Course Meeting Times
Lectures: 2 sessions / week, 1.5 hours / session
There are no official prerequisites for this course, but permission of the instructor is required.
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.
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]
Cox, D. R., and D. V. Hinkley. Theoretical Statistics. Chapman and Hall / CRC, 1974. ISBN: 9780412161605. [Preview with Google Books]
Savage, L. J. The Foundations of Statistics. Dover Publications, 1972. ISBN: 9780486623498. [Preview with Google Books]
- 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.
There are two take home mid-term exams. There is no final exam.
|Midterm exam 1||25%|
|Midterm exam 2||25%|