Syllabus

Course Meeting Times

Lectures: 2 sessions / week, 1.5 hours / session

Prerequisites

There are no official prerequisites for this course, but permission of the instructor is required.

Description

This course provides students with decision theory, estimation, confidence intervals, and hypothesis testing. It introduces large sample theory, asymptotic efficiency of estimates, exponential families, and sequential analysis.

Textbook

Bickel, Peter J., and Kjell A. Doksum. Mathematical Statistics: Basic Ideas and Selected Topics, Volume 1. 2nd edition. Chapman and Hall / CRC, 2015. ISBN: 9781498723800. [Preview with Google Books]

Useful References

Berger, J. Statistical Decision Theory and Bayesian Analysis (Springer Series in Statistics). 2nd edition. Springer, 1993. ISBN: 9783540960980.

Cox, D. R., and D. V. Hinkley. Theoretical Statistics. Chapman and Hall / CRC, 1974. ISBN: 9780412161605. [Preview with Google Books]

Ferguson, T. J. Mathematical Statistics: A Decision Theoretic Approach. Academic Press, 1967. ISBN: 9781483207803.

Lehmann, E. L. Testing Statistical Hypotheses. John Wiley & Sons Inc., 1986. ISBN: 9780471840831.

Lehmann, E. L., and J. P. Romano. Testing Statistical Hypotheses. 3rd edition. Springer, 2008. ISBN: 9780387988641.

Lehmann, E. L. Theory of Point Estimation. John Wiley & Sons Inc., 1983. ISBN: 9780471058496.

Lehmann, E. L., and G. Casella. Theory of Point Estimation. 2nd edition. Springer, 2003. ISBN: 9780387985022.

Savage, L. J. The Foundations of Statistics. Dover Publications, 1972. ISBN: 9780486623498. [Preview with Google Books]

Homework

• There are nine homework assignments.
• Homework must be completed individually; group work is fine (list group members on homework).
• No extensions on homework allowed, unless arranged prior to due date.

Exams

There are two take home mid-term exams. There is no final exam.

Grading