Fall 2022 - STAT 330 D100

Introduction to Mathematical Statistics (3)

Class Number: 4631

Delivery Method: In Person

Overview

  • Course Times + Location:

    Mo 12:30 PM – 2:20 PM
    AQ 3005, Burnaby

    We 12:30 PM – 1:20 PM
    AQ 3005, Burnaby

  • Exam Times + Location:

    Dec 7, 2022
    8:30 AM – 11:30 AM
    SWH 10041, Burnaby

  • Prerequisites:

    STAT 285, MATH 251, and one of MATH 232 or MATH 240, all with a minimum grade of C-.

Description

CALENDAR DESCRIPTION:

Review of probability and distributions. Multivariate distributions. Distributions of functions of random variables. Limiting distributions. Inference. Sufficient statistics for the exponential family. Maximum likelihood. Bayes estimation, Fisher information, limiting distributions of MLEs. Likelihood ratio tests. Quantitative.

COURSE DETAILS:

Outline:

  1. Review of Probability and Univariate Distributions
  2. Multivariate Distributions
  3. Distributions of Functions of Random Variables
  4. Limiting Distributions
  5. Inference.  Sufficient Statistics for the Exponential Family.
  6. Maximum Likelihood, Limiting Distributions
  7. Bayes Estimation
  8. Fisher Information
  9. Likelihood Ratio Tests

This course is accredited under the Canadian Institute of Actuaries (CIA) University Accreditation Program (UAP). Details of required courses and grades at Simon Fraser University are available here (https://www.cia-ica.ca/membership/university-accreditation-program-home/accredited-universities/accredited-university-detail?pav_universityid=236ca8c4-60e5-e511-80b9-00155d111030).

In addition to the specific university’s internal policies on conduct, including academic misconduct, candidates pursuing credits for writing professional examinations shall also be subject to the Code of Conduct and Ethics for Candidates in the CIA Education System and the associated Policy on Conduct and Ethics for Candidates in the CIA Education System. For more information, please visit Obtaining UAP Credits (https://www.cia-ica.ca/membership/university-accreditation-program-home/information-for-candidates/obtaining-uap-credits).

Grading

  • Assignments 20%
  • Midterms (2 midterms) 30%
  • Final Exam 50%

NOTES:

Above grading is subject to change.

Materials

REQUIRED READING:

Required Textbook:

Introduction to Mathematical Statistics (8th ed)
by Craig, McKean, Hogg. Publisher: Pearson
ISBN: 978-0134686998

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

Department Undergraduate Notes:

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


Tutor Requests:
Students looking for a tutor should visit https://www.sfu.ca/stat-actsci/all-students/other-resources/tutoring.html. We accept no responsibility for the consequences of any actions taken related to tutors.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity website http://www.sfu.ca/students/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