UNLV Department of Mathematical Sciences

STAT 468/668 Introduction to Mathematical Statistics II

Welcome to the course homepage for STAT468/668. If you are a student in this class you should check this site frequently for updated or new information.

Related Course:  [STAT467]   [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-148.

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 467/667 (grade C or better) or equivalent courses.

Scope of Course:

This course is the second course in a two-semester sequence on probability and statistics in upper division/senior level. It aims to introduce mathematical foundation infrastructures of statistical inferences including modeling at the intermediate level. Thus, mathematical concepts, methods and applications will be covered based on the probability theory.  In chronological order, the topics (subject to minor changes) to be emphasized are:

7.      Limit Theorem and Sampling Distributions - Law of large numbers, convergence in distribution, central limit theorem, sampling distributions.

8.      Theory of Estimation - Method of moments, Maximum likelihood method, Confidence interval. Bayesian method, Criteria of estimation, Efficiency, Consistency, Sufficiency, Factorization theorem, Rao-Blackwell theorem

9.      Testing Statistical Hypotheses - Best test, Power of the test, p-value, Likelihood Ratio (LR), Neyman-Pearson Lemma, Uniformly most powerful (UMP) test, Likelihood Ratio test (LRT).

10.      Linear Models – Statistical modeling, Methods of Least squares, SLR, MLR and Matrix method, Correlation Analysis, Basic design of experiment, One-way ANOVA, two-way ANOVA.

11.      Non-parametric Statistics – Parametric vs. Nonparametric methods, Sign test, Rank methods, Kruskal-Wallis -nonparametric method for one-way ANOVA, Runs test, general comments.

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.:

III. Bulletin Board

Last updated:  TUE., 1:00 PM , Jan.  30, 2018

All Exams/Quizzes are closed book and notes.

Announcements:

1.      Welcome to STAT 468/STA 668.

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?