STAT 821: Statistical Inference II

Winter Quarter 2012


Instructor: Xinyi Xu
office: 440G Cockins Hall
Email: xinyi@stat.osu.edu


Lecture Hours & Location: MWF 12:30-1:18pm, Bolz Hall (BO) 432


Office Hours: MW 1:30-2:30pm, or by appointment


Text: Theory of Point Estimation, Second Edition, by E. L. Lehmann and G. Casella


Reference: Mathematical Statistics, Second Edition, by Peter J. Bickel and Kjell A. Docksum


Grader: Jinguo Gao (gao.95@osu.edu)


Course Description:

     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


Grading:

Homework 20%
Midterm 35%
Comprehensive Final 45%


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.


Exams:

     There will be one midterm and one final, both in class and closed book.  The dates of the exams are to be announced.