STAT 582: Advanced Theory of Statistical Inference

Winter Quarter 2010

Syllabus (last updated: 9/16/2010)

Course personnel:

• Professor: Jon A. Wellner
• B320 Padelford Hall
• Phone: 543-6207
• Office hours: 1:30 - 3:30 MWF and 11:30-12:30 F; or by appointment

Administrative Information:

• Time(s): MWF 10:30 - 11:20
  
• Place: BLM (Balmer) 408
• Make-Up Sessions: Friday, January 22, 11:30 - 12:20, and Friday, January 29, 11:30 - 12:20
  (for classes missed on 13 and 15 January).
  Location: BLM (Balmer) 411

Prerequisites:

• Mathematical Analysis at the level of Math 424-5-6.
• Successful completion of Statistics 581.

Required Texts:

• E. L. Lehmann and Joseph P. Romano, Testing Statistical Hypotheses, Third Edition. Springer, New York (2005).

Supplemental texts:

• Mathematical Statistics, by T. S. Ferguson, 1967.
• Approximation Theorems of Mathematical Statistics, by R. J. Serfling, Wiley, 1980.
• Silvey, S. D. Statistical Inference. Chapman and Hall, 1970.
• Cox, D. R. and Hinkley, D. Theoretical Statistics. Chapman and Hall, 1974.

Grading:

• Homework: 35%. January 20 and thereafter: handed out on Wednesdays; due following Wednesday
  Schedule for first three weeks:
  Homework 1: handed out Monday 1/4/2010; due Monday 1/11/2010
  Homework 2: handed out Monday 1/11/2010; due Wednesday 1/20/2010
• Midterm: 30% (in class; Friday, February 12)
• Final: 35% (in class; 8:30 - 10:20 AM, Monday, March 15, 2010)

Lectures:

• Chapter 4. Efficient Likelihood Estimation and Related Tests
• Chapter 5. Bayes Methods and Elementary Decision Theory
• Chapter 6. Testing

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