Date  Chapter  Description 

Jan 19  1.9  Introduction, mgfs, and review 
Jan 21  1.9, 2.5, 3.1  More mgfs 

Jan 24  3.4  Normal random variables: sums and CLT 
Jan 26  3.3  The Gamma distribution and friends 
Jan 28  3.3, 3.6  The Chi squared and Student tdistributions 

Jan 31  3.6, 4.1  Moments of tdistributions, sample distributions 
Feb 2  3.6  tdistributions from samples and the ttest 
Feb 4  3.6  Fdistributions, homework solutions 

Feb 7  3.4.1, 3.7, 4.1  Mixture distributions, Statistics 
Feb 9  4.1, 5.1  Unbiased estimator examples 
Feb 11  5.1  Confidence intervals 

Feb 14  5.1, 5.2  More confidence intervals, order statistics 
Feb 16  5.2  Order statistic pdfs and joint pdfs 
Feb 18  5.2  Order statistics as estimators 

Feb 21  5.7  Chisquared statistics 
Feb 23  5.7  Chisquared statistics  GOF 
  Exam 1 due 
Feb 25  5.7  Chisquared statistics  independence 

Feb 28  6.1  Maximum likelihood  Bernoulli example 
Mar 2  6.1  Maximum likelihood  asymptotic maximality of theta_real 
Mar 4  6.1  Mle examples 

Mar 7  6.1  Mles are preserved under 11 transformations 
Mar 9  6.1  Statement of convergence of mles > theta_real 
Mar 11  6.1  Proof of convergence of mles > theta_real 

Mar 14   Spring Break! (no class) 
Mar 16   Spring Break! (no class) 
Mar 18   Spring Break! (no class) 

Mar 21  6.2  Overview of 6.2 ideas 
Mar 23  6.2  Score functions and Fisher information 
Mar 25  6.2  Fisher information example, statement of RaoCramer 

Mar 28  6.2  Proof of RaoCramer, Bernoulli examples 
Mar 30  6.2  CLT for mles, proof (Andy Womack) 
Apr 1  6.2  CLT for mles and KL divergence (Andy Womack) 

Apr 4  6.2  what (R5) means, and how to check it 
Apr 6  6.2  the big ideas in the CLT for mles proof 
  Exam 2 due 
Apr 8  6.2  Asymptotic efficiency, ARE 

Apr 11  6.2  ARE examples: Laplace and normal 
Apr 13  6.2  hw solutions 
Apr 15  6.2  Differentiating under the integral sign (Kabe Moen) 

Apr 18  6.3  Wald tests, likelihood ratio test 
Apr 20  6.3  Likelihood ratio statistic, asymptotic distribution 
Apr 22  6.3  Scores test, asymptotic equivalency of likelihood tests 

Apr 25  6.4  2parameter mles for normal random variables 
Apr 27  6.4  2parameter Fisher information for normals, CLT for medians 
Apr 29    CLT for medians 

May 9  Final exam (6:00 pm  8:00 pm, January 110) 