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STAT511 Syllabus

STAT 510 is a PhD-level mathematical statistics course taught in the fall of 2020 by Professor Yun Yang, covering topics such as point estimation, hypothesis testing, and interval estimation through lectures, homework assignments, a midterm exam, and a final exam. The course policies outline academic integrity, safety procedures, classroom conduct, and accommodations for students with disabilities.

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Souleymane Coulibaly
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28 views

STAT511 Syllabus

STAT 510 is a PhD-level mathematical statistics course taught in the fall of 2020 by Professor Yun Yang, covering topics such as point estimation, hypothesis testing, and interval estimation through lectures, homework assignments, a midterm exam, and a final exam. The course policies outline academic integrity, safety procedures, classroom conduct, and accommodations for students with disabilities.

Uploaded by

Souleymane Coulibaly
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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STAT 510: Mathematical Statistics I

2020 Fall
Time and location :TBD

Course Information
Instructor: Yun Yang, Assistant Professor, Department of Statistics, 104F Illini Hall,
[email protected]. Office hours: TBD.

Website: On Compass at https://compass2g.illinois.edu

TA: Hanjia Gao, [email protected]. Office hours: TBD..

Prerequisites: Stat 510 requires familiarity with probability theory and statistics at the
level of Stat 410.

Textbooks:

• Statistical Inference, Second Edition, by George Casella and Roger L. Berger, Duxbury.
Thompson Learning.

• Mathematical Statistics: Old School, online book by Professor John Marden, Download
at http://www.istics.net/pdfs/mathstat.pdf

Course Topics:
This is an introductory course to mathematical statistics for PhD level students. Tentative
topics are listed below.

• Point estimation: method of moments, maximum likelihood estimation, Bayes estima-


tion, sufficiency, ancillarity, complete statistics, best unbiased estimation
• Hypothesis testing: simple and composite testing, likelihood ratio test, Bayesian test-
ing, Neyman-Pearson lemma, uniformly most powerful tests, randomization test
• Interval estimation
• Decision-theoretic approach
Assessment:
Grading: The course grade will be calculated on the basis of a midterm (30%), a final exam
(40%), and homework (30%). The following scheme will be used to convert your percentage
scores to letter grades.

• If your final score is 90 - 100, your letter grade will be at least A-.
• If your final score is 75 - 89, your letter grade will be at least B-.
• If your final score is 60 - 74, your letter grade will be at least C-.
• If your final score is 50 - 59, your letter grade will be at least D-.
• If your final score is below 50, your letter grade may be an F.

Homework: There will be homework assignments every two weeks. Homeworks will be
posted on Compass after Monday’s class, and will be due two weeks later (Monday 5:00PM).
Late homework will not be accepted. You are encouraged to discuss with each other,
but should write down the answers independently. Your final grade for homework (30%) will
be based on the best 7 out of total 8 homework assignments.

Homework Dropbox: Illini Hall 1st floor near the elevator. Include your NAME, and
the course number. Emailed homework will not be accepted.

Exams: There will be a midterm exam and a final exam. The midterm will be based on
the material covered by the time of the exam. You are allowed to bring an 8.5 × 11 sheet
of notes and a calculator to the exams. There will be no makeup exams. The midterm
exam will take place in class. Following is a tentative schedule.

• Mid term exam: Fri, October 18, 10:00AM – 10:50AM in class.


• Final Exam: Fri, December 13, 7:00PM – 9:00PM.

Academic Integrity: The official University of Illinois policy related to academic integrity
can be found in Article 1, Part 4 of the Student Code. Section 1-402 in particular outlines
behavior which is considered an infraction of academic integrity: http://studentcode.
illinois.edu/article1_part4_1-402.html.

Safety: The university values your safety. Please read this document: http://police.
illinois.edu/dpsapp/wp-content/uploads/2017/08/syllabus-attachment.pdf or watch
this video: http://police.illinois.edu/emergency-preparedness/run-hide-fight/.

Other Policies:
Classroom Policy: The classroom environment is an important factor for effective learn-
ing. In order to not distract other students’ attention please follow these classroom policies.
The first one of these is the university policy:
1. Remember that no food or drinks are allowed in the classroom.
2. Turn off all audible alarms (cell phones, pagers, calculators, watches etc.) Do not use
cell phones in the class.
3. Come to the class on time. Opening and closing the classroom door in the middle of a
class cause distraction to the students and the teacher.
4. Do not talk to other students without permission while the professor is teaching. More
than one conversation creates noise and makes it difficult for the students to pay at-
tention to the lecture.

Students With Disabilities: Students with disabilities in need of academic accommoda-


tion should:

1. Register with and provide documentation to the Disability Resources & Educational
Services (DRES);
2. Bring a letter to the instructor indicating the type of accommodation needed.

This should be done before the second week of class. See https://www.disability.illinois.edu/
for more information.

Syllabus Change Policy: This syllabus is a guide for the course and is subject to change
without advance notice.

Some Helpful Hints:


• Don’t fall behind! It is particularly important to maintain a steady effort throughout
the semester, rather than hope to cram just before homework deadlines or exams. This
is because it takes time and practice for the ideas to sink in. Make sure you allocate a
sufficient number of hours every week to the class, including enough time for reading
and understanding the material as well as for doing assignments.
• Take the homeworks seriously! The homeworks are explicitly designed to help you
to learn the material as you go along. There is usually a strong correlation between
homework scores and final grades in the class. Regardless of how well you did on the
homework, read the sample solutions, even for the problems you got right.
• Make use of office hours! The instructor and the TA hold office hours expressly to
help you. You are free to attend as many office hours as you wish. You will also likely
get more out of an office hour if you have spent a little time in advance thinking about
the questions you have, and formulating them precisely.

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