STAT 582: Advanced Theory of Statistical Inference

Winter Quarter 2011

Syllabus (last updated: 12/11/10)

Course personnel:

Professor: Jon A. Wellner
B320 Padelford Hall
Phone: 543-6207
Office hours: 1:30 - 3:30 MWF and 11:30-12:30 F; or by appointment

Administrative Information:

Time(s): MWF 10:30 - 11:20
Place: MGH 287

Prerequisites:

Mathematical Analysis at the level of Math 424-5-6.
Successful completion of Statistics 581.

Required Texts:

E. L. Lehmann and Joseph P. Romano, Testing Statistical Hypotheses, Third Edition. Springer, New York (2005).

Supplemental texts:

Mathematical Statistics, by T. S. Ferguson, 1967.
Approximation Theorems of Mathematical Statistics, by R. J. Serfling, Wiley, 1980.
Silvey, S. D. Statistical Inference. Chapman and Hall, 1970.
Cox, D. R. and Hinkley, D. Theoretical Statistics. Chapman and Hall, 1974.

Grading:

Homework: 35%. Handed out on Wednesdays; due following Wednesday
Midterm: 30% (in class; Friday, February 11)
Final: 35% (in class; 8:30 - 10:20 AM, Monday, March 14, 2010)

Lectures:

The lectures will cover parts of chapters 4, 5, and 6.

Chapter 4. Efficient Likelihood Estimation and Related Tests
Chapter 5. Bayes Methods and Elementary Decision Theory
Chapter 6. Testing

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