STAT 512 (Mathematical Statistics)

Summer II 2010

Instructor

David Hitchcock, assistant professor of statistics

Syllabus

Office Hours -- Summer II 2010

Mon - Tues - Wed - Thu 10:30 a.m. – 11:50 a.m.
Please feel free to make appointments to see me at other times.

Office: 209A LeConte College
Phone: 777-5346
E-mail: hitchcock@stat.sc.edu

Class Meeting Time

M-Tu-W-Th 8:00AM-10:15AM, LC 201A

Current Textbook

Mathematical Statistics with Applications, 7th edition. (2008), by Wackerly, D., Mendenhall, W., and Scheaffer, R.

Course Description

512—Mathematical Statistics (3) (Prereq: STAT 511 or MATH 511 with a grade of C or higher) Sampling theory, discrete and continuous transformations, t and F distributions, independence of sample mean and S^2; limiting distributions, central limit theorem; quality of estimators, testing statistical hypotheses, confidence intervals, Bayesian estimates.

Purpose:

To provide a strong foundation in mathematical statistics for understanding the concepts and development of statistical methodology, and to prepare students for further study of statistical inference.

Course Notes

You are encouraged to print out these notes ahead of time and bring them to class.

Homework

Extra Practice Problems

Section 6.3: On pp. 307-310: Exercises 6.1, 6.5, 6.9
Section 6.4: On pp. 316-318: Exercises 6.23, 6.25, 6.26, 6.31, 6.33
Section 6.6: On pp. 330-333: Exercises 6.63, 6.65, 6.69, 6.71
Section 6.5: On pp. 322-325: Exercises 6.45, 6.47, 6.49, 6.55, 6.57, 6.59
Section 6.7: On pp. 338-340: Exercises 6.73, 6.75, 6.76(a,b), 6.77(a), 6.80, 6.81
Section 7.2: On pp. 364-370: Exercises 7.9(a,b,c), 7.11, 7.19, 7.37, 7.38
Section 7.3: On pp. 373-377: Exercises 7.42(a), 7.53, 7.55
Section 7.5: On pp. 382-385: Exercises 7.79(a), 7.81
Section 8.1-8.2: On pp. 394-396: Exercises 8.2, 8.3, 8.9, 8.13, 8.18
Section 8.4: On pp. 402-406: Exercises 8.21, 8.23, 8.25, 8.37
Section 8.5: On pp. 409-411: Exercises 8.39, 8.41, 8.43, 8.47
Section 8.6: On pp. 415-421: Exercises 8.57, 8.59, 8.61, 8.63, 8.65
Section 8.7: On pp. 424-425: Exercises 8.73, 8.74, 8.75
Section 8.8: On pp. 430-434: Exercises 8.83(a,b), 8.85, 8.89
Section 8.9: On pp. 436-437: Exercises 8.95, 8.97, 8.98, 8.101, 8.126(p. 441)
Section 9.2: On pp. 447-448: Exercises 9.1, 9.3, 9.5, 9.7
Section 9.4: On pp. 462-464: Exercises 9.37, 9.41, 9.43, 9.47
Section 9.5: On pp. 470-472: Exercises 9.56, 9.59, 9.61, 9.63
Section 9.6: On pp. 475-476: Exercises 9.69, 9.71, 9.75, 9.77
Section 9.7: On pp. 481-483: Exercises 9.81, 9.83, 9.85(a,d), 9.97
Section 9.3: On pp. 454-458: Exercises 9.17, 9.19, 9.25, 9.35
Section 9.8: On pp. 481-483: Exercises 9.98, 9.100
Supplementary Exercises: On pp. 486-487: Exercises 9.103, 9.105, 9.107, 9.112

R Code for Class Examples

Formula Sheets

Project Information

A short project is required for graduate students enrolled in this course. Undergraduates may do this for a small amount
of extra credit (up to 7 points added to their score on the final exam). The project consists of reading a journal article
from the statistical literature. You may choose an article from the list in the following document: All these articles are available through JSTOR (see me about how to access them). You must tell me which article you
are reading, because you cannot choose an article someone else has chosen. You must turn in a typed 2-page report
that: (1) summarizes of what the purpose and main ideas in the article were, and (2) relates the ideas in the article
to concepts we have studied in STAT 512 (in particular, are there any methods or principles that the author(s) used
that are similar to methods or principles we studied in class?). The report will be due on or before Thursday, August 5.

Exam Solutions

Exams