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Course information:

Instructor:  Ana-Maria Staicu [last name pronounced sty:ku]

Office: 5220 SAS Hall
Phone: 919 515-0644
Email: astaicu [at]  ncsu [dot] edu

Meeting information: Tu/Th 11:45AM-1:00PM, 5270 SAS Hall

This course is for students who have had a first year graduate level mathematical statistics course. It prepares them to handle statistical inference in a wide range of problems at an advanced level. Required Texts: Essential Statistical Inference: Theory and Methods, 2013, Boos, D.D. and Stefanski, L.A.
The following chapters will be covered: Ch 1-3, Ch 5-11 and possibly Ch 12 (if time permits).

Software used in this course: R is freely available at http://www.r-project.org/. Download and install R. Go to http://cran.r-project.org/ and follow the instructions at the top of the page. You may also want to download R studio.

Tentative schedule 

First day of classes: Thursday August 22 2019 [Quizzes]

Ch 1. Intro: 08/22
Ch 2. Likel-based methods: 08/27 R illustration Datasets,  08/29. Additional notes:  Lec3_GLM_LikelPrinciple. 09/03, 09/05, 09/10 Why does EM work?
Ch 3. Likel-based tests and conf regions:   09/12, 09/17,  Example: Behrens-Fisher , 09/19, 09/24

Ch 5. Large sample theory – the basics: Review_BasicConvRV 09/26, 10/01

Past midterms: Midterm 2018 with solutions || Exam1_S2019 with solutions

Problem session TBA @ 5-7PM 5270 SAS Hall

Midterm 1 (October 03) covers Ch 1-5, Ch 6. Exam checklist Midterm solution of Exam1 class performance. Scores: HW+midterm

Drop/Revision deadline: 10/16

Ch 5. Large sample theory – the basics (cont’d): 10/08, Bahadur Repres Avg Fns involving Estimators10/15

Ch 6. Large sample results for likel methods: 10/17,  10/22 (Groups DUE), 10/24 (NullDistn of T_LR)
Ch 9. Monte-Carlo methods: notes 10/24, 10/29 (Project proposals DUE)
Ch 7. M estimation:  10/31, 11/05, 11/07
Ch 8. Hypothesis tests under misspecification: 11/12 11/14

Past finals: Final 2018 with solutions  || Final 2017 with solutions

Problem session TBA @ 5-7PM 5270 SAS Hall

Midterm 2 (November 19) covers: part of Ch 5 (that was not covered by Midterm 1), Ch 6-9 Exam Checklist

Ch 11. Bootstrap:  Lec notes 11/21, Lecture notes2(cont’d) 11/26

Project presentation: 12/03, 12/05

Project report DUE: 12/06

Last day of the semester Friday Dec 6 2019

Class Evaluation: Class evaluations will be available for students to complete during the last two weeks of class (November 25 – December 9). All evaluations are confidential. Click ClassEval for further information.

Grades: Exam1, Exam2, and HW