Mathematical Statistics II - STAT 713 - sp 2023

10:05 am - 11:20 am, TR, LeConte College 107, Jan 9th - May 3rd, 2023

Instructor: Dr. Karl Gregory
Instructor office: LeConte College 216C

Teaching assistant: Zehao Yu, zehaoy [at]
TA office: LeConte College 209
TA office hours: Wednesdays from 2 to 4 pm.

Course syllabus

Lecture slides Annotated Topics Corresponding section(s) of Casella and Berger
Lec_01.pdf Lec_01_annotated.pdf Sufficient statistics 6.1 - 6.2.1
Lec_02.pdf Lec_02_annotated.pdf Minimality, ancillarity 6.2.2 - 6.2.3
Lec_03.pdf Lec_03_annotated.pdf Completeness 6.2.4
Lec_04.pdf Lec_04_R_code Lec_04_annotated.pdf Moment, maximum likelihood, and quantile estimators 7.1 - 7.2.2
Lec_05.pdf Lec_05_annotated.pdf Bayes estimators 7.2.3
End Exam I Material
Lec_06.pdf Lec_06_annotated.pdf Best unbiased estimators, Rao-Blackwell 7.3.1, 7.3.3
Lec_07.pdf Lec_07_handwritten_notes.pdf Fisher Information, Cramér-Rao lower bound 7.3.2
Lec_08.pdf Lec_08_annotated.pdf Consistency of estimators 10.1.1
Lec_09.pdf Lec_09_annotated.pdf Asymptotic distributions of estimators 10.1.2, 10.1.3
Lec_10.pdf Lec_10_annotated.pdf Tests of hypotheses, size, power, and p-values 8.1, 8.3.1, 8.3.4
Lec_11.pdf Lec_11_annotated.pdf UMP, UMPU tests, Neyman-Pearson, Karlin-Rubin 8.3.2
End Exam II Material
Lec_12.pdf Lec_12_annotated.pdf Likelihood ratio tests 8.2.1, 10.3.1
Lec_13.pdf Lec_13_R_code Lec_13_annotated.pdf Score and Wald tests 10.3.2
Lec_14.pdf Lec_14_annotated.pdf Confidence intervals and sets, credible intervals 9.1, 9.2, 10.4

LaTex template: template.tex LaTex_symbols

Homework Topics Due in class on Solutions
hw_01.pdf Sufficiency, minimality, ancillarity, completeness Thursday, Jan 26th hw_01_sol.pdf
hw_02.pdf Maximum likelihood and method of moments estimators Tuesday, Feb 7th hw_02_sol.pdf
hw_03.pdf Bayesian estimators, MLEs, MoMs, bias and mean squared error Tuesday, Feb 14th hw_03_sol.pdf
hw_04.pdf Rao-Blackwell, Fisher information, Cramér-Rao lower bound Thursday, Mar 2nd hw_04_sol.pdf
hw_05.pdf Consistency, asymptotic distributions of estimators, asymptotic relative efficiency Thursday, Mar 16th hw_05_sol.pdf
hw_06.pdf Asymptotic distributions of estimators, size and power of some classical tests Tuesday, Mar 28th hw_06_sol.pdf
hw_07.pdf Likelihood ratio tests Thursday, Apr 13th hw_07_sol.pdf
hw_08.pdf Large-sample tests and confidence intervals Monday, Apr 24th hw_08_sol.pdf

Find extra practice problems in the exams and homework assignments of Dr. Tebbs.

Exams Solutions
Exam_I.pdf Exam_I_sol.pdf
Exam_II.pdf Exam_II_sol.pdf
Final_Exam.pdf Final_Exam_sol.pdf

Exams from sp 2022 Solutions
Exam_I.pdf Exam_I_sol.pdf
Exam_II.pdf Exam_II_sol.pdf
Final_Exam.pdf Final_Exam_sol.pdf

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