This course provides a rigorous overview of the basic mathematical theory underlying the practice of statistics. We will cover point estimation, hypothesis testing, regression and the design of experiments. Although not the focus of the course, we will also discuss how these techniques can be applied to a variety of real-world problems and scenarios.
Office Hours: W 4-5:15pm and Th 2-3pm
Lecture 1: Introduction (1/15)
Lecture 3: Sampling Distribution of the Mean (1/22)
Lecture 4: The Normal Distribution (1/25)
Lecture 5: Sampling without Replacement (1/27)
Lecture 6: Sample Variance (1/29)
Lecture 7: Properties of Sample Variance (2/1)
Lecture 8: t & F distributions (2/3)
Lecture 9: t distribution practice (2/5)
Lecture 10: Unbiased Estimators (2/8)
Lecture 11: Cramer-Rao Theorem and Likelihood (2/10)
Lecture 12: Relative Efficiency and Consistency (2/12)
Lecture 13: Sufficient Estimator (2/15)
Lecture 14: Sufficient Estimator II & Practice Exam (2/19)
Lecture 15: Method of Moments (2/22)
Lecture 16: Method of Maximum Likelihood (2/25)
Lecture 17: Method of Maximum Likelikhood II (3/1)
Lecture 18: Interval Estimation (3/3)
Lecture 19: Interval Estimation II (3/5)
Lecture 20: Hypothesis Testing (3/8)
Lecture 21: Hypothesis Testing II (3/10)
Lecture 22: Neyman-Pearson Lemma (3/12)
Lecture 23: Generalized Likelihood Ratio Test (3/17)
Lecture 24: Wilk's Theorem (3/19)
Lecture 25: Tests of Significance (3/29)
"Spring Pause" Lectures: Statistical Biases I, II, III
Lecture 26: Tests of Significance II (3/31)
Lecture 27: Linear Regression (4/2)
Lecture 28: Linear Regression II (4/12)
Lecture 30: Signed Rank Test (4/16)
Lecture 31: Signed Rank Test II (4/19)
Homework Assignment Due Date
1.38, 1.43, 4.6, 4.8, 8.4, 8.7, 8.15, 8.16 1/29
4.23, 4.35, 4.42, 4.49, 6.71, 8.22, 8.24, 8.40, 8.41 2/5
7.20, 8.44, 8.65, 8.70, 8.71, 8.78, 8.79, 8.80, 8.83 2/12
10.1, 10.5, 10.7, 10.15, 10.35 2/19
10.25, 10.41, 10.46, 10.47, 10.48, 10.50, 10.62 3/5
11.22, 11.23, 11.32, 11.34, 11.42, 11.49, 11.54, 11.57 3/12
12.2, 12.6, 12.8, 12.12, 12.15, 12.20, 12.24 3/19
13.1, 13.2, 13.4, 13.19, 13.29, 13.47, 13.48, 13.53 4/2
16.16, 16.17, 16.20 4/23