| Session Date | Section | Topics | Homework Exercises | Date due |
|---|---|---|---|---|
| #1
1/20 |
4.2-5 | Distribution functions and expectations of random variables, Chebyshev inequality, moments, moment-generating functions | Ch. 4: 74 | 1/27 |
| 6.2-4 | Uniform r.v., Gamma r.v, Chi-square r.v., Beta r.v. | Ch. 6: 51, 53, 54, 59 | 1/27 | |
| #2
1/22 |
4.6-7 | Joint and Marginal Distributions, Linear combinations of r.v., Covariance |
Ch. 4: 50, 78 | 1/27 |
| 6.5 | Normal r.v. | Ch. 6: 63, 65
Typo: In #63 (b) and (d) reverse the inequalities |
1/27 | |
| 7.5 | Moment-generating function technique | Ch. 7: 48 | 1/27 | |
| #3
1/27 |
8.1-2 | Sampling mean, sample variance, normal population, law of large numbers, central limit theorem |
Ch. 8: 64, 68, 69, 70, 72 | 2/03 |
| #4
1/29 |
8.4-5 | Sample variance, chi-square, t-statistic, | Ch. 8: 24, 26, 75, 76, 77 | 2/03 |
| #5
2/03 |
8.6 | F-distribution and variance ratio statistic | Ch. 8: 39, 40, 42, 80, 81 | 2/10 |
| #6
2/05 |
8.7 | Order statistics | Ch. 8: 47, 48, 86, 87
Typo: In #87 the reference should be to Exercise 8.47 |
2/10 |
| 8.3 | Sampling without replacement from finite population | Ch. 8: 65 | 2/10 | |
| #7
2/10 |
10.1-2 | Point Estimation: mean-square error, bias, consistency | Ch. 10: 3, 13, 14, 15, 17 | 2/17 |
| #8
2/12 |
10.3-4 | Point Estimation: Cramer-Rao lower bound, mean vs. median, efficiency | Ch. 10: 25, 30, 33, 35, 36 | 2/17 |
| #9
2/17 |
10.7-8 | Maximum Likelihood Estimators; moment estimation | Ch. 10: 54, 59, 60, 61, 62 | 2/24 |
| #10
2/19 |
10.5 | Sufficient statistics | Ch. 10: 42, 43, 45, 46, 47 | 2/24 |
| #11
2/24 |
11.1-3 | Confidence intervals for means | Ch. 11: 1, 24, 28, 30, 36 | 3/03 |
| #12
2/26 |
First midterm exam (closed book -- no confidence intervals) | |||
| #13
3/03 |
6.6 | Normal approximation to binomial r.v. | Ch. 6: 77 | 3/10 |
| 11.4-7 | Confidence intervals for proportions, variances, and ratios of variances | Ch. 11: 38, 50, 53, 59 | 3/10 | |
| #14
3/05 |
12.1-2 | Hypothesis testing methodology, level of significance and errors, Type II errors, power function | Ch. 12: 3, 6, 7, 8, 37 | 3/10 |
| #15
3/10 |
12.4 | Neyman-Pearson lemma, likelihood ratio | Ch. 12: 11, 12, 13, 14, 15 | 3/24 |
| #16
3/12 |
10.5-6 | Power function; tests of composite hypotheses, likelihood ratio tests, uniformly most powerful tests | Ch. 12: 21, 22, 24, 40, 44 Typos: #22 and #24 refer to Example 10.18; #44 refers to Exercise 12.21 |
3/24 |
| Spring break | ||||
| #17
3/24 |
13.1-3 | P-value, one-sided and two-sided alternatives on a scalar parameter,
tests on differences of means |
Ch. 13: 25, 30, 31, 36, 40 | 3/31 |
| #18
3/26 |
13.4 | Hypothesis testing of variances | Ch. 13: 6, 7, 47, 51, 54 | 3/31 |
| #19
3/31 |
13.5-6 | Hypothesis testing of proportions | Ch. 13: 57, 58, 64, 66, 67 | 4/07 |
| #20
4/02 |
13.7-8 | Contingency tables, chi-square statistics, Goodness of Fit | Ch. 13: 14, 68, 74, 77, 78 | 4/07 |
| #21
4/07 |
13.8 | Goodness of Fit | Ch. 13: 80, 81 | 4/16 |
| 3.7 | Conditional Probability | Ch. 3: 105, 107 | 4/16 | |
| 4.8 | Conditional Expectation | Ch. 4: 82 | 4/16 | |
| #22
4/09 |
10.9 | Bayesian estimation; binomial populations with prior beta, normal populations | Ch. 10: 77, 93, 94, 96, 97 | 4/21 |
| #23
4/14 |
Second midterm exam (closed book -- no Bayesian estimation) | |||
| #24
4/16 |
14.1-3 | Regression curves, linear prediction, least-squares curve fitting | Ch. 14: 1, 7, 8, 42, 43 | 4/21 |
| #25
4/21 |
6.7 | Bivariate normal distribution | Ch. 6: 46, 47 | 4/28 |
| 14.4 | Normal regression analysis | Ch. 14: 51, 53, 54 | 4/28 | |
| #26
4/23 |
14.4 | Sampling distribution of regression coefficients | Ch. 14: 28, 69 | 4/30 |
| #27
4/28 |
14.5 | Normal correlation analysis; distribution of sample correlation coefficient | Ch. 14: 31, 65, 66 | 4/30 |
| #28
4/30 |
Catch up and review | |||
| 5/13 | 8:00 - 11:00 am (room TBA) Final exam (open book and notes) | |||
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