Instructor: Moo K. Chung
E-mail: mchung@stat.wisc.edu
Lectures: TR 2:30-3:45 1289 CS&S
Office Hour: TR 1:30-2:20 or by appointment
Office:  4382 CS&S  Tel: (608) 262-1287

Requirements:  Stat 201,301 or 224. Assignment problems will require computer programming in matlab, S+/R or any other programming language.

Textbook:  J.D. Gibbons and S. Chakraborti, Nonparametric Statistical Inference,  3rd Edition, Marcel Dekker, Inc., 1992. One copy has been asked to be reserved in the engineering library.

• Basics: hypothesis testing, p-values (lecture 1,2).
• Order statistics: probability integral transform, random number generator, empirical distributions, histograms (lecture 3,4).
• Run test: the total number of runs, the length of the longest run (lecture 5,6).
• Goodness-of-fit test: Chi-squre, Kolmogorov-Smirnov test (lecture 7-9)
• Testing Normality: normal probability plot, qq-plots (lecture 10)
• Rank test: ranks, correlations (lecture 11)
• Sign test: ordinary sign test, Wilcoxon signed-rank test (lecture 12,13)
• Two sample test:Kolmogorv-Smirnov test, Mann-Whitney U test (lecture 14, 15)
• Kruskal-Wallis H test  (lecture 16)
• Kernel methods: kernel density estimation, kernel smoothing, numerical implementation in one dimension (lecture 17-18)
• Splines: Bezier curves, cubic splines, cublic spline smoothing (lecture 19-20)
• Basis function methods (lecture 21-23)

Course Evaluation

• Assignments (30%) No late homework will be graded.
• Midterm Exam (40%) There will be one in class midterms on October 15 or 17 and a takehome exam afterward. Calculators are permitted and one page cheating sheet will be permitted.  The last day to drop the course is November 1.
• Final Exam  or Project (30%) Covers everything. Calculators and one page cheating sheet will be permitted. Computer projects in matlab or S+/R can substitute the final exam. Project topics will be announced later. Students are required to submit at least 7 page double  spaced and typed report by the last class day ( December 12).

Term Projects

Computer Access and Softwares

1. R http://cran.r-project.org/
2. Matlab http://www.stat.wisc.edu/computing/
3. Creating an account in stat computers http://www.stat.wisc.edu/computing/instruct.html

1. Hypothesis testing
2. P-values
3. Order statistics - probability integral transform
4. Empirical distributions, histograms
5. Run test - total run
6. Run test - stock price simulation
7. Chi-square goodness of fit test
8. Testing independence
9. Kolmogorov-Smirnov test
10. Normal probability plot
11. rank test
12. signed-rank test
13. Two sample Kolmogorov-Smirnov test
14. Polynomial Regression
15. Gaussian kernel smoothing and density estimation
16. Bezier curves
17. Cubic spline smoothing
18. Basis function expansion

 

Homework 1
Homework 2
Takehome Exam 1
Homework 3
Takehome Exam 2
Homework 4