UNLV Department of Mathematical Sciences

STAT 467/667 Introduction to Mathematical Statistics I

Welcome to the course homepage for STAT 467/667. If you are a student in this class you should check this site frequently for updated or new information.

Related Course:  [STAT468]   [STAT411]

I. Outline of the Course

Instructor: Hokwon A. Cho, Ph.D., Associate Professor, Office: CDC 1008 (Building #10, Room 1008), Office phone: 895-0393 (Math. Sci. dept. office: 895-3567), E-mail: cho@unlv.nevada.edu.

Class Time and Location: Tue. & Thu.., 10:00AM - 11:15AM, CBC C-321.

Office Hours: Tue. & Thu.: 1:30PM - 3:30PM or by appointment.

Textbook: Mathematical Statistics with Applications, 7th Ed., by Wackerly, Mendenhall and Scheaffer. Duxbury.

Prerequisites: STAT 411 (grade C or better) or equivalent courses.

Scope of Course:

This course is the first course in a two-semester sequence on probability and statistics in upper division/senior level. It aims to introduce mathematical foundations and infrastructures in statistics at the intermediate level. Thus, mathematical concepts and methods, statistical rationale and derivations will be explored focusing on the probability and introductory level of measure theory. In chronological order, the topics (subject to minor changes) to be covered are:

1.       Probability Theory - Set theory, limit of a sequence of sets, sample space and events, independence, probability inequalities, and basic topology.

2.       Discrete random variables and their probability distributions: Expected value of RV, Binomial, Geometric, Negative Binomial, Hypergeometric, Poisson, moment generating functions, Tchebysheff's theorem

3.       Continuous random variables and their probability distributions: Uniform, Normal, Gamma, exponential, Beta probability distribution, moment generating functions, Tchebysheff's theorem.

4.       Random Variables and Joint Distribution - Discrete random variables, continuous random variables, and their probability distributions, expectations, moment and moment generating functions, and other generating functions.

5.       Multivariate Probability Distributions - Random vector, bivariate distribution, covariance, correlation, independence, bivariate normal distribution, and conditional expectation.

6.       Functions of Random Variables - Method of distribution functions, method of transformations, MGF method, multivariable transformation, and order statistics.

Homework, Quiz & Worksheet: All homework assignments will be given in class and expected to turn in on time. No late homework will be accepted. Some of the problems will be discussed in class. Graduate (including post-bachelorette) students will be assigned additional/extra problems on each assignment and mandatory to complete, which are optional for the undergraduates for extra credit.

Exams: There will be two tests and a final examination. Two tests are most likely on 6th and 11th week. Final exam is scheduled according to the university academic calendars and schedules.  No makeup tests will be given except for documented medical reasons or prior permission/arrangement from the instructor.

Grading: The course grade is based upon the following: (1) homework assignments = 20% (2) two mid-semester exams = 25% each, and (3) a final exam = 30%.  Grade Scale: A-A: 85% or above, B-B: 75% or above, C-C: 65% or above, D-D: 55% or above, F: Below 55%.

University Academic Policies on the Academic Misconduct, Copyright, Disability Resources Center (DRC), Tutoring, Writing Center, and Religious Holidays: click the next è University Academic Policies.

II. Lecture & Homework Schedules

A lecture schedule detailing which topics will be covered on which weeks is available on the course webpage. The schedule may vary from it, depending on time constraints. Any changes will be noted on the class website. To see more details, click next è

For your practice (selected problems) and preparation for tests

·         Homework Solutions:  Chap 1

·         Worksheets, Quizzes & etc.:  Proof of  Binomial Theorem

III. Bulletin Board

Last updated:  TUE., 1:00 PM , Aug.  28, 2017

All Exams/Quizzes are closed book and notes.

Announcements:

1.       Welcome to STAT 467/STA 667.

IV. Handouts & Resources

Statistical Tables:

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Data Sets:

o    Statistical Software & Language:  | R | | | | SPSS | STATA | |

o    Search Journal Articles:           |JSTOR | | Ingenta |  | Thomson | Wikipedia |

Ø  Journals:   | StatisticsRelated Journals

Ø   Societies:   | IMS | ASA | IMS BulletinSIAM | AMS | MAA |                    è More Link?