Spring, 2009 STA 321 - 001 Basic Statistical Theorey I
Instructor: Dr. Mai Zhou
Office: P. O. T. 849, Mailbox: P. O. T. 843, Phone: 257-6912, E-mail: mai@ms.uky.edu, Web page (this page): http://www.ms.uky.edu/~mai/sta321.html Office Hours: Wed. and Thur. 4 to 5pm or by appointment.
Class: Tues. and Thur. 2:00 PM -- 3:15 PM at CB 304
Textbook: You need a book. I have chosen the book: Mathematical Statistics with Applications, 6th edition (2001 or 2002 publication Date), by Wackerly, Mendenhall, Scheaffer. But other editions should also be OK. (in the sense that any of the editions 6, 7 of the said book can be used.) I plan to cover chapters 8, 9, 10, 11 from the 6 edition. (If you are good, you may be able to use the 500 page, PDF file, free lecture note. See link below.)
We shall use R for statistical computations. Free books/Notes about R and statistics. In particular, this note is most suitable for us.
Lecture Notes (on a some what higher level):Homework1, Homework2, Homework3, Homework4, Homework5
Example of use R to find MLE (Feb. 2009)The following short notes may also be helpfull.
(Our notes:)
Mean Square Error PDF file
Cramer-Rao lower bound. PDF file.
Bayes estimation PDF file.
(this topic is not included in the book. We may cover as time permits)
Example of MLE computation in R PDF file. There is a homework problem in the end.
Approximate timeline:
Chapter 8 and 9 + some reviews [ about 5.5 weeks ]
Chapter 10 [ about 4 weeks ]
Chapter 11 [ about 3.5 weeks ]
Evaluations:
Homeworks: 35%
Midterm 1: 15% (March 5, in class, open book open laptop (you may need R))
Midterm 2 : 20% (On testing hypothesis. April 21, in class, open book open computer.)
Final Exam 30% May 5, 2009, 1:00PM- 3:00PM in the same room as class;