960

STAT 583 METHODS OF STATISTICAL INFERENCE

Fall 2006, Tue 6:40 – 9:30pm
SEC Building, Room 118, Busch Campus

Instructor: Minge Xie
Office Hours: Wed 4:15pm -5:10pm or by appointment
Office: Hill Center 565, Busch Campus
Phone: 732-445-2546 email: mxie_AT_stat.rutgers.edu

TA: V. Sasi Goteti
Office hours: Tuesday 4-6pm
Office: Hill Center 555
Phone: 732-445-2641 Email: sasi_AT_stat.rutgers.edu

Notice:

Midterm Exam is scheduled on Oct 31^st. Please bring with you a page of "cheating sheet", calculator, and the probability tables that you got from the first quiz.

Review Class:

A review class is scheduled on Dec 14^th Thursday from 3:45pm-5:00pm at SEC206.

Additional Office Hours in the Final Week:

Minge Xie: Dec. 14. (Thursday) 2:30pm-3:45pm (Replacing the Friday office hours posted earlier) and Dec. 18 (Monday) 1:30-3:00pm

Sasi Goteti: Dec. 14 (Thursday) 1:30-3:30pm and Dec.18 (Monday) 3:00-5:00pm

Final Exam:

Final Exam is scheduled on December 19^th from 8:00pm – 11:00pm at SEC 118 (confirmed). Please bring with you a page of "cheating sheet", calculator, and the probability tables that you got from the first quiz.

Prerequisite: 16:960:582. Credit not given for both 960:583 and 960:593.

Theory of point and interval estimation and hypothesis testing. Topics include sufficiency, unbiasedness, and power functions. Emphasis is on application of the theory in the development of statistical procedures.

Course Syllabus:

· Textbook: Probability and Statistics, Third Edition, 2002. Authors: Morris H. DeGroot and Mark J. Schervish

· Syllabus: The course will cover as much of the book as we can --- starting from Chapter 5

Potential topics include: Special distributions; Decision Theory Concepts, Bayes Procedure, Likelihood, Invariance, Maximum Likelihood Estimators, Sufficiency, Unbiased Estimators, UMVUE, Sampling Distributions of Estimators, Hypothesis Testing, UMP tests, Neyman Pearson Lemma, Normal Theory, among others

·         Grading:      2-3 quizzes                15%
                    Midterm                     25%
                    Final                           60%

Homework and effort counts for "boundary grades". You can hand it in before/after each quiz or exam the previous homework. The TA will look through and mark your efforts.

· Quiz, Exam and Homework policy:

Unless stated otherwise in class, all quizzes and exams are close-book. You should bring with you a calculator and a page of "cheating sheet". Each quiz takes less than 25 minutes. The midterm and final exam last up to 3 hours. If you want to show your effort on homework (which counts for boundary grades), you much hand in your homework (current -- corresponding to the exam coverage) before or right after the quizzes or exams.

Homework Assignments:

Chapters 5-9

Some problems in the quizzes and exams will be from the problems in the homework assignments or the textbook. I strongly suggest you to complete the homework problems at the pace of the in-class lectures.

Homework Solutions: