Schedules of STAT 528 Spring 2009

MWF 11:30am - 12:20pm REC 307
    Week 1
  1. Jan. 12, Mon., Course introduction, Appendix A.1, A.8 in the text.
  2. Jan. 14, Wed., Appendix A.8 (continued), B.2 in the text.
  3. Jan. 16, Fri., B.2 (continued), A.13 in the text.

    Week 2
  4. Jan. 21, Wed., Ch1.1.
  5. Jan. 23, Fri., Ch1.2.

    Week 3
  6. Jan. 26, Mon., Finish Ch1.2, Ch1.3.1 (start with action space).
  7. Jan. 28, Wed., Ch1.3.1 (continued).
  8. Jan. 30, Fri., Finish Ch1.3.1, Ch1.3.2.

    Week 4
  9. Feb. 2, Mon., Finish Ch1.3.2, Ch1.3.3. Bayes and minimax criteria.
  10. Feb. 4, Wed., Finish Ch1.3.3.
  11. Feb. 6, Fri., Ch1.4. Prediction started.

    Week 5
  12. Feb. 9, Mon., Ch1.4. up to Th1.4.2.
  13. Feb. 11, Wed., Ch1.4. normal dist. and best linear predictors.
  14. Feb. 13, Fri., Ch1.4.

    Week 6
  15. Feb. 16, Mon., Finish Ch1.4. and Start Ch1.5.
  16. Feb. 18, Wed., Ch1.5.
  17. Feb. 20, Fri., Finish Ch1.5.

    Week 7
  18. Feb. 23, Mon., Ch1.6.1.
    Feb. 25, Wed. Class canceled
  19. Feb. 27, Fri., Ch1.6.1.

    Week 8
  20. Mar. 2, Mon., Finish Ch1.6.1, start Ch1.6.2.
  21. Mar. 4, Wed., Ch1.6.2, Ch1.6.4 (Ch1.6.3 is skipped).
  22. Mar. 6, Fri., Ch1.6.4, Ch1.6.5.

    Week 9
  23. Mar. 9, Mon., Complete Sufficient Statistics, Ch2.1.
  24. Mar. 11, Wed., Ch2.1, Sample midterm (check the main course page).
    Mar. 12, Thur. Midterm, 8:00-9:30pm, PHYS 203.
  25. Mar. 13, Fri., Ch2.2.2 MLE.

    Week 10 Spring break

    Week 11
  26. Mar. 23, Mon., Midterm review, Ch2.2.2 MLE
  27. Mar. 25, Ch2.3 MLE in exponential families
    Skip Ch2.4, Ch3.1-3.3
  28. Mar. 27, Ch3.4 Unbiased estimation and information inequality

    Week 12
  29. Mar. 30, Mon., Review of Bayes and minimax estimators, Ch3.4.1
  30. Apr. 1, Wed., Ch3.4.2 UMVU one-parameter case
  31. Apr. 3, Fri., Ch3.4.2 UMVU continued.

    Week 13
  32. Apr. 6, Mon., Ch3.4.2 UMVU multi-parameter case
  33. Apr. 8, Wed., Ch4.1 Hypothesis testing
  34. Apr. 10, Fri., Problem 3.4.20, Ch4.1.

    Week 14
  35. Apr. 13, Mon., Ch4.2 Neyman-Pearson Lemma
  36. Apr. 15, Wed., Ch4.2,
    Ch4.4-4.8 skipped
  37. Apr. 17, Fri., Ch4.3 UMP and start Ch4.9.

    Week 15
  38. Apr. 20, Mon., Ch4.9, Likelihood ratio procedures,
  39. Apr. 22, Wed., Appendix A.14 and start Ch5,
  40. Apr. 24, Fri., Ch5.2.

    Week 16
  41. Apr. 27, Mon., Ch5.2,
  42. Apr. 29, Wed., Ch5.3, Delta method, Asymptotic normality of MLE
  43. May 1, Fri., Sample exam and course review.

    End of lectures.