Math408: Nonparametric Statistics  (Spring 2011)

 

Instructor:

Nan Lin

Office:

Cupples I, Room 205

Phone:

935-5703

Email:

Description: Description: http://www.math.wustl.edu/~nlin/math5062/img/myemail.gif

 

Time and location

2:30pm - 4:00pm Tuesday and Thursday

Room 113, Cupples I

 

Quick Links

Office hours:

4-5pm Tuesday

 

Homework Assignments
Example MATLAB programs

Nonparametric Regression Matlab Programs
HINTS for using MATLAB

MATLAB FAQ
Bootstrap handout (PDF)
Jackknife handout (PDF)
Rank-regression handout (PDF)

Textbook:

Nonparametric Statistical Methods, 2nd edition, by M. Hollander and Douglas A. Wolfe (1999) (Wiley)

ISBN 0-471-19045-4

Reference book:

Computational Statistics Handbook with MATLAB, 2nd edition, by Wendy L. Martinez  and Angel R. Martinez (2007) (Chapman and Hall/CRC)

ISBN: 1584885661

Computational Statistics Toolbox

Prerequisites:

Math 420 or 493 or consent of the instructor.

 

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.

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.)

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.