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 11:30am-12:18pm, or by appointment |
Grader: | Cong Liu (liu.727@osu.edu) |
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STAT 822 is the third of a three-course sequence on statistical inference. It is designed mostly for the second-year PhD students in the Department of Statistics. Topics covered include: the Neyman-Pearson lemma, uniformly most powerful tests, monotone likelihood ratio models, confidence bounds, unbiased tests, asymptotic theory of the likelihood ratio test, Wald test, and Rao score test, and an introduction to the bootstrap. |
Prerequisites: | Statistics 622, 821, and some knowledge of measure-theoretic probability. |
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Text: | Testing Statistical Hypotheses, Third Edition, by E.L. Lehmann and J.P. Romano |
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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. |