STAT 822: Statistical Inference III

Spring Quarter 2011


Instructor: Xinyi Xu
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)


Prerequisites: Statistics 622, 821, and some knowledge of measure-theoretic probability.


Lecture Hours & Location: MWF 10:30-11:18am, Central Classroom Building 246


Text: Testing Statistical Hypotheses, Third Edition, by E.L. Lehmann and J.P. Romano


Course Description:

     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.


Additional References:

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


Grading:

Homework 60%
Final 40%


Homework:

     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.


Exams:

     There will be an in-class closed-book final exam.  The date of the exam is to be announced.