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 CI’s (8.6)
o
Sample Size Determination (8.7)
o
Small-Sample CI’s for m, m1-m2 (8.8)
o
CI’s 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 MLE’s (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 you’d 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.