STAT 512 - University of Washington: Autumn, 2015

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Scott S. Emerson, M.D., Ph.D.
Professor of Biostatistics
Department of Biostatistics
University of Washington

Stat 512: Statistical Inference
Review of random variables; transformations, conditional expectation, moment generating functions, convergence, limit theorems, estimation; Cramer-Rao lower bound, maximum likelihood estimation, sufficiency, ancillarity, completeness. Rao-Blackwell theorem. Hypothesis testing: Neyman-Pearson lemma, monotone likelihood ratio, likelihood-ratio tests, large-sample theory. Contingency tables, confidence intervals, invariance. Introduction to decision theory. Prerequisite: STAT 395 and STAT 421, STAT 423, STAT 504, or BIOST 512 (concurrent registration permitted for these three).

Contact Information, Course Meeting Times, and Office Hours
Stat 512 Syllabus (pdf)
References for Stat 512-513
Supplementary Materials (including R)
 
Day   Date    Readings Homeworks Keys Handouts
Wed Sep 30 CB: sec 1.1-1.2 HW #01 due Oct 7 Key Handout #01
 
Fri Oct 2 CB: sec 1.3-1.6
 
Mon Oct 5 CB: sec 3.1-3.3
 
Tue Oct 6 CB: sec 3.1-3.3 Handout #02
 
Wed Oct 7 CB: sec 3.1-3.3 HW #02 due Oct 14 Key
 
Fri Oct 9 CB: sec 3.1-3.3
 
Mon Oct 12 CB: sec 2.1-2.4
 
Tue Oct 13 CB: sec 3.4-3.5
 
Wed Oct 14 CB: sec 3.4-3.5 HW #03 due Oct 21 Key
 
Fri Oct 16 CB: sec 4.1-4.2
 
Mon Oct 19 CB: sec 4.3-4.6
 
Tue Oct 20 CB: sec 2.2, 4.5 Quiz (HW #1 - #2)
 
Wed Oct 21 CB: sec 2.2, 4.5
 
Fri Oct 23 CB: sec 2.3,4.6-4.7 HW #04 due Nov 2 Key
Mon Oct 26
 
Tue Oct 27
 
Wed Oct 28
 
Fri Oct 30
 
Mon Nov 2 HW #05 due Nov 9 Key
 
Tue Nov 3 CB: sec 5.6
 
Wed Nov 4 CB: sec 5.6 Quiz (HW #1 - #3)
 
Fri Nov 6 CB: sec 2.3, 5.5 Review (Top 10 Lists-partial)
 
Mon Nov 9 REVIEW FOR MIDTERM
 
Tue Nov 10 MIDTERM Exam Key
 
Wed Nov 11 VETERANS DAY (Holiday)
 
Fri Nov 13 CB: sec 3.6, 5.5
 
Mon Nov 16 Review of Midterm
 
Tue Nov 17
 
Wed Nov 18 CB: sec 7.3, 4.7, 5.5 HW #06 due Nov 25 Key
 
Fri Nov 20 CB: sec 7.3, 4.7, 5.5
 
Mon Nov 23
 
Tue Nov 24
 
Wed Nov 25
 
Fri Nov 27 Holiday HW #07 due Dec 4 Key
 
Mon Nov 30 CB: sec 7.2
 
Tue Dec 1
 
Wed Dec 2
 
Fri Dec 4 HW #08 due Dec 11 Key
 
Mon Dec 7
 
Tue Dec 8
 
Wed Dec 9
 
Fri Dec 11 Review (Top 10 Lists-additional)
 
 
 
 
 
 
Mon Dec 14 FINAL EXAM Key Closed book, closed notes 12:40 - 2:20pm, HST 747
 

Contact Information, Course Meeting Times, and Office Hours

Instructor:Scott S. Emerson, M.D., Ph.D.

Assistants

Nilanjana Laha nlaha@uw.edu
Office Hours (PDL B224): Tu 3:00p - 5:00p; Th 11:00a - 1:00p

David Whitney davidw19@uw.edu
Office Hours (HSB H657): M 3:30p - 5:30p

Office:HSB H655-J
Phone:206-616-6678
Email:semerson@uw.edu
Office Hours:M 2:00 - 3:30; F 1:30p - 2:30p
(or by appointment)

Times and Places

  M 10:30am - 11:20am HST 747
  Tu 12:30pm - 1:20pm HST 733
  W 10:30am - 11:20am HST 733
  F 10:30am - 11:20am HCK 320

 

References for Stat 512

Casella & Berger:   Statistical Inference
Dudewicz & Mishra:   Modern Mathematical Statistics
Feller:   An Introduction to Probability Theory and its Applications, Vol. 1
Ross:   A First Course in Probability
DeGroot & Schervish:   Probability and Statistics (3rd ed.)
Bickel & Doksum:   Mathematical Statistics Basic Ideas and Selected Topics
Ferguson:   Mathematical Statistics - A Decision-theoretic Approach
Arnold:   Mathematical Statistics
Rao:   Linear Statistical Inference
Kendall, Stuart & Ord:   Kendall's Advanced Theory of Statistics
Knight:   Mathematical Statistics
Hogg, McKean & Craig:   Introduction to Mathematical Statistics (6th ed.)
Mood, Graybill & Boes:   Introduction to the Theory of Statistics (3rd ed.)
Severini:   Elements of Distribution Theory