Mathematics 602 - Mathematical Statistics

Instructor: John Liukkonen
Office: 405 Gibson Hall
Telephone: 862-3440
E-mail: jrl@math.tulane.edu

Course Description

This course will review thoroughly the key distributions of statistics, and the multivariable calculus needed to work effectively with them. In addition, the course will develop from first principles the key sampling distributions of statistics. We will then go over classical principles of statistical inference, methods of finding estimators and test statistics, and methods of finding optimal tests and estimators. Included will be an introduction to Bayesian methods.

This course seeks not only to lay out basic principles of statistical inference and add to the student's toolkit, but also to develop skills needed for work in statistical research. Therefore the assigned problems will be particularly important.

Prerequisites

Math 221 and Math 301/601 or equivalent

Course Materials

Textbook: Casella and Berger, Statistical Inference

Final Exam:

Sunday December 12 from 8AM to noon.

Tests:

Wednesday September 29
Wednesday November 10

Holidays:

September 1 Labor Day
November 24 -- November 28 Thanksgiving Recess

Homework:

The homework will come from the Casella and Berger problems listed below and will count 25% of your grade.

Chapter 2: 1, 2, 3, 6, 15, 18, 19, 24, 33
Chapter 3: 2, 3, 6, 8, 9, 15, 17, 22, 24, 25, 26, 39
Chapter 4: 5, 10, 15, 24, 28, 31, 32, 42, 43, 56
Chapter 5: 1, 3, 16, 17, 18, 29, 34
Chapter 6: 1, 3, 6, 9, 20
Chapter 7: 1, 2, 6, 10, 22, 24, 38, 40, 46
Chapter 8: 1, 2, 6, 12, 14, 17, 18, 20, 22, 23