Course Information for Stat 5102
Spring Semester, 2002
Lectures: MWF 1:25-2:15, Vincent 6
Lab: T 1:25-2:15, Vincent 6

Instructor:

L. Tierney, 385 Ford Hall 625-7843, luke@stat.umn.edu

Office Hours:

MWF 2:30 - 3:20

TA:

Ms. Yu-Min Huang

Exams:

Two midterm exams plus final

Homework:

Problems listed for each week are due on Monday of the following week.

Grading:

Midterms 40% (20% each), Final 40%, Homework 20%

Text:

Probability and Statistics, 2nd edition by DeGroot

Course Procedures

1. The prerequisites for this course are advanced calculus (including Jacobians), an introduction to linear algebra, and STAT 5101 or equivalent.
2. Some handouts given in class will also be available on the Web on the course home page, which is available from the Classes entry of the School of Statistics home page,
   http://www.stat.umn.edu
   Announcements on course-related matters may also be posted on this page, so you should check it regularly.
3. Homework is an important part of this course. Homework will be graded primarily on the basis of your explanation of your answer to a problem. You are expected to turn in all homework on time. Late homework will be penalized.
4. You may find it helpful to work together with other students to find solutions to the homework problems. There is nothing wrong with doing so. However, you must write up your solutions on your own. In particular, you should not look at another student's work before it is handed in.
5. Examinations will consist of problems of roughly the same type that you have seen in the homework sets. Examinations are closed book, but you may bring one sheet of notes to the first midterm exam, two sheets to the second midterm exam, and three to the final exam. The sheets should be standard 8${\frac{{1}}{{2}}}$×11 paper and may be written on both sides.
6. There will be no makeup exams under any circumstances. If you have to miss a midterm exam for legitimate reasons, such as illness confirmed by a written medical excuse, your total exam grade will be based on the remaining midterm exam. If you miss both midterm exams for legitimate reasons, then your total exam grade will be based entirely on the final exam.
7. The final exam will cover the material of the entire course. The final exam is scheduled for Saturday, December 22. By University regulation, you are required to take the final exam at the time announced. Only documented illness or a family emergency are legitimate excuses for missing the final. (Vacations and trips home are not valid excuses.)
8. It is School of Statistics policy only to give an ``I'' (incomplete) grade in cases of extreme hardship. Low homework or midterm grades are not adequate grounds for an incomplete. If your circumstances do warrant an incomplete, then you must agree in writing to the terms for making up the incomplete. If you do not complete the course in accordance with these terms, your grade will be changed to an F.

Course Outline

Day	Section	Topic	Homework
Jan. 23	6.1 - 6.2	Inference	6.2: 5, 6
25	6.3	Conjugate priors	6.3: 4,6
28	6.4	Bayes estimators	6.4: 1, 3, 11ab
30	6.5	Maximum likelihood	6.5: 1,7,8
Feb. 1	6.6	Maximum likelihood	6.6: 2,5,13
4	6.7	Sufficiency	6.7: 3,10,12adg
6	6.8	Joint sufficiency	6.8: 2,4,11
8	6.9	Using sufficiency	6.9: 3,5,13
11	7.1	Sampling distributions	7.1: 1,3,4
13	7.2	Chi-squared	7.2: 5,9,10
15	7.3	Sample mean, variance	7.3: 3,6,7
18	7.4	t distribution	7.4: 3,4
20	7.5	Confidence intervals	7.5: 1,2abc,3
22	7.6	Credible intervals	7.6: 3,8,11
25	7.7	Unbiased estimators	7.7: 3,4,5
27	7.8	Fisher information	7.8: 2,3,6
Mar. 1		Exam 1
4	7.8	Fisher information	7.8: 8,16,17
6	8.1	Hypothesis testing	8.1: 1,3,5
8	8.2	Simple vs. simple tests	8.2: 1,4,7
11	8.4	UMP tests	8.4: 3,8,10
13	8.5	Finding tests	8.5: 1,5,7
15	8.6	t test	8.6: 1,3,4
		Spring Break

25	8.7	P values	8.7: 1,3,7
27	8.8	F distribution	8.8: 1,3,5
29	8.9	Two sample problem	8.9: 3,5,6
Apr. 1	9.1	Goodness of fit	9.1: 3,6,7
3	9.2	Composite goodness of fit	9.2: 1,2,3
5	9.3	Contingency tables	9.3: 3,4,8
8	9.4 - 9.5	Homogeneity tests	9.4: 4,5 9.5: 6
10	9.6	Kolmogorov-Smirnov test	9.6: 4,5,9
12		Exam 2
15	9.7 - 9.8	Robust estimation	9.7: 3,4 9.8: 2
17	9.9	Signed rank test	9.9: 1,4,7
19	9.10	Rank sum test	9.10: 3,4,5
22	10.1	Least squares	10.1: 3,5,6
24	10.2	Regression	10.2: 7,11,16
26	10.3	Confidence intervals	10.3: 2,6,7
29	10.3	Tests	10.3: 10,13,18
May 1	10.4	Regression fallacy
3	10.5	Multiple regression	10.5: 2,3,5
6	10.5	Multiple regression	10.5: 16,17,18,19
8	10.6	Analysis of variance	10.6: 5,7,8
10	10.7	Two way ANOVA	10.7: 1,4,8

FINAL EXAM: Tuesday, May 14, 1:30-3:30