Math408:
Nonparametric Statistics (Spring
2011) |
Instructor: |
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Office: |
Cupples
I, Room 205 |
Phone: |
935-5703 |
Email: |
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Time and location |
Room
113, Cupples I |
Quick Links |
Office hours: |
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Homework Assignments Nonparametric Regression
Matlab Programs MATLAB FAQ |
Textbook: |
Nonparametric
Statistical Methods, 2nd edition, by M. Hollander and Douglas
A. Wolfe (1999) (Wiley) ISBN 0-471-19045-4 |
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Reference book: |
Computational
Statistics Handbook with MATLAB, 2nd edition, by
Wendy L. Martinez and Angel R. Martinez
(2007) (Chapman and Hall/CRC) ISBN: 1584885661 |
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Prerequisites: |
Math 420 or 493 or consent of the instructor. |
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Topics: |
Sign test, Wilcoxon signed rank and rank sum
tests, nonparametric confidence intervals, jackknife and bootstrap methods,
Kruskal-Wallis and Jonckheere-Terpstra tests (like a one-way ANOVA), Friedman
and Lehmann aligned-rank tests (like a two-way ANOVA), Spearman and Kendall
correlation coefficients, Kolmogorov-Smirnov tests, and topics chosen from
nonparametric regressions and nonparametric density estimation. |
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Grading |
There
will be around five homework sets, an in-class midterm, and a final. Grades will
be based on the homework sets (40%), the midterm (20%), and the final (40%).
Then your final letter grade is determined as follows. The A range will be 85
to 100, the B range will be 75 to 85, the C range will be 65 to 75, and the D
range will be 60 to 65, with plus and minus grades given to the top 10% and
bottom 10% students in each of these ranges. (If you elect ``Credit/No
Credit'', Cr means D or better.) |
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Collaboration |
Collaboration
on homework is allowed and can be helpful (and fun). However, you must (i) write the names of the people
that you collaborated with at the top of your homework (ii) write up your homework in your
own words. |