640:481:02 Fall 2013 Home

640:481:02

Mathematical Theory of Statistics

FALL 2013

Basic information

Instructor: Professor Eugene Speer
- Hill Center 520
- 848–445–7974
- speer at math.rutgers.edu
Office hours:
- Tuesday, 3:20–4:40 PM, Hill Center 520
- Thursday, 10:20–11:40 AM, Hill Center 520
- Or by appointment or chance in Hill Center 520
Detailed course information and policies: As web page and as a PDF file.

Tentative syllabus: As web page and as a PDF file.

Class Diary: A record of our progress through the material; in particular, what sections of the text we have covered.

Homework assignments and solutions: Click here for assignments.

Final Exam

The exam will be held on Monday, December 16, from 12:00 to 3:00 P.M., in ARC 205. The exam will be cumulative, although some emphasis will be placed on topics from the end of the course, which were not covered on either of the two earlier exams.

Coverage: The exam will cover:
- All material from the first two exams. Details of that coverage are still available below on this web page.
- All material covered since the second exam, including the bivariate normal distribution, but not including material on normal correlation analysis (Section 14.5). More specifically: we covered all of Chapter 13 and Sections 1 through 4 of Chapter 14.
Last assignment: Assignment 13 (not to be collected) has been posted, and solutions are posted on Sakai.
Review: There will be a review/problem session on Friday, December 13, from 10:00 AM to 12:00 PM, in Hill Center 124. Here is a set of review problems with brief answers.
Office hour: I will hold an office hour on Monday, December 16, from 10:00 to 11:00 AM, in Hill 520.

Announcements and supplementary material

Tuesday, September 17. Here are some notes on moment generating functions. This material is all in the book, and most of it has been covered in class; these notes just bring it all together in one place.

Exam 2

The second exam will be on Friday, November 15. The exam is closed book and closed notes, and no calculators are permitted. You will be given the same formula sheet and tables as on the first exam; the formula sheet is posted here.

Coverage: The exam will cover most of our work in the course after the material on the first exam through the material Friday, November 8 (but of course some concepts from the first part of the course may be needed.) Specifically, this means estimation by the method of moments and the method of maximum likelihood (Sections 10.7–8), Bayesian estimation (10.9), theory of hypothesis testing (12.1–2, 12.4–70, and tests concerning means (13.2). Sufficiency (Section 10.5) will not be on the exam.

Review Problems: here is a set of review problems to help you review for the exam, and to give you something to ask questions about at the problem session. Short answers are included for most of the problems, to help you check your work.
Problem Session: We will hold a problem session on Thursday, November 14, 10:20–11:40 AM, in Hill 124. This is not a review presented by me but a chance for you to ask questions about any material in the course.

Office hours: I will hold extra office hours on Monday, November 11, 10:3011:30 AM and 2:003:00 PM in Hill 520, but students in my other class have priority at that time. I will hold office hours on Tuesday, October 8, from 2:00 to 3:45 PM; note that this is shifted from the usual time. Students in Math 481 have priority for those office hours.

Exam 1

The first exam will be on Friday, October 11. The exam is closed book and closed notes, and no calculators are permitted. You will be given a formula sheet, posted here, and any necessary tables.

Coverage: We will cover almost all of our work in the course through Friday, October 4, specifically:
- Moment generating functions and their use (see posted notes), and any other needed material from Chapters 4, 6, and 7.
- Sections 8.1–8.2, 8.4–8.8, 10.1–10.4, and 11.1–11.3, and 11.6–11.8. Note that we are omitting estimation of proportions.
Review Problems: here is a set of review problems to help you review for the exam, and to give you something to ask questions about at the problem session. Short answers are included for most of the problems, to help you check your work.
Problem Session: We will hold a problem session on Thursday, October 10, 10:20–11:40 AM. This is not a review presented by me but a chance for you to ask questions about any material in the course.

Office hours: I will hold extra office hours on Monday, October 7, 1:30–3:00 in Hill 520, but students in my other class have priority at that time. I will hold office hours on Tuesday, October 8, from 2:30 to 3:50 PM; note that this is shifted from the usual time. Students in Math 481 have priority for those office hours.