## 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

ACTIVITIES | PERCENTAGES |
---|---|

Homework assignments | 40% |

Class participation | 10% |

Midterm exam 1 | 25% |

Midterm exam 2 | 25% |