# 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.