Statistics J703

Introduction to Statistical Theory II

Spring 2011
Live class: T-Th 9:30-10:!" #ardla$ 11% studio
SYLLABUS
Instructor: &on 'd$ards" Le(onte 21% or 217): *+03,79-+1 *cell," *+03,777-!070 *o--ice,"
*+03,777-0+ *-a.," ed$ards/stat0sc0edu0
STAT 703 Introduction to Statistical Theory II (3) (Prereq: STAT 702)
Continuation of STAT 702. Topics include discussion of theoretical properties of
point estimators and tests of hypotheses, elements of statistical tests, the Neyman-
Pearson Lemma, UMP tests, likelihood ratio and other types of tests, and Bayes
procedures in the decision process. Not to be used for M.S. or Ph.D. credit in
Statistics.
Desired Learning Outcomes: Students $ill ideally co1e a$ay -ro1 this course $ith
*1, )n understanding o- the issues and technical 2ac3ground o- point esti1ation" including the
1ethod o- 1o1ents and 1a.i1u1 li3elihood esti1ation0
*2, )n appreciation -or the opti1ality results -or point esti1ation due to 4ao" Leh1ann-Sche--5"
and others0
*3, )n understanding o- the issues involved in hypothesis testing" including the 6ey1an-7earson
le11a" p-values" and po$er o- hypothesis tests0
*, )n understanding o- con-idence interval esti1ation and its relationship to hypothesis testing0
*!, )n understanding o- so1e si1ple nonpara1etric procedures" including goodness o- -it tests and
2ootstrapping0
*%, )n understanding o-" and appreciation -or" the 8ayesian approach to in-erence0
My office hours: 9#: 10:00 a010-12:00 noon" or 1ost certainly 2y arrange1ent0 I $ill 1a3e
every e--ort to 2e in 1y o--ice at these ti1es" 2ut I a1 so1eti1es called a$ay $ithout $arning" so
i- you are co1ing -ro1 any distance during o--ice hours" it;s 2est to call *1y cell, -irst to 1a3e sure
I a1 there0 I- I a1 not in Le(onte 21%" loo3 in 217)0
Course Web ages: #e $ill 2e using 8lac32oard

*<82=, -or the course ho1epage" to post

handouts" lecture 1aterials" assign1ents" solutions" etc0 >o to http:??2lac32oard0sc0edu and loo3
-or ST)T J703 a1ong your courses0 To log in to 82" you 1ust have a net$or3 userna1e and
pass$ord" $hich you can deter1ine?set at http:??vip0sc0edu under the <technology= 1enu0
Streamed Lectures: I- you are 2ased here in (olu12ia" please try to co1e to the live class @ it;s
easier and 1uch 1ore -un to teach $hen there are real people thereA #ithin 2 hours o- the class"
the recorded lecture $ill 2e availa2le -or strea1ing or do$nload0 To do$nload lectures" you $ill
need a login I& and pass$ord" $hich I $ill provide you0 I suggest you have the te.t and any
handouts you need *e0g0 7pt slide i1ages, in -ront o- you $hen you are vie$ing the lectures0
!e"t: John )0 4ice, Mathematical Statistics and Data Analysis" 3
rd
edition0 #ads$orth: 8el1ont"
()0 *I- you get a di--erent edition or the international version" you are responsi2le -or -illing in any
di--erences" e0g0 in assigned pro2le1s,0
Soft#are: This is not a heavy-use co1puting class" 2ut $e 1ust do so1e advanced calculations
and at ti1es the theoretical concepts o- 703 are nicely illustrated $ith 9onte (arlo si1ulation0 #e
$ill there-ore use the open-source *-ree, code R on a li1ited 2asis0 Bn-ca1pus students have
a1ple access to R through the &epart1ent and (ollege co1puting -acilities" e0g0 in Le(onte 1270
To o2tain a -ree copy o- R -or your o$n co1puter" go to $$$0r-proCect0org" choose (4)6 and a
near2y do$nload site" and -ollo$ the instructions *it 1ay ta3e so1e ti1e to do$nload R and get it
$or3ing,0 I have posted an R pri1er on 82" and there are lots o- others availa2le on the $$$0r-
proCect0org $e2site under <docu1entation=0
$egu%ar Assignments: are $orth 2!D o- the grade0 Enless the assign1ent states other$ise" i- you
cannot turn your $or3 in 2y !:00 p1 on the assigned due date" you 1ay turn it in 2e-ore the ne.t
class 1eets $ith a 10D penalty0 I- later than that" no credit $ill 2e given" e.cept -or docu1ented
illness" deaths in the -a1ily" etc0 *noti-y 1e in advance i- these occur,0
&"ams: #e $ill have t$o 9idter1 '.a1s and a :inal '.a1" each $orth 2!D o- the grade0
These $ill 2e 1-$ee3 ta3e-ho1e e.a1s to allo$ you to thin3 clearly $ithout ti1e pressure0 4eturn
the e.a1 2y ! p1 on the <ta3e up= date *no late papers accepted -or e.a1s,0 &ates are:
'.a1 I: distri2uted :e2 17" to 2e returned 2y !:00 p1 :e2 2
'.a1 II: distri2uted 9arch 2" to 2e returned 2y !:00 p1 9arch 31
:inal '.a1: distri2uted on the last day o- class *Thursday )pril 21,"
returned 2y !:00 p1 :riday )pril 290
'rading Sca%e: 90-100D )" +0-+9 8F" 70-79 8" %0-%9 (F" !0-!9 (" 0-9 &F" 30-39 &" G30 :0
This see1s very loose" 2ut I $ill as3 at least one <synthesis= Huestion *i0e0 e.tend the concepts, on
each e.a1" and I;1 so1e$hat nitpic3y as a grader0
Co%%aboration on e"ams: any 3ind o- colla2oration on e.a1s $ith other students *or -riends"
-a1ily" or $hoever, is -or2idden0 This is acade1ic 1isconduct0 It has no place in graduate school"
so i- I catch you doing this *sorry to sound harsh - I 1ean this in the nicest possi2le $ay, I $ill -ail
you in the course0
Co%%aboration on home#or(: :or ho1e$or3" I have a very di--erent attitude @ the ho1e$or3 is
practice -or the e.a1s" and o-ten the ho1e$or3 Huestions are harder than an average e.a1
Huestion0 Iou can certainly get ho1e$or3 hints -ro1 1e" and I do not 1ind i- you co11unicate
$ith each other a2out ho1e$or3 in li1ited $ays" providing clues" hints" etc0" or to help $ith
co1puter synta. pro2le1s0 You should never copy another students homework" though" nor
allo$ anyone to copy yours0 Stat 703 is in part a s3ills course @ i- you don;t do the $or3 yoursel-"
you $ill not develop the s3ills0
Statistics )*+,
S-ring .+//
!entati0e Schedu%e of !o-ics
Date $eading 1$ice2 %anned !o-ics 1sub3ect to ad3ustment as #e go2
)an 11 +01-+03 >o Bver 702 :inalJ Sylla2usJ 7oint 'sti1ation
Th 13 +01-+0 Sa1pling &istri2utionsJ 9ethod o- 9o1ents
T 1+ +0-+0! (onsistencyJ 9a.i1u1 Li3elihood 'sti1ation
Th 20 +0! 9a.i1u1 Li3elihood 'sti1ation" cont;d
T 2! +0!02 9a.i1u1 Li3elihood 'sti1ation" cont;d: large sa1ple theory
Th 27 +0!03 (on-idence Intervals" 7art I
4eb 1 +07 (o1paring 'sti1ators I: '--iciencyJ (ra1er-4ao IneHuality
Th 3 +0+ (o1paring 'sti1ators II: (lassical 'sti1ation Theory
T + +0+ (o1paring 'sti1ators II: cont;d
Th 10 9L' (ase Studies
T 1! 9L' (ase Studies
Th 17 902 Testing Kypotheses: 2asic concepts0 &istri2ute '.a1 I
T 22 902 The 6ey1an-7earson Le11a
Th 2 902 '.a1 I returned 2y ! p1J 1ore 67 e.a1ples
Mar 1 90 >o Bver '.a1 IJ >eneraliLed Li3elihood 4atio Tests
3 90J 90201 L4 tests cont;dJ p-values
T + -------------- Spring 8rea3 @ no class
Th 10 -------------- Spring 8rea3 @ no class
T 1! 903 (on-idence Intervals II: &uality 8et$een Tests and (Is
Th 17 90! (hi-sHuared tests o- -it
T 22 307 Brder Statistics *ta3en -ro1 702 sylla2us,
Th 2 90+ 7ro2a2ility 7lotsJ distri2ute '.a1 II
T 29 1002 '1pirical (&: and related topics
Th 31 '.a1 II returned 2y ! p1J 8ootstrapping
A-r ! >o Bver '.a1 IIJ 6onpara1etrics I
Th 7 6onpara1etrics II
T 12 +0% 8ayesian Statistics I
Th 1 8ayesian Statistics II
T 19 8ayesian Statistics III
Th 21 Loose ends and e.a1 revie$J distri2ute '.a1 III
:ri0 29 -------------- :inal '.a1 solutions due 2y !:00 :riday )pril 29