STAT 652 / CSI 672: Statistical Inference

Instructor: Clifton D. Sutton

Text:

Prerequisite:

Description:

• provide a foundation for the advanced study of statistics (which should allow for a deeper undersanding of applied methods);
• provide background which should make the literature of statistics more accessible;
• and (most importantly) cover important general methods which can be applied to problems not typically addessed in books, and be used to obtain theoretically-based solutions.

• cover some somewhat advanced probability material (typically not given enough attention in 500-level probability courses);
• cover general statistical principles and "building block" statistical concepts;
• cover many common general methods for obtaining decent point estimates, confidence intervals, and tests of hypotheses, and learn how to apply them to obtain estimates and perform tests in a wide variety of parametric model situations.

Approximate week-by-week content:

[1] Jan. 24:

exponential families; location and scale families
[Sections 3.4 and 3.5 of text]
(HW #1 posted)

[2] Jan. 31:

random samples; sums of random variables; sampling from normal distributions, sample minimums and maximums
[parts of Sections 5.1, 5.2, 5.3, and 5.4 of text]

[3] Feb. 7:

convergence concepts
[Section 5.5 of text]

[4] Feb. 14:

more on convergence concepts, the sufficiency principle
[Section 6.2 of text]
(tentative: HW #1 due; HW #2 posted)

[5] Feb. 21:

more on the sufficiency principle, the likelihood principle; the equivariance principle
[parts of Sections 6.3 and 6.4 of text]

[6] Feb. 28:

point estimation methods
[Section 7.2 of text (subsection 7.2.4 won't be covered)]
(tentative: HW #2 due; HW #3 posted)

[7] March 6:

more on point estimation methods; evaluation of point estimators
[Sections 7.2 and 7.3 of text (subsection 7.2.4 won't be covered)]

[**] March 13:

No class due to Spring Break (Note: If any classes are cancelled (perhaps due to bad weather) prior to Spring Break, this week may be used to make up the missed class.)

[8] March 20:

more on the evaluation of point estimators
[Section 7.3 of text]
(tentative: HW #3 due; HW #4 posted)

[9] March 27:

hypothesis testing methods
[Section 8.2 of text (subsection 8.2.2 won't be covered) and part of Section 8.3 of text]

[10] April 3:

more on hypothesis testing
[Section 8.3 of text]
(tentative: HW #4 due; HW #5 posted)

[11] April 10:

confidence interval methods
[Section 9.2 of text]

[12] April 27:

more on confidence intervals
[Sections 9.2 and 9.3 of text]
(tentative: HW #5 due; part of HW #6 posted)

[13] April 24:

asymptotic methods
[Section 10.1 of text (subsection 10.1.4 won't be covered); part of Section 10.3 of text]
(tentative: remainder of HW #6 posted)

[14] May 1:

more on asymptotic methods
[Sections 10.3 and 10.4 of text]
(tentative: HW #6 due (no grace period))

[**] May 8:

No formal class (unless this day is used to make up a missed class), but if I don't have to make up a missed class, or if this room isn't assigned to another class, I will hold office hours in the class room from 7:20 PM until 9:00 PM to answer questions you may have concerning the final exam.

[**] May 15:

Final Exam (note: exam period is from 7:30 to 10:15 PM)

Grading:

• 33.3% for homework assignments
• 66.7% for open book (and notes) final exam

Additonal Comments:

• Put STAT 652 in the subject line when you send me e-mail (due to spam, I sometimes delete messages without reading them, based on the subject line).
• All GMU students are expected to activate their GMU e-mail accounts and check them regularly for messages from the university administration and their instructors (although I tend to use the announcements web page of my course websites as my primary way of communicating with students).
• Be sure to note that there is not a class meeting scheduled for March 13 (due to Spring Break). However, if any class meetings are canceled prior to Spring Break (perhaps due to bad weather), it could be that the Wednesday of Spring Break will be used to make up for the missed class (but, if only one class is cancelled prior to Spring Break, we may just wait to make it up on May 8, which is currently scheduled to be a week with no Tuesday class meeting between the last lecture and the final exam).
• I can possibly make arrangements to meet with you outside of my scheduled hours; however, on Tuesdays I do not like to be bothered from 7:00 to 7:18 and on Wednesdays I'll be tied up with my other class. I am willing to stay in the classroom and assist people each Tuesday after class. When my spring semester routine gets a little more settled, I may post additional information about my availability here.
• Please do not leave long messages on my voice-mail, and since I often don't get around to returning calls until the evening, you should state what time you plan to go to sleep. Always leave your phone number, speaking slowly, even though you might have given it to me previously. I find it better to communicate with people in person or via e-mail --- phone tag is frustrating and sometimes the GMU voice-mail system doesn't work the way it is supposed to.
• You will typically have at least two weeks to complete each homework assignment, except that I may not give you part of the final assignment until one week prior to its due date. If for some reason you don't have your paper ready to turn in the at the Tuesday class meeting when it is due, typically you can turn it in to me up until 10 PM the following Wednesday. (I will post the due dates and the grace period information on the homework web page.) But I encourage you not to get into the habit of treating Wednesday as the due date. To encourage you to not delay doing the homework, I may refuse to answer questions about an assignment after 10:30 PM on the Tuesday it is due. After the end of the grace period (typically 10 PM on the Wednesday following the nominal due date, except for the last assignment which cannot be submitted late), late papers will be considered only if I haven't already graded the papers of other class members. (I really mean this! And 4 feet of snow or a broken fax machine does not change things --- if I don't have your paper by the end of the grace period, I won't grade it if I've already graded the other papers. If you plan to fax your paper, you should perhaps plan to do it by 3 PM on Wednesday, and not wait until 10 PM.) If you bring your paper by my office and I'm not there, the best procedure is to put it under my office door and then send me an e-mail or call and tell me that you dropped off your paper. You can possibly fax your papers to me at (703) 993-1700. (If you do fax your paper, please notify me by e-mail or phone so that I can look for your paper. (The entire department shares the same fax machine.)) I cannot be responsible for late papers put under my door or faxed if for some reason I don't get them, but in the past I've never had too many problems getting papers in these ways (although the new fax machine seems to not work as well as the old fax machine did). Do not e-mail solutions to me.
• All homework should be on paper which is approximately 8.5 inches by 11 inches. All pages should be stapled in the upper left hand corner. All answers should be clearly indicated. (You need to choose one answer for each part. Draw a box around your final answers or highlight them in some way.) You should show adequate supporting work and not merely give answers.
• You are expected to familiarize yourself with the George Mason University honor code and abide by it. It is perfectly okay to generally discuss homework problems with others (except for extra credit problems, which may be occassionally assigned), but you should not turn in any work that is copied from someone else (and so you should be prepared to explain your solution to me if asked to do so). It will be considered to be a violation of the honor code if you deviate from this rule concerning homework or if you give or receive aid on the final exam. (To clarify, you shouldn't give someone your homework solutions to look at, or explain to them in detail how you solved a problem. Discussion of homework problems should be kept at a rather general level, and sharing of specific details should be avoided.)
• You are expected to take the final exam during the designated time slot; Incompletes will not be granted except under very unusual circumstances. (I may not have the exam ready prior to the scheduled exam date, so don't assume that you can take it early.)
• Please abide by the university policy that cell phone ringers be turned off while class is in session.
• Please do not make a lot of noise eating during class --- if you feel that you must eat during class, please choose a soft candy bar rather than a bag of potato chips (since both the chips and the bag they come in tend to make too much noise when eaten and handled).
• If you are a student with a disability and desire academic accommodations, please see me during the first two week of classes and contact the Office of Disability Services (ODS). All academic accommodations must be arranged through the ODS.
• Any class meetings canceled by the university due to snow, sleet, power outage, bombing, etc. will be made up if possible. With regard to bad weather, I will plan to teach class if the university is open and not teach it if the university is closed. So instead of calling me to find out if I plan to have class, just find out if the university is open or closed.
• Caveat: The schedule and procedures described here for this course are subject to change (and it is the responsibility of students to attend all class meetings and keep themselves informed of any changes).