UNLV Department of
Mathematical Sciences 

STA 765: Statistical Decision Theory 

Welcome to the course homepage for STA761. If you
are a student in this class you should check this site frequently for updated
or new information. 

I. Outline of the Course 

Instructor: Hokwon A. Cho, Ph.D., Associate
Professor, Office: CDC 1008 (Building #10, Room
1008), Office phone: 8950393 (Math. Sci. dept. office: 8953567), Email: cho@unlv.nevada.edu. Class Time and Location: Tu, Th
8:30 am  9:45am, CBC CTBA. Office Hours: Tu & Th:
1:00 pm3:00 pm or by appointment. Textbook: Statistical Decision Theory and Bayesian Analysis,
2^{nd}. Edition, by J. Berger, SpringerVerlag.
Scope of the Course: The course provides an
overview of concepts and procedures on statistical decisionmaking under uncertainty.
We examine its philosophy and develop the methods from the point of view of
game theory, optimization and decision theory. The major topics will be
covered are: 1. Foundations of Statistical Decision
Theory  Loss, Risk, Information, Decision rules/functions,
Utility function, Completeness (Sufficiency), Invariance, Convexity,
Admissibility, Minimax. 2. Bayesian Methods  Elicitation of subjective probabilities, Priors
and posteriors, Predictive distribution, Bayes rules/estimators, Bayesian
testing, Empirical Bayes, Criticism. 3. Sequential Analysis  Sampling strategies, Twostage sampling,
Sequential probability ratio test (SPRT), Bayesian sequential analysis. 4. Multiple Decision Theory 
Multiple Comparisons, Classification, Ranking and Selection. 5. Recent Topics in Statistical Decision Theory 
Statistical Learning and its Theory ( if time is permitted). Homework: There will be roughly weekly assignments will be given in
class (on a Tuesday) and expected to turn in on time. Some of them will be
discussed in class. Grading: The course grade is evaluated based upon the following
components: Homework & assignments  20%, Two tests (in class)  25%
each, Final Exam  30%. Exams: There will be two midterm exams most likely on 6th and 11th
week. The final exam is scheduled according to the university calendars and schedules. 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. Textbook Information 

Title:
Introduction to Statistical
Decision Theory & Recent Development. (Under Construction) 

III. Bulletin Board 

List of References and Further Readings for the
course: click next è [List of Reference &
Readings] To see the lecture and
homework schedule: click next è [Lecture & HW
schedule] Announcements: 1. Welcome to
STA 765. 

IV. Handouts, Data Sets & Other Resources 

Handouts & Statistical Tables: § Rain problems Data Sets:


o Statistical Software & Language:  R  SPlus  Minitab
 SAS/JMP  SPSS  STATA  BMDP
 o Search Journal Articles:
JSTOR  MathSciNet  Ingenta  CIS  Thomson  Wikipedia  Ø Journals:  Statistics  Probability  Related Journals  Mathematics
 Ø Societies:  IMS  ASA  IMS Bulletin  SIAM  AMS  MAA 
è More Link? 

Copyright © 20062018 Hokwon
Cho. All Rights Reserved. 