Spring 2025 - STAT 831 G100
Statistical Theory II (4)
Class Number: 4800
Delivery Method: In Person
Overview
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Course Times + Location:
Jan 6 – Apr 9, 2025: Tue, Thu, 12:30–2:20 p.m.
Burnaby
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Instructor:
Donald Estep
destep@sfu.ca
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Prerequisites:
STAT 830 or permission from the instructor.
Description
CALENDAR DESCRIPTION:
Advanced mathematical statistics for PhD students. Topics in probability theory including densities, expectation and random vectors and matrices are covered. The theory of point estimation including unbiased and Bayesian estimation, conditional distributions, variance bounds and information. The theoretical framework of hypothesis testing is covered. Additional topics that may be covered include modes of convergence, central limit theorems for averages and medians, large sample theory and empirical processes.
COURSE DETAILS:
This course will cover measure theoretic probability, random variables, expectation, product spaces, independence, derivatives, conditional probability, characteristic functions, and limit theorems. While rigorous proof is emphasized as the way to understand the material, the material is based on a course that has been taught to students in statistics, mathematics, engineering and science for many years. Course work will be based on homework assignments.
Grading
- Problems Sets 100%
Materials
REQUIRED READING:
A FIRST LOOK AT RIGOROUS PROBABILITY THEORY
BY ROSENTHAL, JEFFREY S.
PUBLISHER: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
EDITION: 2ND
ISBN: 9789812703712
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.
Graduate Studies Notes:
Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.
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
RELIGIOUS ACCOMMODATION
Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.