STAT 582: Advanced Theory of Statistical Inference

Winter Quarter 1998

Syllabus (last updated: 12/19/97)

Course personnel:

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

Administrative Information:

• Time(s): MWF 10:30 - 11:20
  
• Place: Bagley 108
• Extra (optional) Friday Session: F 11:30 - 12:20, Chemistry Library 025.
• Make-Up Monday Sessions: M 9:30 - 10:20, Bagley 331A
  ; 1/26; 2/9; 2/23.

Prerequisites:

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

Required Texts:

• Mathematical Statistics, by T. S. Ferguson, 1967, required.

Supplemental texts:

• 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%
• Midterm: 30% (in class; Friday, 2/13)
• Final: 35% (take-home)
  

Lectures:

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

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