Instructor: Nicholas Syring (nasyring[at]wustl.edu)
This a temporary schedule and will be updated as the semester goes.
Most notes are borrowed from Professor Jimin Ding and Professor Likai Chen
Questions in () is for 8th edition, questions outside () is for 7th edition. For example 3.5.8 (3.5.10) means 3.5.8 in 7th edition and 3.5.10 in 8th edition
.| Week | Topic | Chapters | Homeworks | Handouts |
|---|---|---|---|---|
| Week 1: 01/13 , 01/15, 01/17 | Review of MGFs, Special distributions | Chapter 1.9 on MGF,3.5,3.6 | 1.9.20 about Laplace MGF: Find the MGF of the Laplace density 0.5e^(-|x|). Expand the MGF into a MacLaurin series and use it to find all moments of X., 3.5.8 (3.5.10), 3.5.22 (a)-(d), 3.6.5, 3.6.10 (3.6.11) Due date: 01/24 Solutions |
Notes 011320 Notes 011520 Seven Proofs of Chi Square Independence Test Notes 011720 |
| Week 2: MLK Jr Day, 01/22, 01/24 | Introduction to statistical inference: estimation | Chapter 4.1 | See Crowdmark: 4.1.1, 4.1.2, 4.1.3, 4.1.4, 4.1.9, Due Date 01/31 Solutions |
Notes 012220 Notes 012420 |
| Week 3: 01/27, 01/29, 01/31 | Confidence intervals, hypothesis testing | Chapter 4.2 | See Crowdmark: 4.2.9(4.2.8), 4.2.10(4.2.9), 4.2.11(4.2.10), 4.2.18, 4.2.21, 4.2.22, 4.2.27, Due Date 02/07 Solutions |
Notes 012720-012920 |
| Week 4: 02/03, 02/05, 02/07 | Hypothesis testing (Z-test, t-test, F-tests) | Chapter 4.5,4.6 | See Crowdmark: 4.5.8, 4.5.10, 4.6.6, 4.6.8, 4.6.10, Due Date 02/14 Solutions |
Notes 020320-020720 |
| Week 5: 02/10, 02/12, 02/14 | Chisquare Test, order statistics | Chapter 4.7 | Notes on Order Statistics Notes on Chi-squared tests Practice Exam -- Study for the Exam next Friday! Solutions |
|
| Week 6: 02/17, 02/19, 02/21 | Monte Carlo, review session | Chapter 4.4 4.8 | Homework due 02/28, see Crowdmark: 8th ed. 4.4.6, 4.4.7, 4.4.8, 4.7.6, 4.8.2, 4.8.18, 4.8.21 Solutions |
Notes on Monte CarloExam 1 Solutions |
| Week 7: 02/24, 02/26, 02/28 | Convergence | Chapter 5.1,5.2 | Homework due 03/27, see Crowdmark: 8th ed. 5.1.2, 5.1.8, 5.2.2, 5.2.6, 5.2.15, 5.2.16 | Notes on Convergence in Probability |
| Week 8: 03/02, 03/04, 03/06 | Convergence,CLT | Chapter 5.2,5.3 | Notes on Convergence in Distribution | |
| Week 9: Spring Break | ||||
| Week 10: Extended Spring Break | ||||
| Week 11: 03/23, 03/25, 03/27 | MLE | Chapter 6.1, 6.2 | ||
| Week 12: 03/30, 04/01, 04/03 | MLE, LRT | Chapter 6.3, 6.4 | ||
| Week 13: 04/06, 04/08, 04/10 | Review of 2nd midterm (Chapters 4.8, 5-6), UMVUE | Chapter 7.1 | ||
| Week 14: 04/13, 04/15, 04/17 | Sufficiency | Chapter 7.2-7.3 | ||
| Week 15: 04/20, 04/22, 04/24 | Completeness, exponential class | Chapter 7.4, 7.5 | ||
| Week 16: Final Week | Final 05/04 on Canvas |