**STATISTICS 426:**

INSTRUCTOR: Moulinath Banerjee (moulib at umich dot edu) 451, West Hall.

Class meets 4:00 -- 5:30 p.m. Tuesday and Thursday at 245 DENNISON.

Office Hours: 6.00 p.m -- 7:10 p.m., Monday and Wednesday.

GRADER: Wei Wei (weiweisz@umich.edu)

Office Hours: 274, West Hall, 3:00 -- 4:00 p.m. Monday.

GRADE ALLOCATION: 6 Homeworks carrying a total of 30 points + 2 Midterms carrying 40 points + Final carrying 30 points.

Dates for midterms: Oct 14 (Weds) and Nov 18 (Weds) in class. Final: Wednesday, December 23 from 8:00 to 10:00 am, as scheduled in the
academic calendar.

TEXT: Mathematical Statistics and Data Analysis, by John Rice. DUXBURY PRESS.

TOPICS:

Probability revision including laws of large numbers and CLT.

Sampling from a normal distribution.

Confidence sets via the method of pivots.

Estimation in parametric models including:

Mean Squared Errors and Bias-variance decompositions

Method of moments and maximum likelihood estimation

Information inequality

Asymptotic properties of the MLE and elementary delta method

Likelihood ratio tests

Variance stabilizing transformations.

Time permitting: Hypothesis testing via the Neyman-Pearson paradigm, elementary linear regression.

NOTES:

A Note on the Exponential Distribution

On Variance Stabilizing Transformations

HOMEWORKS:

SOME OLD EXAMS: