Spring 2010

STA 4322 Intro. Statistics Theory (Sec. 7474)

STA 5328 Fnd. Statistical Theory (Sec. 7482)

Tuesday 4, Thursday 4/5 @ Griffin/Floyd 100

 

Instructor: Dr. Larry Winner

 

Office: 228 Griffin/Floyd

 

E-mail: winner@stat.ufl.edu

 

Phone: (352) 273-2995

 

Web Page: www.stat.ufl.edu/~winner/

 

Textbook Information:

MATHEMATICAL STATISTICS WITH APPLICATIONS  

Authors:  

WACKERLY, MENDENHALL, AND SCHEAFFER 

Publisher:  

DUXBURY 

Edition:  

7TH 

ISBN:  

9780495110811 

 

 

 

Course Description:

 

This course is a second semester course in Mathematical Statistics that extends the fundamentals of probability to cover topics in statistical inference. Tentative List of Topics include:

 

        Sampling Distributions and the Central Limit Theorem (Chapter 7)

o   Sampling Distributions Related to the Normal (7.2)

o   Central Limit Theorem and Proof (7.3-7.4)

o   Normal Approximation to the Binomial (7.5)

        Estimation (Chapter 8)

o   Point Estimators Bias and Mean Square Error (8.2)

o   Common Unbiased Estimators (8.3)

o   Evaluating Quality of Estimators (8.4)

o   Confidence Intervals (8.5)

o   Large-Sample CIs (8.6)

o   Sample Size Determination (8.7)

o   Small-Sample CIs for m, m1-m2 (8.8)

o   CIs for s2 (8.9)

        Properties of Estimators and Estimation Methods (Chapter 9)

o   Relative Efficiency (9.2)

o   Consistency (9.3)

o   Sufficiency (9.4)

o   Rao-Blackwell Theorem / MVUE (9.5)

o   Method of Moments (9.6)

o   Method of Maximum Likelihood (9.7)

o   Large-Sample Properties of MLEs (9.8)

        Hypothesis Testing (Chapter 10)

o   Elements of a Statistical Test (10.2)

o   Common Large-sample Tests (10.3)

o   Type II Error Rates and Sample Size Determination (10.4)

o   Connection Between Tests and CIs (10.5)

o   P-values (10.6)

o   Comments on Theory of Tests (10.7)

o   Small-Sample Tests for m, m1-m2 (10.8)

o   Tests of Variances (10.9)

o   Power and Neyman-Pearson Theorem (10.10)

o   Likelihood Ratio Tests (10.11)

        Linear Models and Least Squares (Chapter 11)

o   Linear Models (11.2)

o   Method of Least Squares (11.3)

o   Properties of Least-Squares Estimators (11.4)

o   Inferences Regarding Regression Parameters (11.5)

o   Correlation (11.8)

        The Analysis of Variance (Chapter 13)

o   ANOVA Procedure (13.2)

o   1-Way Layout Comparing More than 2 Means (13.3)

o   ANOVA Table for 1-Way Layout (13.4)

o   Model for the 1-Way Layout (13.5)

 

Exam Dates and Homework:

 

        Mini-Exam 1 (1-Hour) - January 26, 12%

        Major- Exam 1 (2-Hour) February 11, 24%

        Mini-Exam 2 (1-Hour) March 4, 12%

        Major-Exam 2 (2-Hour) - April 1, 24%

        Mini-Exam 3 (1 Hour) April 20, 12%

        Homework Projects 4 Computer-Based Simulation projects (4% Each)

 

Course Policies:

 

        Turn off cell-phones and all electronic devices (except calculators) during class and exams.

        Exams are closed-book/notes. Any relevant tables will be supplied.

        Practice Problems from the textbook will be posted on class web-site. They will be good practice for exam problems.

        E-mail is a terribly inefficient way to teach statistics. If youd like to see a particular problem worked out in class, send a request in advance. Do not expect a typed detailed response.

        E-mail is not a substitute for attending instructor and TA office hours.