STAT 583: Advanced Theory of Statistical Inference

Spring Quarter 2000

Syllabus (last updated: 3/16/2000)

Course personnel:

Professor: Jon A. Wellner
B320 Padelford Hall
Phone: 543-6207
Office hours: 2:30 - 4:30 MWF; or by appointment

Administrative Information:

Time(s): MWF 10:30 - 11:20
F 11:30 - 12:20 (extra/optional)
Place: Denny 316 (Extra Friday session: Denny 205)

Prerequisites:

Successful completion of STAT 582.
Mathematical Analysis at the level of Math 424-5-6. (Catalog description.)

Required Texts:

Bradley Efron and R. J. Tibshirani, An Introduction to the Bootstrap, Chapman and Hall, 1993.

Supplemental texts:

E. L. Lehmann, Testing Statistical Hypotheses, Second Edition, Springer, 1986.
T. S. Ferguson, Mathematical Statistics, Academic Press, 1967.
Peter J. Huber, Robust Statistics, Wiley, 1981.
N. J. Higham
Handbook of Writing for the Mathematical Sciences. SIAM, 1993.

These are on Reserve in the Math Research Library.

Grading:

Homework: 35%
Midterm: 30%
Final: 35%
(Scheduled time & date: 8:30 - 10:20, Monday, June 5).

Lectures:

The lectures will cover parts of chapters 6, 7, and 8.

Chapter 6. Testing
Chapter 7. Statistical Functionals and the Delta Method
Chapter 8. Bootstrap and Jackknife Estimation of Sampling Distributions

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Click here to return to the Statistics Dept. home page.

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