Class Instructor
Name | : | Arne Bathke |
Address | : | 875 Patterson Office Tower (POT) |
Telephone | : | 257-3610 |
: | arne@ms.uky.edu | |
Office Hours | : | 2:00-3:00 on Mondays or by appointment. |
Course Information
Class time | : | MWF 1:00 - 1:50 PM |
Class room | : | CB 307 (Classroom Building) |
Textbook | : | M. Evans and J. Rosenthal (2004). Probability and Statistics - The Science of Uncertainty. W.H. Freeman We will cover material from Chapters 4-10 in this book. |
There are several other textbooks that cover the same material. Feel free to use them instead. | ||
Alternative Textbooks (for example) | : | M. Degroot and M. Schervish (2002). Probability and Statistics. 3rd Edition. Addison Wesley. G. Casella and R. Berger (2001). Statistical Inference. 2nd Edition. Duxbury. |
Website | : | http://www.ms.uky.edu/~arne/sta525/ |
This website will be updated regularly. Please keep checking it for announcements, homework information, and other material. |
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Syllabus
Date | Topics | Book Sections | Handouts/Assignments |
---|---|---|---|
Wed, Jan 10 | Syllabus, Introduction | Homework 1, due Wed, Jan 17: 1.2.9, 1.3.6, 1.4.4, 1.4.19, 1.5.11 | |
Fri, Jan 12 | Convergence in Probability | 4.1-4.2 | |
Mon, Jan 15 | Martin Luther King Day - Academic Holiday! | ||
Wed, Jan 17 | Almost Sure Convergence | 4.3 | Homework 2, due Wed, Jan 24: 4.2.2, 4.2.4, 4.2.8, 4.3.2, 4.3.6 |
Fri, Jan 19 | Convergence in Distribution | 4.4 | |
Mon, Jan 22 | Central Limit Theorem | Dice Experiment Applet Central Limit Theorem Applet Standard Normal Distribution Calculator | |
Wed, Jan 24 | Application of the Central Limit Theorem | Homework 3, due Wed, Jan 31: 4.4.2, 4.4.5, 4.4.8, 4.6.1, 4.6.2 Normal Approximation to Binomial | |
Fri, Jan 26 | Normal Distribution Theory | 4.6 | |
Mon, Jan 29 | Normal Distribution Theory Descriptive Statistics | 4.6, 5 | Chi-Squared Distribution Calculator Student's t Distribution Calculator F distribution calculator |
Wed, Jan 31 | Descriptive Statistics | 5 | Homework 4, due Wed, Feb 7: 5.1.5, 5.5.1, 5.4.19 Graphical Descriptive Statistics |
Fri, Feb 2 | Statistical Inference, Likelihood Inference | 6.1 | |
Mon, Feb 5 | Sufficient Statistics | ||
Wed, Feb 7 | Maximum Likelihood Estimation | 6.2 | Homework 5, due Wed, Feb 14: 6.1.13, 6.2.1, 6.2.2, 6.2.3, 6.2.4 |
Fri, Feb 9 | Bias, Mean Squared Error, Standard Error | 6.3 | |
Mon, Feb 12 | Confidence Intervals | 6.3.2 | Confidence Interval Applet |
Wed, Feb 14 | Review | ||
Fri, Feb 16 | First Midterm Exam | ||
Mon, Feb 19 | Confidence Intervals | 6.3.2 | |
Wed, Feb 21 | Hypothesis Tests and P-Values | 6.3.3 | Homework 6, due Wed, Feb 28: 6.3.1, 6.3.2, 6.3.8, 6.3.9 Introduction to Hypothesis Tests |
Fri, Feb 23 | Confidence Intervals and Hypothesis Tests | ||
Mon, Feb 26 | |||
Wed, Feb 28 | Sample Size Calculations | 6.3.4, 6.3.5 | Homework 7, due Wed, Mar 7: 6.3.7, 6.3.10, 6.3.11, 6.3.12 |
Fri, Mar 2 | Variance Stabilizing Transformations | ||
Mon, Mar 5 | Distribution-Free Methods | 6.4 | |
Wed, Mar 7 | Bayesian Inference | 7 | Homework 8, due Wed, Mar 21: Summary of Class Material February 19-March 7 |
Fri, Mar 9 | Homework Review | ||
Mon, Mar 12 | Spring Break - Academic Holiday | ||
Wed, Mar 14 | |||
Fri, Mar 16 | |||
Mon, Mar 19 | Bayesian Inference, Estimation | 7.1, 7.2.1 | |
Wed, Mar 21 | Homework 9, due Mon, Mar 26: 7.1.1, 7.1.4, 7.1.5 Beta Distribution | ||
Fri, Mar 23 | Bayesian Credible Intervals | 7.2.2 | |
Mon, Mar 26 | Hypothesis Testing, Bayes Factors | 7.2.3 | |
Wed, Mar 28 | Review | ||
Fri, Mar 30 | Second Midterm Exam | ||
Mon, Apr 2 | Optimal Statistical Inference | 8 | |
Wed, Apr 4 | |||
Fri, Apr 6 | Model Checking | 9 | |
Mon, Apr 9 | Residual Plots | 9.1.1 | R (Statistical Software) |
Wed, Apr 11 | Normal Probability Plots | Homework 10, due Wed, Apr 18: 9.1.1, 9.1.2, 9.1.3, 9.1.12, 9.1.13 | |
Fri, Apr 13 | Discrepancy Statistics, Simulated Sampling Distributions | 9.1 | |
Mon, Apr 16 | Prediction, Cross-Validation, Multiple Testing | 9.1.3, 9.3 | R web (general) R web (using Javascript) (both work from my office computer) |
Wed, Apr 18 | Relationships Among Variables | 10 | |
Fri, Apr 20 | No class | ||
Mon, Apr 23 | Categorical Predictor and Response | 10.2 | 2x2 Table Online Tool General Contingency Table Online Tool (Rweb) |
Wed, Apr 25 | Quantitative Predictor and Response | 10.3 |
Correlation and Regression Applet Regression Analysis Online Tool |
Fri, Apr 27 | Review | Introduction to Regression | |
Wed, May 2 | Final Exam (1 pm) |