STAT 581: Fall Quarter, 2003

PAGE IN PROCESS OF UPDATING: DO NOT BELIEVE ANYTHING YET!

When: MWF 10.30-11.20
Where: MUE 154
Instructor: Elizabeth Thompson

Class description (slightly modified from Jon Wellner's)

Use of limit theory in statistics: central limit theorems, modes of convergence, continuous mapping theorems, asymptotic linearity of statistics. Asymptotic normality of sample quantiles and some basic large sample theory for empirical distribution functions. Cramer-Rao efficiency bounds in the presence of nuisance parameters. Efficient estimation. Large sample theory of maximum likelihood estimators and the related test statistics: Wald, Rao (or score), and likelihood ratio statistics. The EM algorithm.

BOOKS, NOTES etc

Books: from the UW page

Jon Wellner's Lecture notes. The course will cover parts of chapters 0,1,2,3,4.

Here is a link to my outline transparencies.

Tentative Schedule -- in progress

Official information

Day-1 in-class diagnostic quiz : Sept 29 -- will be graded, but grade will not contribute to class grade

Homework (drop lowest score): 30%
Midterm; in class Monday Nov 3: 28%
Final exam; in class 8.30-10.20 a.m., Friday December 12 (official): 40%

Also, each student will summarize a previous class: 2%.

Announcements

A warning about likelihood.

No office hour Tues Oct 21: if you really need to see me, please make an appt for earlier on Tuesday p.m.
Note Tues, Nov 11 is a holiday: no office hour-- I will be available in C317 Padelford, 5.30-6.30 Mon Nov 10.
Short office hour: Thur Nov 13: I will need to leave campus by 5.30.

I am gone November 3 and November 7.
Anne-Louise Leutenegger will proctor the midterm, Nov 3
Jon Wellner will give clas on Nov 7

I am gone December 11 (through Dec 18).
Marloes Maathuis will proctor the final exam.
Grades may not make the first grade deadline.

Homeworks

Office hours, communication etc.

1) Remember to keep checking this web page.

2) UW class email: stat581a_au03. Registered students and instructors are automatically maintained on this email, which is updated each day. Others cannot subscribe -- well you can, but will be removed at each day's update. Note that to send an email, you must be at your UW .u account.

3) Office hours: Tues 5.00-6.00 p.m., in F643 in Biostat
and Thurs, 5.00-6.00 p.m., in C317, Padelford.
(Tuesdays; Non-Biostat people: they asked me to warn you the office will be locked, but if you shout loud enough I can let you in)
If no one is present, and no one has notified me they will be coming later, I will leave any time after 5.30.
Here is a link to my schedule for this quarter.