©2002–2007 Daren B.H. Cline
(copyright info).
Lecture notes will be posted here, by chapter, as they are ready.
Major corrections (as of 05/04/07)
Final version of the
complete notes
(as of 05/07/07)
James Hardin, a former A&M statistics student, constructed Java applets to
demonstrate statistical behavior of standard procedures. In particular, the applet
Estimating
the Center of a Distribution illustrates the sampling distributions of various
location parameter estimators under different distributional assumptions. When
you run the applet, you may identify estimators to compare (some are "optimal" for
certain distributions) and which distribution you wish to assume. After running
the simulation, press "KDE plots" or "boxplots" to compare the sampling distributions.
Press "histogram" and "statistics" to show results for a single estimator selected by
its radio button.
©2002–2007 Daren B.H. Cline
(copyright info).
Please read and scrupulously follow the
Homework Policy for this class.
I will endeavor to provide partial solutions (hints) for you after the assignment
is graded to help you with reworking any problems that gave you trouble.
- Assignment 1
due Monday, 29 January (partial solutions)
- Assignment 2
due Wednesday, 7 February (partial solutions)
- Assignment 3
due Wednesday, 14 February (partial solutions)
- Assignment 4
due Wednesday, 21 February (partial solutions)
- Assignment 5
due Wednesday, 7 March (partial solutions)
- Assignment 6
due Wednesday, 21 March (partial solutions)
- Assignment 7
due Wednesday, 28 March (partial solutions)
- Assignment 8
due Wednesday, 4 April (partial solutions)
- Assignment 9
due Friday, 20 April (partial solutions)
- Assignment 10
due Friday, 27 April (partial solutions)
- Assignment 11
due Wednesday, 2 May ( partial solutions)
Please read and be familiar with the
Exam Policy for this class.
- Exam I Wednesday, 28 February 2007. The exam will cover
the first three chapters of the syllabus, plus bias, mean squared error and UMVUE's
(and will correspond to Assignments 1–4). In particular, you will need
to know the principle theorems and how to apply them. You should be able to
identify models, apply statistical reductions and determine basic estimators.
You also should be able to recognize the distribution of common statistics and obtain
their means and variances. Copies of old exams are below.
The exam is closed book, closed notes. However, you may bring this
formula sheet of common distributions
and their densities, including means and variances (without any added notes).
(solutions)
- Exam II Wednesday, 11 April 2007.
The exam primarily covers chapter 4 and sections 5.1–5.3 of the syllabus
(Assignments 5–8):
estimation issues (bias, mean squared error, Lehmann-Scheffé, Fisher information,
Cramér-Rao lower bound, asymptotics) and hypothesis testing (power, UMP and UMPU tests,
and likelihood ratio tests).
The exam is cumulative, however, meaning that you need to be familiar
with the estimation and data reduction techniques covered on the first
exam.
The exam is closed book, closed notes. As before, you may bring the
formula sheet (without any added notes).
(solutions)
- Final Exam Monday, 7 May, 8:00am–10:00am.
The final will primarily cover the material in chapters 5–7 (confidence intervals,
hypothesis tests and Bayesian methods). There may be a few questions from earlier
chapters but you will need to know that material anyway to do problems from the
later chapters.
As before, the exam is closed book, closed notes, but you may bring the
formula sheet (without any added notes).
(solutions)
©2002–2007 Daren B.H. Cline
(copyright info).
I have provided some old exams below. These exams are meant to
give you an idea of the style of questions I will ask, not necessarily the
content. The content of any exam here may or may not agree with the intended
content of exams for this semester.