Statistical Theory & Methods 2 (320-2-21)

Instructors

Wenxin Jiang
847.491.5081
2006 Sheridan, Room 203/Department of Statistics

Meeting Info

Annenberg Hall G21: Mon, Wed, Fri 2:00PM - 2:50PM

Overview of class

We introduce basic statistical topics such as parameter estimation, confidence intervals, and hypothesis testing, based on the probability language learned from Stat 320-1, and from the first part of this course. The first part of this course is on probability topics that augment Stat 320-1, covering moment generating functions, and distributions related to the normal distribution and normal samples. We teach how to use the probability language flexibly to formulate and solve nonstandard statistical problems as they may arise in practice. Our approach is more 'AI-robust' than the standard approach of acquiring a fixed set of skills for data analysis. This is analogous to learning how to compose songs for new occasions, instead of just remembering how to sing some familiar ones from a songbook.

NOTE: If you took a STAT 320-1 equivalent course (STAT 383-0, MATH 310-1, MATH 311-1, MATH 314-0, MATH 385-0, ELEC_ENG 302-0, or IEMS 202-0), please see https://statistics.northwestern.edu/documents/stat320-1_and_its_equivalents.pdf for information on the topics that may not be covered in the equivalent course but that you will be required to understand for STAT 320-2. Students who have not taken STAT 320-1 are responsible for independently learning these topics prior to starting STAT 320-2.

Registration Requirements

Statistics 320-1 or equivalent*

*NOTE: If you took a STAT 320-1 equivalent course (STAT 383-0, MATH 310-1, MATH 311-1, MATH 314-0, MATH 385-0, ELEC_ENG 302-0, or IEMS 202-0), please see https://statistics.northwestern.edu/documents/stat320-1_and_its_equivalents.pdf for information on the topics that may not be covered in the equivalent course but that you will be required to understand for STAT 320-2. Students who have not taken STAT 320-1 are responsible for independently learning these topics prior to starting STAT 320-2.

Learning Objectives

Students will learn the theoretical basis for commonly-used statistical methods as well as some of the tools needed to develop statistical methods.

Teaching Method

Weekly lectures

Evaluation Method

Based on assignments and exams.

Class Materials (Required)

An Introduction to Mathematical Statistics and Its Applications, 6th edition, by R.J. Larsen and M.L. Marx, published by Pearson, ISBN-13: 978-0-13-411421-7.

Class Attributes

Formal Studies Distro Area

Enrollment Requirements

Enrollment Requirements: Prerequisite: To enroll students must have completed STAT 320-1 or STAT 383-0 or MATH 310-1 or MATH 311-1 or MATH 314-0 or MATH 385-0 or ELEC_ENG 302-0 or IEMS 202-0