Mathematics 466

Theory of Statistics

Spring 2008

Course Syllabus

Week	Dates	Topic	Pages
1	17Jan	Introduction and Overview	-
2	22Jan - 24Jan	Review of Probability I	-
3	29Jan – 31Jan	Review of Probability II	-
4	5Feb – 7Feb	Basic Principles Unbiased Estimation	1-12 13-21	Problem Set 1
5	12Feb – 14Feb	Maximum Likelihood Estimation	21-27
6	19Feb – 21Feb	Method of Moments Sufficient Statistics	31-33	Problem Set 2
7	26Feb - 28Feb	Bayes Estimation	36-42
8	4Mar – 6Mar	Practice Problems		Problem Set 3 Exam 1
9	11Mar – 13Mar	Hypothesis Testing	56-67
10	18Mar – 20Mar			Spring Break
11	25Mar – 27Mar	Composite Hypotheses Uniformly Most Powerful Tests	67-73
12	1Apr – 3Apr	Likelihood Ratio Tests The t Test	80-85 85-91	Problem Set 4
13	8Apr – 10Apr	Goodness of Fit	91-99
14	15Apr – 17Apr	Linear Regression	112-126
15	22Apr – 24Apr	Linear Models I Practice Problems	140-141	Problem Set 5 Exam 2
16	29Apr – 1May	Simulation Techniques Linear Models II
17	6May			Problem Set 6

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