This course introduces the principles and mathematical foundations of statistical reasoning. Topics include samples and populations, estimation, hypothesis testing, analysis of variance, regression, nonparametric procedures, Bayesian methods, and the delta method.

Instructor: Keith Levin, kdlevin | at | wisc | dot | edu | |

TA: Hao Yan, hyan84 | at | wisc | dot | edu | |

Lectures:
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TuTh, 9:30am-10:45am in Service Memorial Institute 331 | |

Office Hours:
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Keith Levin: TuTh 11:00am-noon, in Medical Science Center 6190 | |

Hao Yan: Wednesdays 9:30am-10:30am in Medical Sciences Center 1274 | |

Textbook: Mathematical Statistics and Data Analysis, 3rd Edition by John A. Rice | |

Syllabus: available here | |

Prerequisites: at least one one of STAT/MATH 309, STAT 311, STAT/MATH 431, or MATH 531 and at least one of STAT 240, STAT 301, STAT 302, STAT 324, STAT 371, or ECON 310. |

Date |
Topics |
Readings |
Notes |

Thursday, Sep 7 | Course introduction; Administrivia; Probability Review | Rice Chapters 1 through 5 (recommended); Probability review notes from Prof. Moulinath Bannerjee (recommended) | |

Tuesday, Sep 12 | Limit Theorems: law of large numbers | Rice 5.1-5.2 (recquired) | |

Thursday, Sep 14 | Limit Theorems: central limit theorem | Rice 5.3 (required) | |

Tuesday, Sep 19 | Sampling | Rice Chapter 7, sections 7.1 through 7.3 (required) | |

Thursday, Sep 21 | Sampling (cont'd) | Rice Chapter 7, sections 7.1 through 7.3 (required) | |

Tuesday, Sep 26 | Estimation | Rice Chapter 8, sections 8.1 through 8.5 (required) | |

Thursday, Sep 28 | Estimation (cont'd) | Rice Chapter 8, sections 8.1 through 8.5 (required) | |

Tuesday, Oct 3 | Estimation (cont'd) | Rice Chapter 8, section 8.7 and 8.8 (required) | |

Thursday, Oct 5 | Estimation (cont'd) | Rice Chapter 8, section 8.7 and 8.8 (required) | |

Tuesday, Oct 10 | Estimation (cont'd) | Rice Chapter 8, section 8.1 through 8.5, 8.7-8.8 (required) | |

Thursday, Oct 12 | Distributions derived from the normal | Rice Chapter 6 (required) | |

Tuesday, Oct 17 | Distributions derived from the normal | Rice Chapter 6 (required) | |

Thursday, Oct 19 | Exam 1 (in class) | ||

Tuesday, Oct 24 | Hypothesis testing | Rice Chapter 9, sections 9.1 through 9.4 (required) | |

Thursday, Oct 26 | Hypothesis testing (cont'd) | Rice Chapter 9, sections 9.1 through 9.4 (required) | |

Tuesday, Oct 31 | Hypothesis testing (cont'd) | Rice Chapter 9, sections 9.1 through 9.4 (required) | |

Thursday, Nov 2 | Hypothesis testing (cont'd) | Rice Chapter 9, sections 9.1 through 9.4 (required) | |

Tuesday, Nov 7 | Hypothesis testing (cont'd) | Rice Chapter 11, sections 11.1 and 11.2 (required) | |

Thursday, Nov 9 | Hypothesis testing (cont'd) | Rice Chapter 11, sections 11.3 and 11.4 (required) | |

Tuesday, Nov 14 | ANOVA: one-way layout | Rice Chapter 12, sections 12.1 and 12.2 (required) | |

Thursday, Nov 16 | Exam 2 (in class) | ||

Tuesday, Nov 21 | Special topic (TBA) | This lecture is intended as an introduction to an important area of modern statistics. You will not be responsible for material presented in this lecture or its readings. | |

Thursday, Nov 23 | No lecture: Thanksgiving break | Alice's Restaurant (recommended) | |

Tuesday, Nov 28 | ANOVA: one-way layout and two-way layout | Rice Chapter 12, sections 12.1 through 12.3 (required) | |

Thursday, Nov 30 | Regression | Rice Chapter 14, sections 14.1 and 14.2 | |

Tuesday, Dec 5 | Regression | Rice Chapter 14, sections 14.1 and 14.2 | |

Thursday, Dec 7 | Regression (cont'd) | Rice Chapter 14, sections 14.1 and 14.2 | |

Tuesday, Dec 12 | Exam 3 (in class) |