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0

Jan 10

Class canceled

No HW

Reading assignment: Probability and Measure

1

Jan 15

Statistical inferential framework
Lecture Notes - I (LN-I)

No HW

Reading assignment: Section 1.1-1.2 of LN-I
Also review Sections 1.1 & 1.2 of Shao (2003)

2

Jan 17

Comparing two simple hypothesis
Likelihood ratio and randomized tests

HW0

Reading assignment: Section 1.3 of LN-I
HW0 not be turned in

3

Jan 22

Neyman-Pearson Lemma and
Bayes tests

No HW

Reading assignment: Proof of Theorems 1 & 2
(read Section 1.3 of LN-I)
An R code: loglr.R for Example 4

4

Jan 24

Decision theory

HW1

Reading assignment: Section 1.4 of LN-I
HW1 due on Jan 31

5

Jan 29

Risk functions and optimalities
(admissibility, minimaxity & Bayes)

no HW

Reading assignment: Section 1.4 of LN-I

6

Jan 31

Bayesian decision theory

HW2

Reading assignment: Section 1.5 of LN-I
HW1 due today! HW2 due on Feb 7

7

Feb 5

Review and examples

HWS1

Reading assignment: Section 4.1 of Shao (2003)

8

Feb 7

Sufficiency and Estimation
Lecture Notes - II (LN-II)

HW3

Reading assignment: Section 2.1 of LN-II
HW2 due today! HW3 due on Feb 14

9

Feb 12

Estimation and convexity

HWS2

Reading assignment: Section 2.2 of LN-II
An R code for HWS2: hws2.R

10

Feb 14

Minimal sufficiency and Completeness

HW4

Reading assignment: Section 2.3 of LN-II
HW3 due today! HW4 due on Feb 21

11

Feb 19

Information inequalities

HWS3

Reading assignment: Section 2.4 of LN-II

12

Feb 21

Exponential families

HW5

Reading assignment: Section 2.5 of LN-II
HW4 due today! HW5 due on Feb 28

13

Feb 26

Bayes estimation

HWS4

Reading assignment: Section 2.6 of LN-II

14

Feb 28

Problem solving session for midterm
Practice Problems

HWS5

Reading assignment: Lecture Notes I & II
HW5 due today!

15

Mar 4

Spring Break

No HW

No classes

16

Mar 6

Spring Break

No HW

No Classes

17

Mar 11

Midterm Exam: 4:45-6:45 p.m.
Syllabus: LN-I & LN-II
(Lectures 1-13)

midterm

No regular class

18

Mar 13

Extra Credit problem to Midterm Exam

no HW

Discuss midterm exam: Grade distribution

19

Mar 18

Consistency and Efficiency
Lecture Notes - III (LN-III)

no HW

Reading assignment: Section 3.1 of LN-III

20

Mar 20

Consistency of approximate M-estimators
Huber (1967) article (courtsey: Luciano Silva)

HW6

Reading assignment: Read Section 3.1 of LN-III
Read Section 5.1-5.2 in Bickel & Docksum (2001)
HW6 due on Mar 27

21

Mar 25

Efficiency of estimators

no HW

Reading assignment: Section 3.2 of LN-III

22

Mar 27

Efficiency results

HW7

Reading assignment: Section 3.2 of LN-III
HW6 due today! HW7 due on Apr 3

23

Apr 1

Efficiency of MLEs

HWS6

Reading assignment: Section 3.3 of LN-III

24

Apr 3

A LRT for nested composite hypotheses

HW8

Reading assignment; Section 3.4 of LN-III
HW7 due today! HW8 due on April 10

25

Apr 8

Consistency of posteriors

HWS7

Reading assignment: Section 3.5 of LN-III
Read Section 5.5 of Bickel & Docksum (2001)

26

Apr 10

Review of consistency and efficiency

HW9

Reading assignment: LN-III
HW8 due today! HW9 due on April 17

27

Apr 15

Nonparametric inference
Lecture Notes - IV (LN-IV)

HWS8

Reading assigmment: Section 4.1 of LN-IV

29

Apr 17

Empirical likelihood

HW10

Reading assignment: Section 5.1.2 of Shao (2003)
HW9 due today! HW10 due on April 24

30

Apr 22

Density estimation

HWS9

Reading assignment: Section 5.1.3 of Shao (2003)

31

Apr 24

Problem solving session
Practice Problems

HWS10

Discussions and feedback
A SAS solution (by Arun Krishna) and an R code: mele.R
HW10 due today!

May 1

Final exam (2007)
8:00 to 11:00, 208 Patterson Hall

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Syllabus: Lectures 1-30