STAT 566 - University of Arizona

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STAT 566/MATH 566 − Theory of Statistics

Description: Sampling theory. Point estimation. Limiting distributions. Testing Hypotheses. Confidence intervals. Large sample methods.
Prerequisite(s): STAT 564/MATH 564.

This course in the Theory of Statistics studies mathematical statistics at the post-calculus level. It is targeted to provide graduate students in statistics, biostatistics, mathematics, and related disciplines with the mathematical development of statistical inference, and to provide a foundation for further study in statistical theory at both the master's and doctoral levels.

Spring 2010
The course will meet Tuesdays and Thursdays from 3:30 pm - 4:45 pm in Drachman Hall room A122.
The textbook is Duxbury's Statistical Inference, 2nd Edition (2002) by George Casella and Roger Berger. Additional online resources are available at the book's Student Companion Site.
Material covered in the 2010 offering of the course will include:

Data Reduction & the Likelihood Principle
Point estimation
Theory of Testing Hypotheses
Theory of Confidence Intervals
Asymptotic evaluation
Bayesian Methods
Decision Theory

The course syllabus gives complete information.

Attendance
Students are expected to attend class. If important circumstances prevent this, it is the student's responsibility to find out what was covered in class, what was assigned for reading or homework, and what special announcements (if any) were made. "Excessive absence" in this class will be construed to be absence from more than 10 percent of the scheduled class sessions, whether excused or unexcused, and will be subject to Administrative Drop as per University policies.

Homework Assignments - Spring 2010
Homeworks are based on exercises from the textbook.
Homeworks are due as assigned. No exceptions.
These assignments are subject to revision with prior notice.
           Textbook 
Date due   Chapter    Exercises
-------------------------------------------------
Feb.  4       6       1, 3, 4, 9ab, 10, 12, 15b, 17, 18, 20ab, 21, 24

Feb. 23       7       2, 3, 6, 8ab, 9, 10ab, 11a, 12a, 19, 20, 21,
                      38a, 39, 40, 41a, 47, 48a, 60

Feb. 25      6-7      Exam 1 
 
Mar. 25       8       3, 4*, 5ab, 6ab, 7a, 8a, 12a (set sigma = 1), 15,  
                      16, 18, 20, 24, 25ab, 27, 31, 32, 37abc, 41*, 45

Apr. 13       9       1, 4, 6a, 10, 14ab, 16, 19, 21, 25, 34a, 35, 42b*, 45ab

Apr. 15      8-9      Exam 2

Apr. 22      10       1, 2*, 3, 9, 34a, 44 (do not study coverage; use n+4
                                            instead of n in denom. of 10.4.8)
  
May   4       7       22, 24, 25a, 61*, 62*, 63*
              8       10, 55a*
              9       26

May  13               Comprehensive Final Exam

  * problem optional 
Specialized Downloads - Spring 2010

Textbook Errata List.

Related Reading List.

Student Responsibilities

Read the sections of the text to be covered prior to the class.

Attend class regularly. Arrive on time.

Ask questions if you don't understand an issue.

Attempt to do all assigned homework and writing assignments. (Come to Office Hours if encountering difficulty.)

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