Math 494 - Mathematical Statistics - Spring 2010

  Topics covered:

Theory of estimation, minimum variance and unbiased estimators, maximum likelihood theory, Bayesian estimation, prior and posterior distributions, confidence intervals for general estimators, standard estimators and distributions such as the Student-t and F-distribution from a more advanced viewpoint, hypothesis testing, the Neymann-Pearson Lemma (about best possible tests), linear models, and other topics as time permits. Prereq: Math 493.

Prerequisites: Math 493 or permission of the instructor.
A previous course in Statistics (like Math 2200 or 3200) is recommended.
Textbook: Richard J. Larsen and Morris L. Marx,
An Introduction to Mathematical Statistics and Its Applications, 4th edn
(Pearson/Prentice Hall, 2006) - ISBN 0-13-186793-8
Class Time and Location:   MWF 2:00-3:00pm --- Cupples I,  Room 113
Instructor: Prof. Stanley Sawyer --- Office: Cupples I, Room 107
Phone: (314) 935-6703   ---   Send me an email
Office Hours: MW 3:00-4:00pm   ---   Cupples I, Rm 107
(Warn me in advance if you are coming, since I may have a conflict --- )
(Other times are OK by appointment)
Links: Homework Assignments, Take-Home Tests, and Test Answers
Main Math494 Handout
Other Math494 Handouts
Mathematics Department Home Page

  The Course:
          The course will cover Chapters 5-14 in the book and will begin with Chapter 5. The course will assume knowledge of probability theory at the level of Math 493 or Chapters 1-4 in the book.

  Homework,  Exams,  Final,  and Grades:
          Homework assignments will be posted on the Math494 Web site to be handed in and graded. You should also do additional problems for yourself. Note that the answers for (or hints for the answers for) odd-numbered problems are in the back of the book.
          There will be two tests during the Semester as well as a Final. Test 1 will be on Friday, February 19.
          Test 2 will be a take-home examination. It will be posted on the Math 494 Homework page and due by the end of class on Monday April 12.
          The final is scheduled on Monday, May 10 at 6:00-8:00 PM in Busch 202.
          Each of the four components (homework, Test 1, Test 2, Final) will count as 25% of the course grade. (That is, the component scores will be scaled so that each has the same maximum number of points and then added. The final score will then be scaled to 0-100. A course grade of A will be approximately 90-100, B approximately 80-90, C 70-80, and so forth.)
          The final will be closed book. Two ``crib sheet'' 8 1/2 by 11 pages will be allowed for notes, with writing on both sides of the two pages allowed. You will be expected to bring a calculator. Ideally you will be able to find P-values with your calculator, but (paper) tables with P-values will be made available. The final will cover the entire Semester, but with most of the emphasis on the second half of the course. Don't forget the Math494 supplementary notes on the Web site if you review the course for basic ideas and examples. Problems on the final will be like the homework or test problems, except that they will be short enough to fit comfortably within the time frame of the exam. The final will probably be five or six questions, and may not take the entire two hours. You may be asked for precise statements with conditions of important results in the course and why they are important, or else, for example, the same for your favorite theorem in the course.
          Cr means D or better if you elect ``Credit/No Credit''.

          Collaboration on homework is allowed and can be helpful (and fun). Collaboration on homework is encouraged. However, you must do all written work by yourself. If you collaborate with someone on a homework, you must list his or her name in a note at the top of the first part of your homework. If there are any take-home tests, collaboration on these tests is not allowed.

          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).

Click here for Prof. Sawyer's home page:

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    Last modified May 7, 2010