Stat 610 Fall 2012

STATISTICS 610:

INSTRUCTOR: MOULINATH BANERJEE

INSTRUCTOR OFFICE HOURS: Mon, 1:30 to 3:30 p.m.and by appointment, 451, West Hall. Class meets Mon & Wed from 11:30 a.m. to 1:00 p.m, 110 Dennison.

GSI AND GRADER INFO: Seyoung Park (pseyoung@umich.edu). Office hours : 2:30 to 4:00 pm, Thursdays, West Hall 470.

Syllabus and Course Information

NOTES:

Sampling

Inference Principles

Parametric Inference

Conditional Distributions

SUPPLEMENTARY NOTES: (courtesy Jon A. Wellner)

The Probability Background

Important distributions in Statistics.

Basic Large Sample Theory.

Lower Bounds For Estimation.

Efficient Likelihood Estimation and Related Tests.

Bayes Methods and Decision Theory.

Hypothesis Testing.

Statistical Functionals and the Delta Method.

The Bootstrap and the Jackknife.

Sufficiency and Unbiased estimation.

MORE SUPPLEMENTARY NOTES:(could be useful if you haven't taken a graduate level course in Stat Inference before)

Probability Refresher

A Note on the Exponential Distribution

Statistics Notes -- I

Statistics Notes -- II

Notes on sufficiency.

On Variance Stabilizing Transformations

ANNOUNCEMENT: