Math 408 - Nonparametric Statistics - Spring 2003

Statistical methods that make minimal assumptions about probability distributions.

Topics covered:

Sign test, Wilcoxon signed rank and rank sum tests, nonparametric confidence intervals, 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, nonparametric regressions, and related topics.
Other nonparametric methods: Jackknifes, Bootstrap estimation and testing, bootstrap confidence intervals, parametric and nonparametric bootstraps.
Computer programs in C or a related language will be used to study the properties of tests and estimators and to carry out statistical procedures that cannot be done by hand. Sample C programs will be posted on the Web site to illustrate the relevant programming techniques. Math 1201 would be helpful but is not required.

Course Hours and Room:

TTh 2:30-4:00pm -- Cupples II  Rm 114
Office Hours:
MWF 2:30-3:30pm -- Rm 107 Cupples I
Office hours during finals week (or send me an email):
Mon May 5, 4:00-6:00 PM    Tue May 6, 6:00-7:30 PM

Instructor:

Prof. Stanley Sawyer -- Cupples I, Room 107
Phone: (314) 935-6703
Email: sawyer@math.wustl.edu

Take-Home Final:

Due by 4 PM on Wednesday May 7 .

Prerequisites:

Mathematics 420 or 493, or permission of the instructor.

Links:

Homework Assignments
Take-Home Final
Sample C Programs
Rank-Regression/Bootstrap Handout
Notes about C Compilers
Stanley Sawyer's home page
Mathematics Department Home Page
Washington University Home Page

Textbook:

Nonparametric Statistical Methods, 2nd edition,
M. Hollander and Douglas A. Wolfe, John Wiley and Sons, 1999.

Exams, Homework Sets, and Grades:

There will be around five or six homework sets, an inclass midterm, and a final. Grades will be based on on the homework sets (around 45%), the midterm (around 15%), and the final (around 40%). Cr means D or better if you elect ``Credit/No Credit.''

Collaboration:

Collaboration on homework is allowed and can be helpful (and fun). However, you must do all written work yourself, and write and run all computer programs yourself.

Warning:

Make a copy of each homework before you hand it in!!
It may not be returned before you need to refer to it for the next homework (or for the next test).

NOTE:   If you use a computer to do a homework problem, then hand in (in the following order):

(i) your answers to the homework problems, with references to page numbers in part (iii) if your answer depends on your computer output and the output has more than one or two pages,
(ii) the source code for all the computer program or programs that you used in part (i), and
(iii) the computer output on which you based your answers in part (i), with hand-written (or other) page numbers that you can use in part (i).

Additional Reading:

Nonparametrics: statistical methods based on ranks.
E. L. Lehmann (1975), Holden-Day/McGraw-Hill, Oakland, California.

Suggested Reading for Programming:

The C Programming Language, 2nd edition. B. Kernighan and D. Ritchie, Prentice Hall, 1988.
Numerical recipes in C: the art of scientific computing, 2nd edition. W. Press, S. Teukolsky, W. Vetterling, and B. Flannery. Cambridge University Press, 1992.

Click here for Stanley Sawyer's home page:

Last modified May 4, 2003