STATISTCS 200B: Intermediate Probability and Statistical Theory (II)

Winter 2013

When: TuTh 2:00- 3:20pm (lecture)

Where: DBH1200 (lecture)

Instructor: Zhaoxia Yu, Bren Hall 2214, zhaoxia<>ics.uci.edu, (949) 824-0491

Office Hours: Wednesday 3 - 4pm or by appointment

Reader: Zhe Yu (zhey<>uci.edu)

Description and Objectives

Stat 200B is the second of a three-quarter series on probability theory and statistics. The goal of this course is to cover a variety of model-based statistical inference methods.

Textbook

Casella, G. and Berger, R. L. (2002). Statistical Inference, 2^nd Edition, Duxbury. (Required)

Outline & Tentative Schedule

Lec 1: order statistics

Lec 2: Consistency

Lec 3: Introduction to point estimation

Lec 4: Methods of moments

Lec 5: Maximum likelihood estimates

Lec 6: Exponential families

Lec 7: Sufficiency

Lec 8: Minimal sufficiency and completeness

Lec 9: Ancillary, Basu's theorem, Rao-Blackwell, Lehman-Scheffe

Lec 10: Cramer-Rao lower bound (part I)

Lec 11: Cramer-Rao lower bound and large sample theory of MLE

Lec 12: No lecture on Feb 14. There will be an in-class midterm.

Lec 13: Large-sample theory of MLE

Lec 14: Confidence intervals

Lec 15: Hypothesis testing (part I)

Lec 16: Hypothesis testing (part II)

Lec 17: Hypothesis testing (part III)

Lec 18: Bayesian estimation and inference (part I)

Lec 19: Bayesian estimation and inference (part II)

Lec 20: Review

Materials not covered by the textbook will be introduced. You are responsible for what is presented in lecture and the book.

Grading

The grade is based upon homework assignments (30%), a midterm exam (30%) and a final exam (40%). Late homework will be discounted by 25% for each additional day.

Prerequisites

Statistics 200A or equivalent.