Fall 2017 - STAT 450 D100

Statistical Theory (3)

Class Number: 3557

Delivery Method: In Person

Overview

  • Course Times + Location:

    Mo 10:30 AM – 12:20 PM
    AQ 5030, Burnaby

    We 10:30 AM – 11:20 AM
    WMC 3220, Burnaby

  • Exam Times + Location:

    Dec 15, 2017
    12:00 PM – 3:00 PM
    Location: TBA

  • Prerequisites:

    STAT 330.

Description

CALENDAR DESCRIPTION:

Distribution theory, methods for constructing tests, estimators, and confidence intervals with special attention to likelihood methods. Properties of the procedures including large sample theory. Quantitative.

COURSE DETAILS:


Additional note regarding the pre-requisite:


STAT 330 and its core concepts such as joint, marginal and conditional distributions; means, variances, covariances and correlations; distributions of functions of discrete bivariate random variables; and common families of distributions.


Outline:


Assuming the prerequisite background in chapters 1-4 of the text, the course will cover:

  1. Review of distributions of functions of continuous bivariate random vectors (sections 2.1, 4.3 of text).
  2. Estimation in finite samples: simple likelihood estimators; judging quality of estimators via MSE and unbiasedness and the use of sufficient statistics and the Rao-Blackwell theorem in this regard.
  3. Testing in finite samples: Constructing likelihood ratio tests (LRTs); optimality of LRTs for point null and alternative hypotheses and the Neyman-Pearson lemma
  4. Interval estimation in finite samples: Inverting test statistics; pivotal quantities
  5. Convergence concepts for estimators: Central limit theorem; Weak Law of Large Numbers (convergence in probability); Slutsky's theorem; Delta-method for obtaining asymptotic distributions of functions of estimators
  6. Large sample approximations to distributions of estimators: Normal approximations, bootstrap
  7. Testing and interval estimation in large samples: LRTs, Wald and Score tests.

Grading

  • Assignments 15%
  • Midterm-October 18th 30%
  • Essay-Due November 23rd 10%
  • Final Exam 45%

NOTES:

Above grading is subject to change.

The term paper will be due by email by midnight November 23.   It will be a short expository paper on some aspect of statistical theory; the goal will be to describe the impact on practice of some piece of statistical theory without formulas.

Some of the assignments will involve computing in {\tt R}.

Materials

RECOMMENDED READING:

Recommended Textbook:

Statistical Inference (2nd ed.)
by G. Casella and R. L. Berger. Publisher: Cengage
ISBN: 978-0-534-24312-8

Department Undergraduate Notes:

Students with Disabilites:
Students requiring accommodations as a result of disability must contact the Centre for Students with Disabilities 778-782-3112 or csdo@sfu.ca


Tutor Requests:
Students looking for a Tutor should visit http://www.stat.sfu.ca/teaching/need-a-tutor-.html. We accept no responsibility for the consequences of any actions taken related to tutors.

Registrar Notes:

SFU’s Academic Integrity web site http://students.sfu.ca/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating.  Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the University community.  Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS