Spring 2012, SMI 133, TR 11a-12:15p
Instructor: Chunming Zhang, Prof., Office: 1155 Medical Sciences Center. Phone: (608)262-0084. E-mail: cmzhang_at_stat_dot_wisc_dot_edu.
TA: Chandler Zuo. Office: 1130 MSC. Phone: (608)265-6217. E-mail: zuo_at_stat_dot_wisc_dot_edu. Office hour: TW 5-6p.
|311||M 4-5:15p||Sterling 1327|
Requirements: Stat 309 or Stat 431, Math 521, Math 340 or equiv or cons inst
This course sequence is designed for first year graduate students in statistics. The primary objective is to present important techniques and basic results of mathematical statistics at a rigorous but not advanced level. For Ph.D. students without extensive experience in mathematical statistics, this sequence serves as a natural statistical prerequisite to the advanced 709-710 mathematical statistics course. Furthermore, the sequence provides extensive and relevant coverage of mathematical statistics for M.S. students, at a level above the undergraduate 309-310 course. All students should have a solid calculus prerequisite, some exposure to basic probability and statistics, and some knowledge of linear algebra. The first semester course, 609, develops the probabilistic tools and language of mathematical statistics. The course describes numerous properties of random variables and vectors, common distributions and important large sample results. In the second semester, 610, the mathematical structure of statistical inference is studied. In particular, the theory of estimation, confidence sets, testing, and prediction in common parametric models is investigated.
Text and Other Materials:
Required textbook: Mathematical Statistics (2nd edition, Vol. 1) by Bickel and Doksum. Prentice Hall.
A list of errata will be provided.
Topics to be covered:
Problems will be assigned at almost every class meeting and will be due at the start of lecture on Thursday of the week after it is assigned. For example, homework assigned on Tuesday 01/25 and Thursday 01/27 will be due on Thursday 02/03; the primary purpose of the discussion is to provide you with help in completing the homework. No late homeworks will be accepted. Homeworks will be graded and missed homeworks will receive a grade of zero. To receive credit on homework you must: show all work neatly, clearly label each problem, circle your final answers, staple your entire assignment together in the correct order with your name printed on each page; homeworks which violate these regulations will be given a grade of zero.
Homeworks will generally be graded on a scale of 100 points. Your semester average for the homeworks will count as 11% of your course grade.
You are allowed, and even encouraged, to work with other students on the homework problems. Copying of homework, however, is absolutely forbidden. Therefore each student must produce his or her own homework to be handed in and graded.
There will be two in-class midterm exams, and an in-class final exam. Exams are closed book, but you will need to bring a calculator to each exam. All the exams are required, and there will be no make-up exams. An additional review session will be scheduled before each exam if time permits.
|Homework||As assigned (to be announced)||11%|
|Midterm 1||March 6 (Tuesday)||27%|
|Midterm 2||April 17 (Tuesday)||27%|
|Final Exam||May 15 (Tuesday), 12:25PM - 2:25PM||35%|