Prerequisite: Stat 410 or equivalent. You should be comfortable
(after review) with joint densities, (multivariate, Jacobian) changes
of
variable, moment generating functions, and conditional expectation.
Text: George Casella and Roger Berger Statistical Inference,
2nd ed., Duxbury, 2002.
Click here to find a copy of the course outline and the first problem assignment.
Click here
to find a cumulatively updated copy of all homework problem
assignments. Click here
for solutions to Problem Sets 1 and 2, here
for solutions to Problem Sets 3 and 4, and here
for solutions to Problem Sets
5 and 6. Finally, the solution for Problem Set 7 is here.
My office hours are Monday 11-12 and Thursday 2-3:15. I will often
be
available except on Tuesdays, but please send an e-mail
or arrange with me
in class for an office appointment.
A set of sample test problems for the in-class test is available
here.
The second test, at the end of the term, will likely be Take-Home rather
than
in-class unless students object, but the Final will be in-class at
the designated
time.
A SET OF SAMPLE PROBLEMS FOR THE IN-CLASS FINAL CAN BE VIEWED
AND DOWNLOADED HERE.
An optional homework set, which will be used to improve students'
grades
on the first test (according to a sliding scale depending on the
test score),
can be found by clicking here.
The solutions to this optional homework can be
found here.
A discussion of conjugate priors for a class of exponential family densities
and
probability mass functions can be found on the handout linked here.
Note that a correction has been inserted: the density q
allowed in the
previous version must necessarily be identically 1 .
TAKE-HOME TEST (DUE AT LAST CLASS, MON DEC 10) can be found here.
NOTE --- AS OF 7PM 12/3/01 --- that the 3rd Problem has had a correction
inserted: the method of moments estimator (and its variance) are
requested
not for the parameter alpha but for the
RECIPROCAL of alpha .