STA 525

Introductory Statistical Inference
Spring Semester 2007


Class Instructor
Name: Arne Bathke
Address: 875 Patterson Office Tower (POT)
Telephone: 257-3610
Email: 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.


Course Policies
Description: This is a three credit hour course that provides an introduction into statistics, assuming familiarity with probabilistic terms like conditional probability, random variable, "pmf", "pdf", "mgf", expectation, variance, covariance, transformation and with some discrete and continuous distributions. Topics of STA 525 include but may not be limited to simple random sampling, statistics and their sampling distributions, sampling distributions for normal populations; concepts of loss and risk functions; Bayes and minimax inference procedures; point and interval estimation; hypothesis testing; introduction to nonparametric tests; regression and correlation.
Prerequisites are STA 320 or STA 524.
Course Goals: Apart from the (self-evident) knowledge of the STA 525 topics, and in addition to emphasizing analytic and problem-solving skills and the ability to draw reasonable inferences from data, the course is intended to provide an environment in which a commitment to accurate work, the capacity to think for oneself and the competency to make wise decisions are enhanced. I consider these skills essential for anyone studying statistics.
Attendance: Consistent attendance is strongly recommended. Each student is responsible for obtaining all material missed when absent.
Grading: Your grade will be divided into four equal parts: Three exams, each worth 25% of your final grade, and the remaining 25% will be based on about weekly homework assignments.
The homework assignments, project, midterm exam and final exam must be your own work. Late homework will not be accepted (i.e., given full credit) without a university excused absence.
Exams: The 3 exams are scheduled for February 16, March 30, and May 2 (Final Exam). Make-up exams will be allowed only in extreme circumstances and are subject to proper documentation. Unless it is an emergency situation, you need to notify me ahead of time either by phone or via email.


Syllabus

DateTopicsBook SectionsHandouts/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 Probability4.1-4.2
Mon, Jan 15 Martin Luther King Day - Academic Holiday!
Wed, Jan 17 Almost Sure Convergence4.3 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 Distribution4.4
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 Theory4.6
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 Statistics5 Homework 4, due Wed, Feb 7:
5.1.5, 5.5.1, 5.4.19
Graphical Descriptive Statistics
Fri, Feb 2 Statistical Inference, Likelihood Inference6.1
Mon, Feb 5 Sufficient Statistics
Wed, Feb 7 Maximum Likelihood Estimation6.2 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-Values6.3.3 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 Calculations6.3.4, 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 Methods6.4
Wed, Mar 7 Bayesian Inference7 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, Estimation7.1, 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 Intervals7.2.2
Mon, Mar 26 Hypothesis Testing, Bayes Factors7.2.3
Wed, Mar 28 Review
Fri, Mar 30 Second Midterm Exam
Mon, Apr 2 Optimal Statistical Inference8
Wed, Apr 4
Fri, Apr 6 Model Checking9
Mon, Apr 9 Residual Plots9.1.1 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 Distributions9.1
Mon, Apr 16 Prediction, Cross-Validation, Multiple Testing9.1.3, 9.3 R web (general)
R web (using Javascript)
(both work from my office computer)
Wed, Apr 18 Relationships Among Variables10
Fri, Apr 20 No class
Mon, Apr 23 Categorical Predictor and Response10.2 2x2 Table Online Tool
General Contingency Table Online Tool (Rweb)
Wed, Apr 25 Quantitative Predictor and Response10.3 Correlation and Regression Applet
Regression Analysis Online Tool
Fri, Apr 27 Review Introduction to Regression
Wed, May 2 Final Exam (1 pm)


e-mail: arne@ms.uky.edu