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Avanced Mathematical Statistics 2010, 1st Semester
Textbook:
Casella, G., Berger, R.L.(2002) Statistical Inference. 2nd Ed. Duxbury.
Tentative Course Schedule:
Date Chapter/Section Topics
09/17 1.1,1.2 Set Theory, Basic Probability Theory
09/24 1.3,1.4,1.5, 1.6 Conditional Prob., R.V., Dist. Functions, Density and
Mass Functions
10/01 2.1, 2.2 Dist. Function of a R.V.
10/08 2.3, 2.4 Expected Values, Moments and MGFs
10/15 3.2, 3.3 Discrete Dist., Continuous Dist. (Quiz 1)
10/22 3.3, 3.4 Continuous Dist., Exponential Families
10/29 3.5, 3.6 Exponential Families, Location and Scale Families
11/05 4.1, 4.2 Joint and Marginal Dist., Conditional Distribution (Quiz 2)
11/12 Midterm Chapter 1 to 3
11/19 4.3, 4.4 Bivariate Transformation, Hierarchical and Mixture
Distributions
11/26 4.5, 4.6 Covariance, Correlation, Multivariate Distributions
12/03 4.7 , 5.1 Inequalities, Random Samples
12/10 5.2, 5.3 Sum of Random Variables, Sampling from Normal (Quiz 3)
12/17 5.4, 5.5 Order Statistics, Convergence Concepts
12/24 5.6 Convergence Concepts, Generating a Random Sample (Quiz 4)
12/31 Final (Chapter 4 to 5)
01/07 Report
Grading:
Homework 15-20%
Quiz 15-20%
Midterm 30-35%
Final Exam 30-35%
Project 5-10%
Office Hours: Monday 10:10-12:00 or by appointment
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