Stat 351 Nonparametric Statistics
Instructor: Moo K. Chung
Email: mchung@stat.wisc.edu
Lectures: TR 2:303:45 1289 CS&S
Office Hour: TR 1:302:20 or by appointment
Office: 4382 CS&S Tel:
(608) 2621287
Requirements: Stat 201,301 or 224. Assignment problems
will require computer programming in matlab, S+/R or any other programming
language.
Textbook: J.D. Gibbons and S. Chakraborti,
Nonparametric Statistical Inference, 3rd Edition, Marcel Dekker,
Inc., 1992. One copy has been asked to be reserved in the engineering library.

Basics: hypothesis testing, pvalues (lecture
1,2).

Order statistics: probability integral transform,
random number generator, empirical distributions, histograms (lecture 3,4).

Run test: the total number of runs, the length
of the longest run (lecture 5,6).

Goodnessoffit test: Chisqure, KolmogorovSmirnov
test (lecture 79)

Testing Normality: normal probability plot,
qqplots (lecture 10)

Rank test: ranks, correlations (lecture 11)

Sign test: ordinary sign test, Wilcoxon signedrank
test (lecture 12,13)

Two sample test:KolmogorvSmirnov test,
MannWhitney
U test (lecture 14, 15)

KruskalWallis H test (lecture 16)

Kernel methods: kernel density estimation,
kernel
smoothing, numerical implementation in one dimension (lecture 1718)

Splines: Bezier curves, cubic splines, cublic
spline smoothing (lecture 1920)

Basis function methods (lecture 2123)
Course Evaluation

Assignments (30%) No late homework will be
graded.

Midterm Exam (40%) There will be one in class
midterms on October 15 or 17 and a takehome exam afterward. Calculators
are permitted and one page cheating sheet will be permitted. The
last
day to drop the course is November 1.

Final Exam or Project (30%) Covers everything.
Calculators and one page cheating sheet will be permitted.
Computer
projects in matlab or S+/R can substitute the final exam. Project topics
will be announced later. Students are required to submit at least 7 page
double spaced and typed report by the last class day ( December 12).
Final Grade (100%) = Assignments (30%) + Midterm
(20%) + Takehome Exam (20%) + Final Exam or Project (30%).
Term
Projects
Computer Access and Softwares

R http://cran.rproject.org/

Matlab http://www.stat.wisc.edu/computing/

Creating an account in stat computers http://www.stat.wisc.edu/computing/instruct.html
Matlab code handouts

Hypothesis
testing

Pvalues

Order
statistics  probability integral transform

Empirical
distributions, histograms

Run
test  total run

Run
test  stock price simulation

Chisquare
goodness of fit test

Testing
independence

KolmogorovSmirnov
test

Normal
probability plot

rank
test

signedrank
test

Two
sample KolmogorovSmirnov test

Polynomial
Regression

Gaussian
kernel smoothing and density estimation

Bezier
curves

Cubic
spline smoothing

Basis
function expansion
Homeworks & Exams
Homework
1
Homework
2
Takehome
Exam 1
Homework
3
Takehome
Exam 2
Homework
4