Office hours: M 1, W 4, and Th 11
This course introduces mathematical statistics at a theoretical graduate level, using tools of advanced calculus and basic analysis. The objectives are to treat diverse statistically interesting models for data in a conceptually unified way; to define mathematical properties which good procedures of statistical inference should have; and to prove that some common procedures have them.
Prerequisite: Stat 410 or equivalent. You should be comfortable (after review) with joint densities, (multivariate, Jacobian) changes of variable, moment generating functions, and conditional expectation; and also familiar with the definitions of convergence in distribution, in probability, and (for Stat 701) convergence with probability 1.
Texts: required Peter Bickel and Kjell Doksum, Mathematical
Statistics, vol.I, 2nd ed., Pearson Prentice Hall, 2007.
(recommended)
V. Rohatgi and A.K. Saleh, An Introduction to Probability and Statistics,
2nd ed., Wiley.
Approximate Stat 700 course coverage: Chapters 7-10 Rohatgi and Saleh,
and Chapters 1-4 of Bickel and Doksum. Other chapters (and some omitted sections
from these chapters) in these same books will be the main source for Stat 701.
There is a lot of overlap between these two books. We will be following the Bickel
and Doksum text reasonably closely, but you should refer to the Rohatgi and Saleh
book for alternative (more basic) explanations and simpler problems.
The distinction between Stat 700 and 701 will
mostly be the division between exact concept definitions and finite-sample results
in Stat 700 -- including ideas of Decision Theory -- and large-sample limiting
ideas and results which will be covered in Stat 701.
Course Grading: there will be assigned and graded homework do
approximately every 1.5 weeks (probably 7 in all). Homework will count 45% toward
the course grade, Test(s) [in-class plus take-home] will count 35%, and final
exam will count 20%.
HONOR CODE
The University of Maryland, College Park has a nationally recognized
Code of Academic Integrity, administered by the Student Honor Council.
This Code sets standards for academic integrity at Maryland for all
undergraduate and graduate students. As a student you are responsible
for upholding these standards for this course. It is very important for
you to be aware of the consequences of cheating, fabrication,
facilitation, and plagiarism. For more information on the Code of
Academic Integrity or the Student Honor Council, please visit
http://www.shc.umd.edu.
To further exhibit your commitment to academic integrity, remember to
sign the Honor Pledge on all examinations and assignments:
"I pledge on
my honor that I have not given or received any unauthorized assistance
on this examination (assignment)."
Click link here for syllabus, and for the Homework Assignments. Selected problem solutions are given here.
Office hours: are Monday 1, W 4 and Thursday 10. I will
be available very often except on Tuesdays, but please send an e-mail or arrange with me in class for an office appointment.
The topic coverage of the in-class Mid-term is as follows:
Sample test problems for the Fall 2008 Midterm can be found here.
A set of older sample test problems for the in-class test is available
here.
There will be a second test, a Take-home, in the first week of
December.
The Fall 2008 Take-Home
Test can be found here.
There will also be an in-class final.
A SET OF SAMPLE PROBLEMS FOR THE IN-CLASS FINAL CAN BE VIEWED AND DOWNLOADED HERE.
(II) For a useful set of downloadable notes related to text-material
(and homeworks)
from the Bickel-Doksum book,
click
here.
(III) Handout on EM from STAT 705.