Math 5080: Statistical Inference I

Math 5080: Statistical Inference I. Spring '06

Time and place: MW 6:00-7:30 p.m., LCB 215.

Instructor: Stewart Ethier (Prof.), JWB 119, 581-6148, ethier@math.utah.edu. Office hours MW 4:10-5:00, F 12:55-1:45. Other times are available by appointment.

Prerequisite: Math 5010, Introduction to Probability. (This is essential!)

Text: Introduction to Probability and Mathematical Statistics, 2nd Ed., by Bain and Engelhardt. Available for $67.45 at amazon.com.

Topics covered: Estimation theory. We will review some probability topics (Chapters 6 and 7) and cover sampling distributions, point estimation, sufficiency and completeness, and interval estimation (Chapters 8-11). Math 5090 will deal with hypothesis testing.

Homework and quizzes: An assignment from the text will be given each week after Wednesday's class based on that week's material and posted on this web page. You should attempt a solution to prepare for the 15-minute quiz the following Wednesday. There will be 11 quizzes during the semester. To allow for occasional absences, you need only turn in 8 quizzes of the 11. Every quiz that is turned in will count in your average. If you feel you did poorly on a quiz, you needn't turn it in, but if you do turn it in, it will count. Make-up quizzes will not ordinarily be given.

Grades: Grades will be based on your quiz average (20%), two midterm exams (25% each), and a final exam (30%). The midterms are scheduled for Feb. 15 and Apr. 12, with the final scheduled for May 3 (6--8).

Week 1 (January 9 and 11). We covered Sections 6.2 and 6.3, and have just started Sections 6.4 and 6.5. Assignment 1. Chapter 6, Exercises 2, 4, 13, 14, 16, 17. Solutions.

Week 2 (January 18 only). We finished Section 6.4 and most of Section 6.5, except for the material on censored sampling. Assignment 2. Chapter 6, Exercises 23, 25, 27, 28, 31. Solutions. (However, there is an error in the solution of 28(c)). Quiz 1 solution.

Week 3 (January 23 and 25). We covered through Section 7.6. (Sections 7.3 and 7.4 are review.) Assignment 3. Chapter 7, Exercises 1, 2, 3, 7, 15. Solutions. Quiz 2 solution.

Week 4 (January 30 and February 1). We finished Chapter 7 (essentially omitting Section 7.8) and almost covered through Section 8.3. Assignment 4. Chapter 7, Exercises 16 and 17. Chapter 8, Exercises 8, 9, 11, 13. Solutions. Quiz 3 solution.

Week 5 (February 6 and 8). We essentially finished Chapter 8. Assignment 5. Chapter 8, Exercises 15, 17, 18. Solutions. Practice Exam 1. Solutions. Quiz 4 solution.

Week 6 (February 13 and 15). We started Chapter 9, getting to about page 295. Assignment 6. Chapter 9, Exercises 1-4. Solutions. Exam 1. Solutions.

Week 7 (February 22 only). We almost finished Section 9.2. Assignment 7. Chapter 9, Exercises 5, 6, 9, 10, 13. Solutions. Quiz 5 solution.

Week 8 (February 27 and March 1). We continued Chapter 9, getting to about page 312. Assignment 8. Chapter 9, Exercises 7, 17, 19, 21, 23, 24, 26. Solutions. Quiz 6 solution.

Week 9 (March 6 and 8). We finished Chapter 9. Assignment 9. Chapter 9, Exercises 28, 31, 33, 34, 44. Solutions. Quiz 7 solution.

Week 10 (March 20 and 22). We nearly finished Section 10.3. Assignment 10. Chapter 10, Exercises 2, 3, 9, 12, 13, 14. Solutions. Quiz 8 solution.

Week 11 (March 27 and 29). We got to about page 351. Assignment 11. Chapter 10, Exercises 17, 18, 20, 21, 24, 25. Solutions. Quiz 9 solution.

Week 12 (April 3 and 5). We finished Chapter 10 and covered through Section 11.2. Assignment 12. Chapter 10, Exercises 29, 31. EF="http://www.math.utah.edu/~ethier/5080HW11.pdf">Solutions. . Also, prepare for Exam 2 on Wednesday, April 12, which will cover Chapters 9 and 10. You may bring one formula sheet to the exam. Practice Exam 2. Solutions. Quiz 10 solution.

Week 13 (April 10 and 12). We got to page 365 and had the second exam. Assignment 13. Chapter 11, Exercises 1, 2, 3, 5, 6, 7. Solutions. Exam 2 solutions. If anyone would like to know how Theorems 11.3.1 and 11.3.2 are proved, read this.

Week 14 (April 17 and 19). We covered through Section 11.5, and this is as far as we will go this semester. Next week we will review Chapters 6--11. Bring problems you would like to see discussed in class. Assignment 14. Chapter 11, Exercises 8, 13, 15, 19, 20, 25. Solutions. No quiz next week. Quiz 11 solution.

Week 15 (April 24 and 26). We reviewed various topics. You can download a review sheet here. Here is a practice exam. Solutions. All 14 assignments now have their solutions posted. The final exam starts at 6:00 sharp on Wednesday, May 3.