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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

Ch 5. Large sample theory – the basics: 09/19, 09/24, 09/26
Ch 6. Large sample results for likel methods: 10/01

Past midterms: Midterm 2018 with solutions || Midterm 2017 with solutions

Problem session TBA @ 5-7PM 5270 SAS Hall

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

Drop/Revision deadline: 10/16

Ch 6 (cont’d): 10/08
Ch 7. M estimation: 10/15,  10/17 (Groups DUE)
Ch 8. Hypothesis tests under misspecification: 10/22,  10/24
Ch 9. Monte-Carlo methods : 10/29 (Project proposals DUE),  10/31
Ch 10. Jacknife: 11/05,  11/07,  11/12
Ch 11. Bootstrap: 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 6-10, Ch 11 Exam checklist

Ch 11 (cont’d): 11/21, 11/26

Project presentation: 12/03, 12/05

Project report DUE: 12/06

Last day of the semester Friday Dec 6 2019