STAT 821: Statistical Inference II
Winter Quarter 2012
Instructor: | Xinyi Xu | |
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office: 440G Cockins Hall | ||
Email: xinyi@stat.osu.edu |
Lecture Hours & Location: | MWF 12:30-1:18pm, Bolz Hall (BO) 432 |
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Office Hours: | MW 1:30-2:30pm, or by appointment |
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Text: | Theory of Point Estimation, Second Edition, by E. L. Lehmann and G. Casella |
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Reference: | Mathematical Statistics, Second Edition, by Peter J. Bickel and Kjell A. Docksum |
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Grader: | Jinguo Gao (gao.95@osu.edu) |
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STAT 821 is the second of a three course sequence on statistical inference. Core topics covered include: Exponential Families, Sufficiency, Factorization Theorem, Basu's Lemma, Convexity (of sets and loss functions), Rao-Blackwell Theorem, UMVU Estimators, the Information Inequality, Asymptotic Efficiency, and Efficient Likelihood Estimation. |
Tentative Text Coverage: | Chapter 1, 2, and Section 6.1--6.5 |
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Homework | 20% | ||
Midterm | 35% | ||
Comprehensive Final | 45% |
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. | |
There will be one midterm and one final, both in class and closed book. The dates of the exams are to be announced. |