STAT 581: Fall Quarter, 2004

When: MWF 10.30-11.20
Where: SMI 405
Instructor: Elizabeth Thompson
Office hours: Mon and Fri 5.00-6.00 p.m., in C317, Padelford.

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. Non-parametric MLE (time permitting).

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-3 in-class diagnostic quiz : Monday Oct 4. -- taking the quiz will be 1% of grade. -- will be graded, but grade will not affect the class grade

Homework (drop lowest score): 30%
Midterm; in class Wednesday Nov 3: 29%
Final exam; in class 8.30-10.20 a.m., Monday December 13 (official): 38%

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

Announcements

A warning about likelihood.

Homeworks

Office hours, communication etc.

1) Remember to keep checking this web page.

2) UW class email: stat581a_au04. 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: 5.00-6.00 p.m. Mon (CSSS conf rm) and Fri (C317), Padelford.
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.