STAT 581
THIS SCHEDULE IS PRELIMINARY, AND SUBJECT TO CHANGE
| Monday, Sept 29 | Introduction and Diagnostic quiz | warning Quiz solutions | |
| Wednesday, Oct 1 |
1.1 Measurable spaces 1.2 Measures and probability | JAW Notes:Chapter 0 | |
| Friday, Oct 3 |
1.3 Measurable functions and random variables 1.4 Integration and integrability | ||
| - | |||
| Monday, Oct 6 |
1.5 Absolute continuity and densities 1.6 Product spaces and measures | Summary: Liz Thomas-- Fatou's lemma & Dominated convergence thm | |
| Wednesday, Oct 8 |
2.1 Group families of dsns 2.2 Exponential families of distributions (Basics) |
Homework 1 due Some background from Stat512/513 | |
| Friday, Oct 10 |
2.3 Sufficiency, minimal sufficiency, completeness 2.4 Vector exponential families. | Summary: Rob Igo-- Radon Nikodym and Change-of-variable JAW Notes:Chapter 1 | |
| - | |||
| Monday, Oct 13 |
2.5 Multivariate Normal 2.6 Related distributions: non-central chisquared | Summary: McLean Sloughter -- Exponential families ; sufficiency | |
| Wednesday, Oct 15 | 3.1 Modes of convergence |
JAW notes: Ch 2. Homework 2 due | |
| Friday, Oct 17 |
3.2 Basic convergence implications 3.3 Inverse transf. Thm.; Skorokhod Thm | Summary: Caroline Cutting -- MVN dsn | |
| - | |||
| Monday, Oct 20 |
3.3 ctd; Skorokhod Thm 3.4 Clasical limit theorems Mann-Wald Theorem, | Summary: Bryan Comstock -- Cgce relns | |
| Wednesday, Oct 22 |
3.4 ctd. Helly-Bray, Slutsky 3.5 Empirical processes and Brownian Bridge | Homework 3 due | |
| Friday, Oct 24 |
3.6 Limit theory for uniform quantiles. 3.7 Quantiles of a general dsn. | Summary: Toby White; Skorokhod Thm | |
| - | |||
| Monday, Oct 27 | 4.1 Information and Cramer-Rao inequality |
JAW notes: Ch 3.
Summary: JoAnna Scott: Empirical df. amd Glivenko-Cantelli | |
| Wednesday, Oct 29 | 4.2 Assumption verification: MVUE | Homework 4 due | |
| Friday, Oct 31 |
4.3 Examples 4.4 Other lower bounds. | Summary: Rebecca Hubbard: CRLB conditions | |
| - | |||
| Monday, Nov 3 | MIDTERM (Anne-Louise Leutenegger) | ||
| Wednesday, Nov 5 |
4.5 Multiparameter CRLB 4.6 Nuisance parameters and submodels | no homework due | |
| Friday, Nov 7 | Jon Wellner, Geometry of scores and influence fns. | ||
| - | |||
| Monday, Nov 10 |
Bits and pices, wrap-up Midterm review | ||
| Wednesday, Nov 12 |
4.7 Efficiency and asymptotic Normality 5.1 Basics of MLE |
Homework 5 due JAW notes: Ch 4. | |
| Friday, Nov 14 |
5.2 Kullback-Liebler Information 5.3 Consistency of MLE | Summary: Ben; multiparameter CRLB | |
| - | |||
| Monday, Nov 17 |
5.3 Consistency of MLE (ctd.) 5.4 MLE: Asymptotic Normality | Summary: Chris F.; basics of MLE; | |
| Wednesday, Nov 19 |
5.4 MLE: Asympt. Normality (ctd) 5.5: Bits and pieces on MLE 5.6: Notation summary. | Homework 6 due | |
| Friday, Nov 21 |
6.1 Likelihood ratio tests: simple null 6.2 Fixed alternatives and consistency | Summary: Chris G.--asymptotics of MLE | |
| - | |||
| Monday, Nov 24 | 6.3 Local alternatives | Summary: April -- the 3 test statistics | |
| Wednesday, Nov 26 |
6.4 Composite null; defns & dsns 6.5 Dsns of the test statistics | Homework 7 due | |
| Friday, Nov 28 | THANKSGIVING HOLIDAY | ||
| - | |||
| Monday, Dec 1 |
6.5 Dsns of the test statistics (ctd) 6.5 Practicalities: note on dimensions 6.6 Reparametrization | ||
| Wednesday, Dec 3 |
7.1 The EM algorithm
(notes as hard-copy handout) | Homework 8 due | |
| Friday, Dec 5 |
7.2 Why does EM work? 7.3 Examples | Summary: Hao: the 3 tests for general null hypothesis | |
| - | |||
| Monday, Dec 8 |
7.3 More about examples 7.4, 7.5 Case of exponential families | ||
| Wednesday, Dec 10 | Examples, Review, etc. | Homework 9 due | |
| - | |||
| Friday, Dec 12 |
FINAL EXAM Marloes Maathuis to proctor. | 8.30-10.20, MUE 154 |