Stat 512: Mathematical Statistics

Summer 2015

Textbook: Wackerly, D., Mendenhall III, W., and Scheaffer, R. Mathematical Statistics with Applications , 7th Ed.
Instructor: Peijie Hou
Office: LeConte 209E
Email: houp@email.sc.edu

Class meetings: MTWRF 8:30AM - 9:45AM LeConte 310
Office hour: MTWR 10AM - 11AM or by appointment

Course Schedule
Note: Textbook exercises are not collected. The collected midterm exams are labelled as "MIDTERM #" and are followed by a due date.

Date Topics Exercise and exam
Mon, June 29 Lecture 1: Syllabus; review of Stat 511 Review all Stat 511 materials
Tues, June 30 Lecture 2: Chapter 6.3 Functions of Random variables: the method of CDF's. ---
Wed, July 1 Lecture 3: Chapter 6.3 cont'd; 6.4: The method of transformations. 6.1,6.2,6.4,6.6,6.7,6.8,6.13,6.14,6.15
Thur, July 2 Lecture 4: Chapter 6.4 cont'd; 6.6: Bivariate transformation technique. 6.28,6.29,6.31,6.33,6.35
Fri,
July 3		 Independence day: no class ---
Mon, July 6 Lecture 5: Chapter 6.6 cont'd; 6.5: Method of moment generating function. 6.63,6.65,6.68,6.70, 6.40, 6.46, 6.56, 6.58. Midterm #1 with solution , due Friday, July 10.
Tue, July 7 Lecture 6: Chapter 6.7: Order statistics. 6.73, 6.74, 6.75, 6.78, 6.81. Chapter 6 partial exercise solution.
Wed, July 8 Lecture 7: Chapter 7: Sampling distributions and the CLT. 7.9(a,b,c),7.11,7.12,7.15
Thur, July 9 Lecture 8: Chapter 7 cont'd. Handout on Independence of Sample Mean and Variance 7.19,7.21,7.37,7.38
Fri,
July 10		 Lecture 9: Chapter 7: t distribution. Midterm #2 with solution, due Wed, July 15.
Mon, July 13 Lecture 10: Chapter 7: f distribution. ---
Tues, July 14 Lecture 11: Chapter 7: CLT; 7.5: The Normal Approximation to the Binomial. 7.42(a),7.45,7.48,7.52,7.73,7.75,7.76, 7.80 Chapter 7 partial exercise solution.
Wed, July 15 Lecture 12: Chapter 8: Estimation; 8.2: Bias and MSE of a point estimator. 8.2, 8.4, 8.5, 8.8, 8.9, 8.14, 8.15.
Thur, July 16 Lecture 13: Chapter 8.3: Some common unbiased estimators. ---
Fri,
July 17		 Lecture 14: Chapter 8.5: Confidence intervals. Midterm #3 with solution , due Wed, July 22.
Mon,
July 20		 Lecture 15: Chapter 8.6: Large-sample CIs. 8.56, 8.58, 8.61, 8.64.
Tues,
July 21		 Lecture 16: Chapter 8.7: Sample size determination; 8.8 Small-sample CIs 8.71, 8.81, 8.83
Wed,
July 22		 Lecture 17: Chapter 8.9: Confidence intervals for variances. 8.95, 8.96, 8.97. Chapter 8 partial exercise solution.
Thur,
July 23		 Lecture 18: Chapter 9: Properties of point estimators and methods of estimation. 9.1,9.3,9.5,9.6
Fri,
July 24		 Lecture 19: Chapter 9.4: Sufficiency. 9.41,9.50,9.51,9.53. Midterm #4 with solution, due Wed, July 29.
Mon,
July 27		 Lecture 20: Chapter 9.3: Consistency 9.17, 9.19, 9.20, 9.24, 9.25, 9.27, 9.30
Tues,
July 28		 Lecture 21: Chapter 9.5: The Rao-Blackwell Theorem and MVUEs 9.59, 9.60, 9.61, 9.62, 9.63
Wed,
July 29		 Lecture 22: Chapter 9.5 cont'd 9.59, 9.60, 9.61, 9.62, 9.63
Thur,
July 30		 Lecture 23: Chapter 9.6 The Method of Moments 9.69, 9.71, 9.75, 9.77.Midterm #5 with solution, due Thur, Aug 6.
Fri,
July 31		 Session D & H exams, no class ----
Mon,
Aug 3		 Lecture 24: Chapter 9.7 The Method of Maximum Likelihood 9.80, 9.81, 9.83, 9.84, 9.85, 9.88, 9.89, 9.91, 9.93, 9.94, 9.97
Tues,
Aug 4		 Lecture 25: Chapter 9.7 cont'd Same as above.
Wed,
Aug 5		 Lecture 26: Chapter 10: Hypothesis testing ----
Thur,
Aug 6		 Lecture 27: review Final practice
Fri,
Aug 7		 Final exam preparation ----
R Code for Class Examples:

Important Dates:

Date
June 29, Mon. Classes begin
July 3, Fri. Independence Day, no class
July 31, Fri. Session D & H exams, no class
August 07, Fri. Class ends.
8:30-11am, August 08, Sat. Final exam