Introduction to Statistical Theory & Methodology-3 (420-3-20)
Instructors
Wenxin Jiang
847.491.5081
2006 Sheridan, Room 203/Department of Statistics
Meeting Info
Annenberg Hall G15: Tues, Thurs 11:00AM - 12:20PM
Overview of class
The goal of this Stat 420-1,2,3 sequence is to provide a comprehensive introduction to statistical theory and methodology at a level not requiring advanced probability theory (i.e. measure theory). The course sequence will cover all major areas of statistical theory including distribution theory, theory of estimation and hypothesis testing, large-sample theory, Bayesian methods, and decision theory. The emphasis of Stat 420-3 will be on those theoretical topics that are used in the development of statistical methods. Application of theoretical ideas to models used in practice, such as normal-theory linear model, will be considered in detail. The course is intended to be useful to students in areas such as engineering and economics as well as students in statistics.
Registration Requirements
Probability Theory (e.g., Math 330), calculus (e.g.,Math 215), linear algebra (e.g., Math 217) and Statistics 420-1, 420-2.
Learning Objectives
Linear models and their extensions.
Teaching Method
Lectures and student presentations
Evaluation Method
Grades will be based on homework, exam and presentation of a related paper.
Class Materials (Required)
None is required.
Class Materials (Suggested)
READING: Bickel, P. and Doksum,K., "Mathematical Statistics",1st ed, (1977), Prentice Hall.