Math 483 (Mathematical Statistics)

Syllabus
My schedule
Homework list
382 book
R stuff   A longer R intro
Book website



Week T R
1 1.1 - 1.6 Probability review   Hw1 Probability review  
2 2: Random Variables   Hw2 RV continued: transformations, CDF, joint distributions
3 3: Expected values   Hw3 3: Expected values continued, MGF's
4 5: Convergence in Probability 5: Convergence in Distribution   Hw4
5 5: Convergence in Probability 5: CLT and delta-method   Hw5
6 6: Estimation 6: Estimation, 7: Empirical CDF  
7 7: Confidence band 7: Plug-in estimates, 8: Bootstrap   Hw6
8 9: Method of Moments, MLE 9: MLE, Fisher information  
9 Review   Sample Exam   key Exam 1   key
10 9: multivariate MLE   Hw7 9: MLE: delta method  
11 9: MLE: example of linear regression   10: Hypo. tests  
12 10: Chi-square tests (See Math 382 textbook, Chapter 10)   Hw8 10: LR test   handout
13 10: LR test continued: multiple parameters. 11: Bayesian stats   Practice Exam   key
14 Exam 2 Txgiving

Maintained by Oleg Makhnin (oleg.makhnin att nmt edu)