STAT 425 Introduction to Nonparametric Statistics
Winter quarter 2016


Time: TTh 9:00 to 10:20 am


Place: Communications 226

Instructor: Peter Guttorp (guttorp@uw.edu)


Office hours: Tuesday 1:00-2:00 in CMU B023, the Statistics Tutor and Study Center.

Text: Applied Nonparametric Statistical Methods, Fourth Edition by Peter Sprent and Nigel C . Smeeton
Chapman and Hall/CRC 2007. Available both as print book and e-book.

Prerequistes: A course in probability and statistical inference, such as STAT/MATH 390 or STAT342.
Some experience with R.


Content:

Checking distributional assumptions using empirical distribution and quantile functions.
Consequences of non-normality for t- and F-tests.

Estimating the density of a probability distribution.

Ranks and order statistics.

Confidence sets for the median.
Comparing the location of two or more distributions.

Nonparametric approaches to bivariate data.


Computing corner:
The last 20 minutes of most Tuesdays will be devoted to discussing computing issues.


Course grading scheme:
20% class participation

30% homework (You get to drop one)

25% midterm
25% final
There will be no retake of missed exams. If the midterm is missed due to a serious emergency (and the instructor has been notified in advance) the final will count for 50% of the grade. A student who does not take the final will not pass the class. Grades will be a nonlinear function of total scores. A student receiving less than 60% of the possible scores most likely will get a grade under 2.0.


Exams:
Midterm: Thursday February 11 in class (preliminary time).
Final: Thursday March 10 in class.


Schedule (last updated Feb 22)

Lecture notes (Last updated Jan 6)
Slides 2 (last updated Jan 13)
Slides 3 (last updated Jan 21)
Slides 4 (last updated Feb 8)
Slides 5 (last updated Feb 17)
Slides 6 (last updated Feb 24)
Slides 7 (last updated Mar 3)

Data set and data description for February 18.

Homework (Last updated Feb 19)
Homeworks are due in class on Thurdays as noted on the daily schedule. Late homeworks will not be graded, unless prior arrangements have been made.

Some resources
Handout on empirical distribution and quantile function methods.
Paper by Doksum and Sievers (1976)
Paper by Switzer (1976)
Paper by Fisher (1983 on graphical methods in nonparametric statistics.
A paper on figure skating judge rankings.
applet for playing with histograms. Requires Java, You may have to give permission to the site to run the applet.
Mixture distributions.

Material on density estimation from Wasserman: All of Nonparametric Statistics.

R resources
The Comprehensive R Archive Network (for downloading R and its libraries).
A brief introduction to R, borrowed from Ross Ihaka's web site.
A list of color names in R.
The code for images in the lecture notes (last updated Jan 3).
R code for second set of slides (last updated Jan 13).
R code for third set of slides (last updated Jan 20).
Shiftplot functions
R code for fourth set of slides (last updated Jan 31).
R code for fifth set of slides (last updated Feb 15).
R code for sixth set of slides (last updated Feb 22).
R code for seventh set of slides (last updated Mar 3).