Stat 426 Fall 2009


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 (
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.


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.

Homework Schedule


Probability Refresher

A Note on the Exponential Distribution

Statistics Notes -- I

Statistics Notes -- II

Notes on sufficiency.

On Variance Stabilizing Transformations


Homework 1


Old Midterm - 1.

Solutions to Old Midterm - 1.

Old Midterm - 2.

Solutions to Old Midterm - 2.

Old Midterm - 3.

Old Midterm.

Midterm Winter 06.

Practice Midterm.

Practice Midterm Solutions.

Practice Midterm.

Solutions to the above exam

Second exam from Fall 2006

Solutions to the above exam

Final Exam from Winter 2006

Solutions to the above exam

Practice Final 1.

Practice Final 2.