STAT 822: Statistical Inference III
Spring Quarter 2011
Instructor: | Xinyi Xu | |
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office: 440G Cockins Hall | ||
Email: xinyi@stat.osu.edu | ||
Office Hours: MW 11:30-12:18pm, or by appointment |
Grader: | Cong Liu (liu.727@osu.edu) |
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Prerequisites: | Statistics 622, 821, and some knowledge of measure-theoretic probability. |
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Lecture Hours & Location: | MWF 10:30-11:18am, Central Classroom Building 246 |
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Text: | Testing Statistical Hypotheses, Third Edition, by E.L. Lehmann and J.P. Romano |
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STAT 822 is the third of a three-course sequence on statistical inference. Materials covered in the course include: Most of chapters 3 and 4 of the "Testing Statistical Hypotheses" textbook, plus additional topics, including: (1) asymptotic theory of the likelihood ratio test, Wald test, and Rao score test, and (2) an introduction to the bootstrap. |
1) | Mathematical Statistics, Second Edition, by P.J. Bickel and K.A. Doksum | ||
2) | An Introduction to the Bootstrap, by B. Efron and R. Tibshirani | ||
2) | Elements of Large-Sample Theory, by E.L. Lehmann |
Homework | 60% | ||
Final | 40% |
Homework will be collected approximately weekly (making for about 7 homework assignments during the quarter). Students are encouraged to work together on the problems, but each student must hand in his or her own work. | |
Homework assignments will be posted here.
There will be an in-class closed-book final exam. The date of the exam is to be announced. |