Scott S. Emerson, M.D., Ph.D.
Professor of Biostatistics
Department of Biostatistics
University of Washington
Stat 513: Statistical Inference (The second quarter of a two quarter sequence)
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 512 (concurrent registration permitted for these three).
| Contact Information, Course Meeting Times, and Office Hours |
| Stat 513 Syllabus (pdf) |
| References for Stat 512-513 |
| Supplementary Materials (including R) |
| Day | Date | Readings | Homeworks | Keys | Handouts |
|---|---|---|---|---|---|
| Mon | Jan 4 | Review of Stat 512 notes | |||
| Tue | Jan 5 | CB: sec 11.3 | |||
| Wed | Jan 6 | CB: sec 11.3 | HW #01 due Jan 13 | Key | |
| Fri | Jan 8 | CB: sec 11.3 | |||
| Mon | Jan 11 | ||||
| Tue | Jan 12 | ||||
| Wed | Jan 13 | HW #02 due Jan 20 | Key | ||
| Fri | Jan 15 | ||||
| Mon | Jan 18 | ||||
| Tue | Jan 19 | HOLIDAY: Martin Luther King Day | |||
| Wed | Jan 20 | HW #03 due Feb 3 | Key | ||
| Fri | Jan 22 | ||||
| Mon | Jan 25 | ||||
| Tue | Jan 26 | ||||
| Wed | Jan 27 | HW #04 due Feb 3 | Key | ||
| Fri | Jan 29 | ||||
| Mon | Feb 1 | ||||
| Tue | Feb 2 | ||||
| Wed | Feb 3 | HW #05 due Feb 9 | Key | ||
| Fri | Feb 5 | ||||
| Mon | Feb 8 | ||||
| Tue | Feb 9 | ||||
| Wed | Feb 10 | Midterm Exam | Key | ||
| Fri | Feb 12 | ||||
| Mon | Feb 15 | HOLIDAY: Presidents' Day | |||
| Tue | Feb 16 | ||||
| Wed | Feb 17 | ||||
| Fri | Feb 19 | HW #06 due Feb 29 | Key | Takehome Midterm | |
| Mon | Feb 22 | ||||
| Tue | Feb 23 | ||||
| Wed | Feb 24 | ||||
| Fri | Feb 26 | ||||
| Mon | Feb 29 | ||||
| Tue | Mar 1 | ||||
| Wed | Mar 2 | ||||
| Fri | Mar 4 | HW #07 due Mar 11 | Key MIKey | ||
| Mon | Mar 7 | ||||
| Tue | Mar 8 | ||||
| Wed | Mar 9 | ||||
| Fri | Mar 11 | ||||
| Mon | Mar 14 | FINAL EXAM | Closed book, closed notes | Key | 8:30 - 10:20am, THO 125 |
Contact Information, Course Meeting Times, and Office Hours
| Instructor: | Scott S. Emerson, M.D., Ph.D. | Assistants Nilanjana Laha nlaha@uw.edu |
| 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
| MWF | 10:30am - 11:20am | THO 125 |
| Tu | 12:30pm - 1:20pm | THO 125 |
| 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 |