Math 442: Mathematical Statistics II
Spring
2009
WEEK
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Date
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Sections in the Book
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Homework
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Homework Due Date
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Announcements
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1 |
1/26/09 |
Syllabus, 3.7 |
Page 157: 4,8; Page 175: 3,18; Page 177: 8,20; Page
221: 8,15; Page 244: 14; Page 251: 9, Page 267: 9, Page 280: 15, Page 302:
6,8; Page 319: 15 |
2/09/09 |
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Syllabus handed
out. |
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1/28/09 |
3.7 |
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1/28/09 |
3.7 |
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Solution to the in-class Homework (1/26/09) -
Office Hours MWR
1-2 -
We are ready to do
problems from Section 3.7 |
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2 |
2/02/09 |
Selected materials (Ch 4 & 5) |
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We are ready to do
problems from Ch 4 & 5 |
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2/04/09 |
3.9 |
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2/06/09 |
3.9, 5.11 |
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3 |
2/09/09 |
5.11, 5.12 |
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2/11/09 |
5.12, 4.8 |
Page 312: 5,6,8; Page 319: 11, 12, 15; Page 320:
8; Page 235: 8, 9, 11 |
2/18/09 |
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2/13/09 |
4.8 |
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4 |
2/16/09 |
Washington – |
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2/18//09 |
4.8, 5.7 |
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Solutions to the in-class Homework (2/11/09) |
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2/20/09 |
Mid Term I |
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5 |
2/23/09 |
5.7 |
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2/25/09 |
5.7, 7.1, 7.2 |
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Read 5.8 |
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2/27/09 |
7.3, 7.4 |
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6 |
3/02/09 |
7.4 |
Page 291: 9,11,12, 14; Page 294: 1; Page 396: 1,2,8;
Page 404: 7,8,9; Page 409: 3; Page
446: 5,8,9 |
3/11/09 |
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3/04/09 |
6.1, 6.5 |
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3/06/09 |
6.5, 6.6, 6.2 |
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7 |
3/09/09 |
6.2, 6.3, |
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3/11/09 |
Revision |
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3/13/09 |
6.3, 6.4 |
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Solutions to the in-class Homework (3/02/09) (R-Script) -
Solutions to the in-class Homework (3/04/09) -
Solutions to the in-class Homework (3/06/09) (R-Script) -
Solutions to the in-class Homework 3/09/09) -
Solutions to the in-class Homework (3/11/09)
(R-Script using nlm()
and optim()) |
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8 |
3/16/09 |
6.4, MOM estimators |
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Mid Term II will
be take home and involves a computational problem |
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3/18/09 |
MSE , 7.7 |
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3/20/09 |
Consistency |
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Mid Term II (Take
Home) --- Due by Friday 03/27/09 at 11 AM. |
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9 |
3/23/09 |
7.8 |
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3/25/09 |
7.8, Efficiency |
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Solutions to the in-class Homework (3/18/09) |
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3/27/09 |
A real life example on Estimation |
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Solutions to the in-class Homework (3/25/09) |
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10 |
Spring Break: NO
CLASSES. |
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11 |
4/06/09 |
Interval Estimation: Introduction, Pivotal Quantity
Method |
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Solutions
to Mid Term 2 (Take Home) (R-Script) -
The material for
Confidence Interval comes from the book Mood, A.M., Graybill, F.A. and |
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4/08/09 |
Pivotal Quantity Method |
Page 444: 2,5,6, 8, 9, 10, 13,14; Page 415: 4, 11 |
4/15/09 |
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4/10/09 |
Large Sample CIs and evaluating CIs. |
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12 |
4/13/09 |
8.1, Likelihood Ratio Test (8.5) |
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4/15/09 |
Likelihood Ratio Test (8.5) |
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For test III, you
are allowed to use a calculator and a distribution chart. The test is
otherwise closed book and closed notes. Time allowed is 50
minutes. Make sure that you study the in-class homeworks (those
assigned on 3/23 and later) in addition to homework set 4 and the packet
problems. |
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4/17/09 |
Mid Term III |
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13 |
4/20/09 |
Size and Power Function (8.1) |
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4/22/09 |
Size and Power Examples (8.1) |
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4/24/09 |
The t-Test (8.5) |
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14 |
4/27/09 |
The t-Test, Chi-Square test (8.5) |
Page 461: 2,5,7,11;
Page 496: 3,7; Page 505: 4,10; |
5/06/09 |
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R-Script
to graph the Power Function of a two-sided t-test. |
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4/29/09 |
Paired t-Test, Two-Sample t-Test (8.5, 8.6) |
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5/01/09 |
Two-Sample t-Test (8.6) |
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15 |
5/04/09 |
The Behren-Fisher Problem and Welch’s Approximation
(8.6) |
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5/06/09 |
Revision, Real
Data Example on Two-Sample t-test |
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R-Script
for the Liver Weights Example (data file) -
Instructor Evaluation
Completed -
Take-Home Final Exam (Mainly for
Graduate Students) |
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5/08/09 |
p-value, connection between Hypothesis Test and Confidence
Intervals (8.1) |
Page 513: 7, 14
(optional) |
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Read--Test for
Equality of Variances and the F-Distribution (8.7) |
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16 |
Finals Week |
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