Instructor: Likai Chen (likai.chen[at]wustl.edu)
This a temporary schedule and will be updated as the semester goes.
| Week | Topic | Chapters | Homeworks | Handouts |
|---|---|---|---|---|
| Week 1: 1/12, 1/14, 1/16 | Review of MGFs, Special distributions | Chapter 3.5,3.6 | Lecture1: Special distributions
Randomnum.R |
|
| Week 2: Martin Luther King, 1/21, 1/23 | Introduction to statistical inference: estimation | Chapter 4.1 | Lecture2:IntroToInference | |
| Week 3: 1/26, 1/28, 1/30 | Confidence intervals, hypothesis testing | Chapter 4.2 | ||
| Week 4: 2/2, 2/4, 2/6 | Hypothesis testing (Z-test, t-test, F-tests) | Chapter 4.5,4.6 | ||
| Week 5: 2/9, 2/11, 2/13 | Chisquare Test, ordered statistics | Chapter 4.7 | Chisquaretest | |
| Week 6:2/16, 2/18 2/20 | review session | Chapter 4.4 4.8 |
1st Midterm |
2019 spring midterm 2019 spring midterm solution |
| Week 7: 2/23, 2/25, 2/27 | Convergence | Chapter 5.1,5.2 | Convergence | |
| Week 8: 3/2, 3/4, 3/6 | Convergence,CLT | Chapter 5.2,5.3 | ||
| Week 9: Spring break | ||||
| Week 10: 3/16, 3/18, 3/20 | MLE, Rao-Cramer |
LectureNote.1021 LectureNote.1023 LectureNote.1025 |
||
| Week 11: 3/23, 3/25, 3/27 | Rao-Cramer, Likelihood Ratio Tests | Chapter 6.2, 6.3, 6.4 |
LectureNote.1028 LikelihoodRatioTest Tests |
|
| Week 12: 3/30,4/1 4/3 | Likelihood Ratio Tests, Review of 2nd midterm | Chapter 6.3, 6.4,7.2 | 2nd Midterm |
Practice exam Practice exam solution |
| Week 13: 4/6, 4/8,4/10 | Sufficient statistics, Sufficiency | Chapter 7.2,7.3 |
LectureNote.1104 LectureNote.1106 LectureNote.1108 |
|
| Week 14: 4/13, 4/15, 4/17 | Sufficiency continue | Chapter 7.4-7.7 |
LectureNote.1120 LectureNote.1122 |
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| Week 15: 4/20, 4/22, 4/24 | UMVUE,UMP | Chapter 7.1,7.3, 8.1-8.3 |
LectureNote.1125 LectureNote.1202 LectureNote.1202 LectureNote.0426 |
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| Week 16: Final Week | Final |
PracticeFinal PracticeFinal_solution |