MATHEMATICAL STATISTICS I
(STA 2112F, Fall 2000)
Time and place:
Thursdays, 9:00 a.m. - 12:00 noon.
Lash Miller, room 123.
First class September 14; last class December 7.
Instructor:
Professor Jeffrey S. Rosenthal,
Department of Statistics, University of Toronto.
Office hours Thursdays 2:00-3:30, or after class, or by appointment,
or any other time you can find me.
Sidney Smith Hall, room 6024; phone (416) 978-4594; contact me;
http://markov.utstat.toronto.edu/jeff/
Textbook:
Mathematical Statistics, by K. Knight (Chapman & Hall / CRC Press, 2000).
This textbook may be ordered directly from the publisher
(5-day delivery, U.S. $49.95 plus $5.95 shipping): on-line at www.crcpress.com, by e-mail
to orders@crcpress.com,
or by phone at 1-800-272-7737. (It is also available from
www.chapters.ca or www.indigo.ca.)
Course Outline:
This course provides a solid mathematical foundation for statistical
inference procedures.
We will review Chapters 1, 2, and 3 of the textbook, and then cover
Chapters 4 and 5 (and 6 as time permits) in detail.
Specific topics to be covered include probability theory and
random variables; random variable convergence theorems; sufficiency;
point estimators; maximum likelihood estimation; and asymptotic theory.
Other possible references:
*
G. Casella and R.L. Berger, Statistical inference (Wadsworth and Brooks,
1990).
*
E.L. Lehmann, Theory of point estimation, 2nd ed. (Springer, 1998).
*
P.J. Bickel and K.A. Doksum, Mathematical statistics: basic ideas and
selected topics (Holden-Day, 1977).
Prerequisites:
Undergraduate-level understanding of
probability theory, statistical theory, multivariable calculus, basic linear
algebra, and basic real analysis.
(See background references.)
Evaluation:
* Homework (39%)
(probably three fairly long assignments).
(See homework #1,
homework #2,
homework #3.)
* Quizzes (30%)
(tentatively scheduled for 11:10 a.m. on Oct. 12, Nov. 9, and Dec. 7).
* Class participation (31%)
(requires attending and paying attention in class; answering
questions posed in class; asking questions in class; commenting on the
lecture material; summarising previous
lecture material at the start of each new lecture; etc.).
This document is available at http://markov.utstat.toronto.edu/jeff/courses/sta2112-00a.html.