STAT 5328-29 - Trindade

STAT 5329 -- Intermediate Mathematical Statistics II -- spring 2014

Basic Information

Course instructor: Dr. Alex Trindade, 228 Mathematics & Statistics Building.
E-mail: alex.trindade"at"ttu.edu; Phone: 834-6164.
Course Meets: Tue & Thurs 11:00-12:20 in MATH 010.
Office Hours: Tue 2-3pm, Wed 12-1pm and 4-5pm, or by appointment.

Text Book

Required: Statistical Inference, by Casella and Berger, 2nd edition, 2002, Duxbury Press.
Helpful:

Probability and Statistics: The Science of Uncertainty, by Evans and Rosenthal, 2nd edition, 2009, Freeman.
Introduction to Mathematical Statistics, by Hogg, Craig and McKean, 6th edition, 2004, Prentice-Hall.
Introduction to the Theory of Statistics, by Mood, Graybill and Boes, 3rd edition, 1974, McGraw-Hill.
Theory of Point Estimation, by Lehmann and Casella, 2nd edition, 1998, Springer.
Testing Statistical Hypotheses, by Lehmann and Romano, 3rd edition, 2005, Springer.

Course Objectives and Syllabus

The sequence STAT 5328-5329 introduces the fundamentals of the theory of mathematical statistics at the graduate level. In this course we will cover chapters 6-10 of the text: principles of data reduction, point estimation, hypothesis testing, interval estimation, and asymptotic evaluations. The prerequisite is STAT 5328.

Expected Student Learning Outcomes

Students will learn the fundamentals of mathematical statistics. This includes, but is not limited to, method of moments and maximum likelihood estimators (MLE's); exponential families and sufficiency; ancillary statistics and Basu's theorem; completeness; uniform minimum variance unbiased estimation (UMVUE), consistency and asymptotic distributions; hypothesis tests and power functions; likelihood ratio tests; Neyman-Pearson lemma and uniformly most powerful tests; asymptotic properties; confidence intervals.

Methods of Assessing the Expected Learning Outcomes

The expected learning outcomes for the course will be assessed through: homework assignments, semester tests, and a final exam. The course grade will be determined from homework problem sets (20%), two semester tests (20% each), and a comprehensive final exam (40%). Grades will be posted on raiderlink. The traditional grading scale will be used:

A: 90-100%.
B: 80-89%.
C: 70-79%.
D: 60-69%.
F: 0-59%.

The test schedule is as follows:

Test 1: Thurs Feb 20. (After completion of Homework Set 4.)
Test 2: Thurs April 3. (After completion of Homework Set 8.)
Final Exam: 1:30 - 4:00 p.m. Saturday, May 10.

Homework Problem Sets

There will be weekly problem sets due on thursdays. You are expected to do all the assigned problems, but only those marked with an asterisk (*) are candidates for collection and subsequent grading. Start each problem on a separate page. All work handed in must be stapled together. No late submissions will be accepted.

Set 1 (Thurs Jan 23): 5.47*, 5.48, 5.49*, 6.1*, 6.2*, plus corrections to final exam.
Set 2 (Thurs Jan 30): 6.3*, 6.5*, 6.7, 6.9(b,c), 6.12, 6.13*, 6.14*.
Set 3 (Thurs Feb 6): 6.17*, 6.19, 6.21, 6.22*, 6.24, 6.27(a)*, 6.30*.
Set 4 (Thurs Feb 13): 6.39, 7.1*, 7.2*, 7.5, 7.6*, 7.8, 7.9, 7.10*.
Set 5 (Thurs Feb 27): 7.22, 7.23*, 7.24*, 7.25, 7.38*, 7.40*, 7.41.
Set 6 (Thurs Mar 6): 7.44, 7.46, 7.47*, 7.48, 7.49*, 7.50, 7.59*, 7.60*.
Set 7 (Thurs Mar 13): 8.5, 8.6*, 8.7(a)*, 8.7(b), 8.9*, 8.10*, 8.12, 8.13.
Set 8 (Thurs Mar 27): 8.15*, 8.16, 8.18, 8.19*, 8.20*, 8.21, 8.22*.
Set 9 (Thurs Apr 10): 8.25, 8.27, 8.28*, 8.30, 8.31*, 8.49, 9.4*, 9.5, 9.6*, 9.7.
Set 10 (Thurs Apr 17): 9.3*, 9.12, 9.13*, 9.17*, 9.21*, 9.23.
Set 11 (Thurs Apr 24): 9.25*, 9.26*, 9.27*, 9.29, 9.35, 9.36*, 9.37.
Set 12 (Thurs May 1): 10.1*, 10.3*, 10.9, 10.11, 10.34, 10.35*, 10.37*, 10.41.

Policies

Class Attendance. Your attendance alone will not impact your grade, but missing exams and assignments will. Whether an absence is excused or unexcused is determined solely by me, with the exception of absences due to religious observance and officially approved trips (see below).
- Make-up Exams: These may be granted in exceptional circumstances if you provide me with a valid excuse (such as a note from a physician, an obituary, etc.).
- Absence due to religious observance: The Texas Tech University Catalog states that a student shall be excused from attending classes or other required activities, including examinations, for the observance of a religious holy day, including travel for that purpose. A student who intends to observe a religious holy day should make that intention known in writing to the instructor prior to the absence. A student who is absent from classes for the observance of a religious holy day shall be allowed to take an examination or complete an assignment scheduled for that day within a reasonable time after the absence.
- Absence due to officially approved trips: The Texas Tech University Catalog states that the department chairpersons, directors, or others responsible for a student representing the university on officially approved trips should notify the student's instructors of the departure and return schedules in advance of the trip. The instructor so notified must not penalize the student, although the student is responsible for material missed. Students absent because of university business must be given the same privileges as other students.
Illness and Death Notification. The Center for Campus Life is responsible for notifying the campus community of student illnesses, immediate family deaths and/or student death. Generally, in cases of student illness or immediate family deaths, the notification to the appropriate campus community members occur when a student is absent from class for four (4) consecutive days with appropriate verification. It is always the student's responsibility for missed class assignments and/or course work during their absence. The student is encouraged to contact the faculty member immediately regarding the absences and to provide verification afterwards. The notification from the Center for Campus Life does not excuse a student from class, assignments, and/or any other course requirements. The notification is provided as a courtesy.
Students with Disabilities. Any student who because of a disability may require special arrangements in order to meet course requirements should contact the instructor as soon as possible to make any necessary accommodations. Student should present appropriate verification from AccessTECH. No requirement exists that accommodations be made prior to completion of this approved university procedure.
Civility in the Classroom. It is expected that everyone will behave in a manner that is conducive to learning. One common disruption is cell phones. Please turn these off in class.
Academic Integrity. Is assumed and expected at all times. Students are advised to acquaint themselves with the Code of Student Conduct.
It is the aim of the faculty of Texas Tech University to foster a spirit of complete honesty and a high standard of integrity. The attempt of students to present as their own any work that they have not honestly performed is regarded by the faculty and administration as a serious offense and renders the offenders liable to serious consequences, possibly suspension.
Collaboration. My specific policies are as follows.
- Homeworks: Discussion with peers regarding material/concepts covered in the course is permitted, and is encouraged since it usually leads to greater comprehension. However, each person must write up his/her own solution to a particular problem, and not simply copy it from someone else.
- Tests: Any form of collaboration in tests, including trying to see what the person next to you is writing, is strictly forbidden and will not be tolerated.

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