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: MLK, 01/19, 01/21 | Review of MGFs, Special distributions | Chapter 3.5,3.6 | Lecture1: Special distributions
Randomnum.R |
|
| Week 2: 01/24, 01/26, 01/28 | Introduction to statistical inference: estimation | Chapter 4.1 | Lecture2:IntroToInference | |
| Week 3: 01/31, 02/02, 02/04 | Confidence intervals, hypothesis testing | Chapter 4.2 | ||
| Week 4: 02/07, 02/09, 02/11 | Hypothesis testing (Z-test, t-test, F-tests) | Chapter 4.5,4.6 | ||
| Week 5: 02/14, 02/16, 02/18 | Chisquare Test, ordered statistics | Chapter 4.7 | Chisquaretest | |
| Week 6: 02/21, 02/23, 02/25 | review session | Chapter 4.4 4.8 |
1st Midterm |
2019 spring midterm 2019 spring midterm solution |
| Week 7: 02/28, 03/02, 03/04 | Convergence | Chapter 5.1,5.2 | Convergence | |
| Week 8: 03/07,03/09,03/11 | Convergence,CLT | Chapter 5.2,5.3 | ||
| Week 9: Break | ||||
| Week 10: 03/21,03/23,03/25 | MLE, Rao-Cramer |
LectureNote.1021 LectureNote.1023 LectureNote.1025 |
||
| Week 11: 03/28,03/30, 04/01 | Rao-Cramer, Likelihood Ratio Tests | Chapter 6.2, 6.3, 6.4 |
LectureNote.1028 LikelihoodRatioTest Tests |
|
| Week 12: 04/04,04/06,04/08 | Likelihood Ratio Tests, Review of 2nd midterm | Chapter 6.3, 6.4,7.2 | 2nd Midterm |
Practice exam Practice exam solution |
| Week 13: 04/11,04/13, 04/15 | Sufficient statistics, Sufficiency | Chapter 7.2,7.3 |
LectureNote.1104 LectureNote.1106 LectureNote.1108 |
|
| Week 14: 04/18,04/20,04/22 | Sufficiency continue | Chapter 7.4-7.7 |
LectureNote.1120 LectureNote.1122 |
|
| Week 15: 04/25, 04/27, 04/29 | 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 05/11 10:30 a.m.-12:30 p.m |
PracticeFinal PracticeFinal_solution |