Statistics 610: Introduction to Statistical Inference, Spring 2010.

Instructor: Michael A. Newton

Lectures: Tues/Thurs 8:05-9:20, rm 133 SMI

Office hours: Wednesdays 1-3. rm 1245A MSC, or by appointment

TA: Xinxin

Syllabus

Texts

Required
Larry Wasserman All of statistics , Springer, 2004. ISBN 0-387-40272-1
Recommended
Peter Bickel and Kjell Docksum. Mathematical Statistics: Basic Ideas and Selected Topics, Vol. 1. 2nd edition. Prentice Hall, 2001. [I'm fine with either the 2001 edition, or with the newer, 2007, `updated printing' by Pearson Prentice, ISBN 0-13-230637-9(v.1)]
Computing info
Venables, Smith, et al. An introduction to R, 2003. pdf

Homework

Some R code used in class

Quizes: Quiz 1, February 11, 2010; Quiz 2, March 16, 2010; Quiz 3, April 20, 2010

Evaluation: homework 36% and 4 quizes at 16% each

Description [from timetable] [see Syllabus above for more recent emphasis ]
Conditioning, distribution theory, approximation to distributions, modes of convergence, limit theorems, statistical models, parameter estimation, comparision of estimators, confidence sets, theory of hypothesis tests, introduction to Bayesian inference and nonparametric estimation. Prereq Stat 309 or Stat 431, Math 521, Math 340 or equiv or cons inst

Last modified: 3/2010 by Michael Newton