STAT 4710/7710: Introduction to
Mathematical Statistics
Spring Semester 2008
Instructor: Subha Guha
Office: 209C Middlebush Hall
Office Hours: Tuesday, Wednesday, Thursday 9:30 am - 10:30 am
Email: GuhaSu@missouri.edu
Please log in to Blackboard for important
announcements, homework assignments and their solutions after the due dates.
Required text
-
Introduction to
Probability and Statistics by J. Susan Milton and Jesse C. Arnold, 4th
edition.
-
Workbook
available at MU Bookstore
Prerequisites: MATH 2300 or permission of
instructor
Graduate students: To receive graduate credit for this course, a student must enroll in
STAT 7710. In cross-leveled courses where both undergraduate and graduate
students are enrolled, University policy requires that graduate students do
something beyond the undergraduate requirements. Because of this, graduate
students will be assigned some additional problems in every
homework set.
Tentative schedule
|
Week |
Sections |
Topics |
|
1 |
1.1-1.3 |
Overview
of probability & statistics, sample spaces, events, permutations &
combinations |
|
2 |
2.1-2.4 & 3.1 |
Axioms
& properties of probability, conditional probability, multiplicative
rule, independence, Bayes theorem, random variables
|
|
3 |
3.2-3.5 |
Discrete
probability densities, expectations, geometric, mgfs,
binomial |
|
4 |
3.5, 3.8, 4.1, 4.2 |
Binomial cont., Poisson, pdfs,
expectations. Reading assignment:
Section 3.7 hypergeometric & uniform, p. 27 of
workbook |
|
5 |
4.3-4.4 |
Gamma,
exponential, chi-square, normal |
|
6 |
4.5-4.7 & 5.1 |
Normal
probability rule, normal approximation to binomial, Weibull,
joint densities |
|
7 |
5.1-5.4 |
Joint densities cont.,
expectations, correlation, conditional dist.s |
|
8 |
6.1-6.4 |
Random
sampling, graphical & numerical summaries, boxplots
optional, Reading
assignment: Stem-and-leaf diagrams. |
|
9 |
7.1-7.4 & 8.1 |
Estimation,
distribution of sample mean, central limit theorem, interval estimates,
interval estimates of σ2, mles
optional |
|
10 |
8.2-8.5 |
Interval
estimates of μ, t-distribution, hypothesis testing, significance
testing, tests about μ |
|
11 |
8.6,8.7,9.1 |
Tests
about σ2, nonparametric methods, estimating proportions |
|
12 |
9.2,9.4,10.1 |
Tests
for one and two proportions, estimating the difference of two means. Reading
assignment: Section 9.3 confidence intervals for the difference of two
proportions. |
|
13 |
10.2-10.6 |
Comparing
variances, comparing means with equal variances, with unequal variances,
paired t, nonparametric procedures. |
|
14 |
11.1-11.3, 11.6 |
Regression
and correlation. |
Homework
-
There will be
about 14 homework assignments
-
Homework assignments
will typically be due on Thursdays and be assigned a week in advance
-
No late homework will be accepted
-
In calculating
your overall grade, your lowest 2 homework scores will be dropped
-
When submitted
your homework:
o
Clearly write
your name, course name, section number and assignment number on the top of the
first page
o
Show all your
work to get full credit
o
Homework should
be submitted on standard-size paper (8.5” by 11”)
Exams
-
There will be 2
midterm exams and a comprehensive final exam
-
The dates for the
exams are as follows:
o
Midterm I:
February 21
o
Midterm II: April
17
o
Final Exam:
-
The midterm exams
will be given in the same location and times as regular lectures
-
If you miss an
exam without prior approval, you may be given a grade of zero. If you must miss
an exam, please see me as soon as possible. All approved reasons require that
documentation be presented in advance. If you miss an exam for a medical
reason, you must present a physician’s note. Travel is not an approved reason
for missing an exam.
-
All exams are
closed book. However, you are allowed an 8.5” by 11” page of notes (both sides)
for each midterm exam, and three such sheets for the final exam.
Grading
Your grade will be based on a
weighted average of your midterms scores (20% each),
homework average (25%) and final exam score (35%).