STAT 582: Advanced Theory of Statistical Inference

Winter Quarter 2018

Syllabus (last updated: 2/2/18)

Course personnel:

• Professor: Jon A. Wellner
• B320 Padelford Hall
• Phone: 543-6207
• Office hours: 1:30 - 3:30 Mon, Wed, Fri; or by appointment  
  
• Graders:
  Qiyang (Roy) Han, B316 Padelford Hall; royhan0611@gmail.com
  Office hours: xx - yy (or by appointment)
   
  Hongxiang (David) Qiu, Biostatistics; qiuhx@u.washington.edu
  Office hours: xx - yy (or by appointment)
  

Administrative Information:

• Time(s): MWF 10:30 - 11:20
  
• Place: MGH 271
• Jon W away January 29 and 31; make-up lectures TBA
• Make-Up Sessions:
  Monday, January 22, 9:30 - 10:20, place EEB003
  Monday, February 5, 9:30 - 10:20, place EEB003
  

Prerequisites:

• Mathematical Analysis at the level of Math 424-5-6 or Stat 559.
• 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%. Handed out on Wednesdays; due following Wednesday
  
• Midterm: 30% (in class; Monday, February 12, 2018)
• Final: 35% (in class; 8:30 - 10:20 AM, Monday, March 12, 2018)

Course Evaluation:

Lectures:

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

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