Time: Monday, Wednesday, Friday at 11:00 - 11:50 a.m.
Location: Addams Hall 311
Instructor: Jie Yang, SEO 513
Office Hours: Monday, Wednesday, Friday at 12:00 - 13:00 p.m.
Textbook: C. R. Rao,
Linear Statistical Inference and its Applications, 2nd edition, Wiley, 1973 (Reprinted in 2001).
Content:
Estimation and testing in linear models, generalized inverses of matrices, n-dimensional normal distribution, quadratic forms, likelihood ratio tests, best invariant tests, analysis of variance
Prerequisite: STAT 411
Homework:
Turn in every Friday before class;
half of the grade counts for completeness;
half of the grade counts for correctness of one selected problem
Midterms: October 3rd and November 14th, Wednesday, 11:00 a.m. - 11:50 a.m.
Final Exam: 10:30-12:30 p.m. Thursday, December 13
Grading: Homework 10%, midterms 25% each, final exam 40%
Grading Scale: 90% A , 80% B , 65% C , 50% D
Format of All Exams: Each exam is based on the homework and the examples discussed in class. The last class session before each exam is a review session. Please prepare any questions that you may have.
No makeup exam will be given without a valid excuse.
| WEEK | SECTIONS | BRIEF DESCRIPTION |
| 08/27 - 08/31 | 1a; 1b; 1b | Vector Spaces; Theory of Matrices and Determinants |
| 09/03 - 09/07 | Holiday; 1c; 1c | Eigenvalues and Reduction of Matrices |
| 09/10 - 09/14 | 1d; 1e; 1f | Convex Sets in Vector Spaces; Inequalities; Extrema of Quadratic Forms |
| 09/17 - 09/21 | 3b; 8a; 8b | Sampling Distributions; Multivariate Normal Distribution; Wishart Distribution |
| 09/24 - 09/28 | 4a; 4a; 4a | Theory of Least Squares (Linear Estimation) |
| 10/01 - 10/05 | Review; Midterm-1; 4b | Tests of Hypotheses and Interval Estimation |
| 10/08 - 10/12 | 4b; 4c, 4d; 4e | Tests of Hypotheses and Interval Estimation; Problem of a Single Sample, One-Way Classified Data; Two-Way Classified Data |
| 10/15 - 10/19 | 4e; 4f; 4g | Two-Way Classified Data; General Model for Two-Way Data and Variance Components; Theory and Application of Statistical Regression |
| 10/22 - 10/26 | 4g; 4g; 4h | Theory and Application of Statistical Regression; General Problem of Least Squares with Two Sets of Parameters |
| 10/29 - 11/02 | 4i; 4j; 4k | Unified Theory of Linear Estimation; Estimation of Variance Components; Biased Estimation in Linear Models |
| 11/05 - 11/09 | 5a; 5a; 5d | Minimum Variance Unbiased Estimation; Some Methods of Estimation in Large Samples |
| 11/12 - 11/16 | Review; Midterm-2; 7a | Testing of Statistical Hypotheses |
| 11/19 - 11/23 | 7a; 7a; Holiday | Testing of Statistical Hypotheses |
| 11/26 - 11/30 | 7b; 7c; 7c | Confidence Intervals; Sequential Analysis |
| 12/03 - 12/07 | 7c; Review; Review | Sequential Analysis |
| 12/10 - 12/14 | Final Exam | Final Exam |