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STAT51700 - Statistical Inference

Spring 2014

Days/Time: TTh / 3:00-4:15 pm
Credit Hours: 3

Learning Objective:
By the end of this course, students will be able to understand some basic asymptotic theory, some elementary statistical inferences, know how to estimate the unknown parameters from the data and how to judge the quality of different estimators, and how to perform optimal tests of hypotheses.

Description:
A basic estimation including unbiased and maximum likelihood estimation; testing hypotheses for standard distributions; confidence intervals; asymptotic results including convergence in probability and convergence in distribution; measure the quality of the estimator such as sufficiency and minimum variance unbiased estimators.

Topics Covered:
1. Basis inference tools; 2. Asymptotic results; 3. Point estimation; 4. Confidence intervals; 5. Hypothesis testing; 6. Sufficiency and MVUE. Spring 2014 Syllabus

Prerequisites:
This course emphasizes the statistical theory. The students need to have the background on calculus and probability. The prerequisite for this course is STAT 516 or equivalent.

Applied/Theory: 15/85

Web Address:
http://www.itap.purdue.edu/learning/tools/blackboard/index.html

Web Content:
A link to my current course website, syllabus, grades, lecture notes, homework assignments, and solutions.

Homework:
10 homeworks. Will be accepted via email at wangxiao@purdue.edu. Late homework will not be accepted under any circumstances.

Projects:
None.

Exams:
1 Midterm and 1 Final Exam.

Textbooks:
**Jan. 3, 2014** REQUIRED - Introduction to Mathematical Statistics (7th Edition) by Hogg, McKean, and Craig - ISBN: 0321795431. Disclaimer: Please visit the Listing of Textbooks by College or School for the most up-to-date textbook information.

Computer Requirements:
ProEd minimum computer requirements. A calculator is needed for this course. There is no programming work for this course.

ProEd Minimum Requirements:
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Tuition & Fees: view

Other Requirements:
Minimal usage of a calculator.

 Xiao WangPhone765-496-7574Emailwangxiao@purdue.eduOfficePurdue UniversityDepartment of Statistics536 Mathematical Science BldgWest Lafayette, IN 47906 Fax765-494-0558Instructor HomePage
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