exam for this course will be given at 11:30am on Wednesday, May 16.

Last modified: February 14, 2012