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Date Topics
Text Homework
1 1/22
Probability review: Random variables; expectation;
means, variances, covariances; sums of r.v.'s;
Chapter 3, 3.2, 3.3, 3.4 especially
Chapter 4, 4.2, 4.3, 4.5, 4.7
Facts on distributions from chapters 5 and 6 Due 1/29
3.13, 3.22, 3.74, 3.75, 3.82
4.7, 4.19, 4.23, 4.33, 4.37, 4.38b), 4.48, 4.49
7.16, 7.17, 7.30
Solutions to Problem Set 12 1/24
Independent random variables and their joint densities;
Application of moment generating functions
to
sums of independent r.v.'s;
Finding the density of u(X) from the density of X;
Chapter 7, 7.2, 7.3, 7.5
3 1/29
Finding the density of Z=u(X,Y)
Chapter 7, 7.4
4 1/31
Sample mean, sample variance, central limit theorem
Confidence intervals, confidence interval for the meanChapter 8, 8.1, 8.2,
Due 2/5, Hand in bold-faced problems:
7.20, 7.30, 7.31, 7.34, 7.36
8.1, 8.2, 8.4, 8.5, 8.61, 8.64, 8.65,
8.67, 8.70, 8.71
Solutions to Problem Set 2 5 2/5
Sampling from finite populations;
Confidence intervals when variance is known;
The chi square distribution Chapter 8, 8.3, 8.4
Chapter 11, 11.1, 11.2Due 2/12
8.13, 8.22/8.23/8.24(this is basically one problem)
8.25, 8.26,8.28, 8.31, 8.33, 8.75, 8.76, 8.79
11.1, 11.4, 11.5, 11.20, 11.21, 11.22, 11.30. 11.31,
11.34
Solutions to Problem Set 3
(Note: Mistake in 11.34 corrected, 2/25.)
6 2/7
Sampling from a finite population
The chi-square and t-distributions
Confidence intervals for the mean when variance is unknownChapter 8: 8.3, 8.4, 8.5
Chapter 11: 11.2, 11.3
7 2/12
Confidence intervals for the variance
and for the difference of means;
F-distributions and confidence intervals for
ratio of variancesChapter 8, 8.6
Chapter 11, 11.6, 11.7Homework due 2/19
8.31, 8.39, 8.40, 8.41, 8.42, 8.43, 8.44/8.86,
8.45, 8.46, 8.50, 8.53, 8.54/8.88, 8.81
11.55, 11.57
Solutions, Problem Set 4 8 2/14
Order statistics; sampling from a finite population
Chapter 8: 8.3, 8.7
9 2/19
Confidence intervals for proportions;
Point Estimates, unbiased estimates; efficiency
Chapter 11: 11.4 and 11.5
Chapter 10: 10.1-10.3Homework due THURSDAY, Feb 21:
11.12, 11.16. 11.38, 11.39, 11.40, 11.45,
11.49
Solutions to Problem Set 510 2/21
Efficiency, consistencey and sufficiency
Chapter 10: 10.3, 10.4, 10.5
11 2/26
FIRST MIDTERM
Solutions to Midterm I
Extra problems on material of
Midterm I
12 2/28
Sufficiency
Chapter 10: 10.5
Homework due March 4
10.1, 10.3, 10.6, 10.8, 10.13, 10.14, 10.15, 10.17
10.21, 10.22, 10.23, 10.24, 10.26, 10.43
Solutions to Problem Set 613 3/4
Method of moments;
Maximum likelihood Chapter 10: 10.4, 10.7, 10.8
Problems due March 11:
10.33, 10.36, 10.37, 10.42, 10.43,
10.45,
10.48, 10.49
10.51, 10.53, 10.56,
10.59,,
10.62, 10.66, 10.71, 10.72
Solutions to Problem Set 714 3/6
Chapter 10: 10.8
Maximum likelihood
15 3/11
Hypothesis testing: introduction
Chapter 12:12.1, 12.2
Problems due 3/25:
12.1, 12.3, 12.4, 12.5, 12.6, 12.7,
12.10, 12.11
12.12, 12.13, 12.15, 12.32
Solutions to Problem Set 8 16 3/13
The Neyman-Pearson lemma
Chapter 12: 12.4
17 3/25
Tests with composite hypotheses;
Power functions; likelihood ratio testsSection 12.5, 12.6
Problems due, April 1
12.18, 12.20, 12.21, 12.22, 12.24,12.25, 12.41
Solutions to Problem Set 9 18 3/27
Power functions and likelihood ratio tests
Sections 12.5 and 12.6
Class note about interpreting power
functions
19 4/1
Testing hypotheses on means, variances, proportions
Sections 13.2, 13.2, 13.4, 13.5
20 4/3
SECOND MIDTERM
Information on second midterm
21 4/8
Testing hypotheses on k-proportions, tables
Sections 13.6, 13.7
22 4/10
Testing hypotheses on k-proportions, tables
Goodness of fit Section 13.8
Problems due 4/15
13.20, 13.21, 13.25, 13.26, 13.38, 13.40
13.47
13.48, 13.54, 13.67, 13.73, 13.77,
13.78
Solutions to Problem Set 1023 4/15
Regression and Least Squares
Sections 14.1, 14.2, 14.3
Problems due 4/22
13.81, 13.83, 14.1, 14.3, 14.7, 14.13,
14.16
Solutions to Problem Set 11
24 4/17
Normal regression
Section 14.4
25 4/22
Normal correlation analysis
Section 14.5
Click here for Problem Set
12
Solutions up to 14.59
Solutions to 14.65, 14.6626 4/24
One way designs and analysis of variance
Sections 15.1, 15.2
27 4/29
Analysis of variance: Two way layout
Sections 15.3
Due May 1: 15.17, 15.3, 15.19, 15.23
Solutions to Problem Set 1328 5/1
Nonparametric tests
Section 16.4
29 5/9
FINAL EXAM, 12:00-3:00
SEC 203 (Note change of room!!) Final exam information
Corrections to solutions of
Chapter 13 problems