Stat 665: Statistical Inference II

Fall Term 2007

Texts:

  1. LC. Lehmann and Casella (1998), Theory of Point Estimation, 2nd Ed., New York: Springer.
  2. HMC. Hogg, McKean and Craig (2004), Introduction to Mathematical Statistics, 6th Ed., New Jersey: Prentice Hall.

I want to teach this course differently than in the past. Instead of focusing on traditional theory, I want to focus on topics and, in particular, new topics being used in statistical inference. Below is a tentative outline of the material, but this will change as we progress through it. It makes use of both texts and notes. We will also do computing in the course using the package R. If you can program it then you have an understanding of it! R is freeware and it runs on all platforms, but it a powerful statistical computing language. It can be downloaded at:

Where to get R-code.

If you want, you can use it in Montana, but I recommend downloading it on your pc. R is also on all the Stat Lab (SCL) machines.

To compute R in Montana.

h3> Final Outline of the Course.

Quick Outline of Course

  1. An introductory summary of Inference including R and asymptotics: HMC Chaps 4 and 5.
  2. Monte Carlo Procedures HMC Section 5.8.
  3. Bootstrap Procedures. HMC Section 5.9.
  4. Likelihood Theory. HMC Chap 6.
  5. Sufficiency (Quickly): LC Chaps 1 and 2.
  6. Bayesian Inference. HMC Chap 11 and LC Chaps 4 and 5.
  7. Optimal Tests: HMC Chap 8 and notes from Lehmann's Tests of Statistical Hypotheses.

Office Hours

Tuesday and Thursday: 1:00-1:45 and 3:30-4:30
And by appointment

Grading

There are two tracts in this course: Majors (MS and PhD students in Statistics) and Nonmajors. For majors, the purpose of the course is to prepare them for research in Statistics, while for nonmajors the purpose of the course is to help them gian an understanding of statistical methodology which may be pertinent to their research involving applications of statistics. So different problems sets and exam questions may be assigned.

  1. 50% assigned problems.
  2. 50% Tests (Final, MidTerm).

Usually, one or two problems will be assigned for each lecture. Please try to finish them for the next class.

Exercises: Assigned Problems are in bold

Some Rfunctions for the class can be found here. R functions for the class

Also those R-functions in Appendix B of HMC are here

WMU's Policy on Cheating and Plagiarism:

The Faculty Senate has adopted the following policy. For Stat 665 to avoid plagiarism, we note the citation and then put the paragraph in quotes. Citation: The Professional Concerns Committee of the Faculty Senate recommends that all faculty include the following paragraph in each syllabus that they prepare for the upcoming semester. If you have questions, contact Suzie Nagel, Associate Dean of Students, at suzie.nagel@wmich.edu or Philip Guichelaar, Co-Chair of the Professional Concerns Committee, at philip.guichelaar@wmich.edu.

``You are responsible for making yourself aware of and understanding the policies and procedures in the Undergraduate (pp. 274-276) [Graduate (pp. 25-27)] Catalog that pertain to Academic Honesty. These policies include cheating, fabrication, falsification and forgery, multiple submission, plagiarism, complicity and computer misuse. If there is reason to believe you have been involved in academic dishonesty, you will be referred to the Office of Student Conduct. You will be given the opportunity to review the charge(s). If you believe you are not responsible, you will have the opportunity for a hearing. You should consult with me [instructor] if you are uncertain about an issue of academic honesty prior to the submission of an assignment or test.''

Joe McKean, PhD
5506 Everett Tower
Department of Statistics
Western Michigan University
Kalamazoo, MI 49008-3899
Email: mckean@wmich.edu
Telephone: (269) 387-4541
Department Office: (269) 387-1420
Fax (269) 387-1419