Statistics 581:
THEORETICAL STATISTICS

This page is constantly changing. Have a look at it every once in a while to see what's new. Last updated November 24.

This course is intended for PhD students in Statistics, Biostatistics, and other quantitative fields. The prerequisties are:

The intent is to convey some of the spirit of theoretical statistical research, in addition to teaching the standard tools needed for such work.

There is no textbook, although the two-volume set entitled Breakthroughs in Statistics edited by Johnson adn Kotz (New York: Springer, 1993) is recommended. Jon Wellner's lecture notes from a previous offering of 581-3 are available, and are referred to frequently in the syllabus. Although I will not lecture from them, they contain much useful material. Dr. Wellner will be teaching STAT 582-3. The syllabus contains references for each section. (References for Wellner's lecture notes are available separately.) A variety of books will be on four hour reserve in the Mathematics-Statistics Research Library. Part of the purpose of this is to encourage browsing, and teach you how to find material in the literature. Furthermore, no single book covers the material we will be talking about. There will be lecture notes summaries (covering what I consider the most important results) available on the web. Edgeworth series notes corrected Nov. 2

Handouts

I will be trying to stray a little from the usual theorem-proof lecture style. We will do a group research project, where the students need to search the literature, devise approaches to a given problem, assess the quality of their solutions, and present their work to the class. We will also spend considerable time in class discussing ways to solve homework problems. Rather than handing in homework solutions to be graded, the students will usually be presenting and discussing their solutions in class. In order to get some feedback, two homework sets will be graded. Part of your grade will be based on your presentation and participation in the discussions.

Syllabus

Research Projects Schedule of presentations is now available.

Homework problems

Help is available on the following topics:


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