Time and place: MWF 09:4010:30, Lockett 240
Instructor: James Madden, 213 Prescott Hall, madden@math.lsu.edu, (225)9783525 (cell)
Textbook: Casella and Berger: Statistical Inference 2nd ed. (This book is available from online dealers at a reasonable price.)
Goal: This course deals with the mathematical principles that underlie and justify the most common basic techniques of statistical inference. The focus is not on the development and use of techniques for dealing with complex statistical problems, but on understanding the most commonly used statistical methods clearly and rigorously.
Grading: Homework 25%. Friday quizzes 25%. Midterm and final 50%.
week  mm/dd  D  Topic  Assignment  Notes/resources 
1 
08/23  M  Introduction  Announcements Presentation (needs Mathematica) 

08/25  W  Probability review I  Read: p. 2729, p. 3437, p.86, p. 89, p. 92, p. 102, Sec. 2.2. Hand in 08/30: (p. 76) 2.4, 2.13, 2.15, 2.20, compute the mgf of a normal(0,1) r.v. 
copy of exercises (from text)  
08/27  F  Quiz (binomial dist.); Probability review II: Moment generating functions. 
Read: Sec. 2.3, pages 182184 (independence). Hand in 08/30: (p. 80) 2.33 
notes (Philos. Intro. to Stat. Inf.) answers to quiz 1 

2 
08/30  M  Sampling statistics  notes  
09/01  W  Sample mean and variance  Hand in 09/08: problem in notes.  notes  
09/03  F  Sampling the normal, I. Sums and averages of independent normal variables  Hand in 09/08: xeroxed problems: 26, 32, 34; find and do the one other of the problems from 2636 that is directly related to the new material of today. Read: section 5.2.  quiz notes 

3 
09/06  M  Holiday     
09/08  W  Sampling the normal, II. Sample variance.  Hand in 09/15 (revised date): The problems in the lecture notes for 09/08.  notes  
09/10  F  Change of variables and transformations of random variables.  Hand in 09/15: 4.20 (page 194)  quiz notes 

4 
09/13  M  Sampling the normal, III. Proofs concluded.  Hand in 09/17: 5.6 (page 256). Read: 5.3.  see notes from 09/08 
09/15  W  The gamma and chisquared distributions  Hand in 09/20: the problems in the notes.  notes  
09/17  F  Student's t and Snedecor's F  Hand in 09/22: the problems in the notes  quiz notes 

5 
09/20  M  Sufficient statistics I  notes  
09/22  W  Sufficient statistics II  Hand in 09/27: problems in notes  notes  
09/24  F  Review  Hand in 09/27: problem 6.7 (page 300) Read: the handout 
quiz wikipedia on sufficiency 

6 
09/27  M  Liklihood and the MLE    notes 
09/29  W  MLE may be biased  See notes  notes  
10/01  F  Poisson MLE  We discussed the quiz  quiz with commentary  
7 
10/04  M  Mean Squared Error  Homework (9/24) due date revised; Get Homework Hints. 
notes 
10/06  W  Misc. Problems  
10/08  F  Homework review  Notes to Review for Midterm  
8 
10/11  M  Review for Midterm  
10/13  W  Midterm Exam  Students will receive a "curved score" (i.e., more points) if they work the exam problems at home and hand them in on Friday.  
10/15  F  discussion of exam  
9 
10/18  M  no class  
10/20  W  Bayes Estimators  notes  
10/21  F  Fall Break  
10 
10/25  M  Hypothesis Testing I  notes  
10/27  W  no class  
10/29  F  Hypothesis Testing II  notes  
11 
11/01  M  Hypothesis Testing III  notes  
11/03  W  NeymanPearson Lemma  notes  
11/05  F  NeymanPearson Lemma  see notes from 11/03  
12 
11/08  M  Examples  Problem 8.19  
11/10  W  Examples  notes  
11/12  F  Problems  (endofchapter problems from Rice)  
13 
11/15  M  Confidence Intervals  
11/17  W  Confidence Intervals  notes for 11/15 and 11/17  
11/19  F  Confidence Intervals  
14 
11/22  M  ANOVA  
11/24  W  ANOVA  Mathematica notebooks: Normal, StudentT, FRatio 
notes for 11/22 and 11/24  
11/26  F  Vacation  
15 
11/29  M  Rice, Ch. 9 problems: 1318, 1924. Homework: 13, 17, 19 (will discuss Wedn.)  notes (answers to takehome)  
12/01  W  Mathematica notebook: Investigating the F distribution 
notes (problems 13, 17, 19)  
12/03  F  (last class)  
12/09  Th  FINAL EXAM  In regualr room, 10AMNOON  