Math 392: Mathematical Statistics


Assignments

  1. Assignment for Friday, 28 Jan.
    Read Chapters 1, 2. Do exercises 2, 3, 4 and 5 at the end of Ch 1.
    You may assume the result of Ex. 1 while doing 4.
    Note that you need to find the distribution of the square of a normally distributed random variable.

  2. Assignment for Fri. 4 Feb.
    Read Ch. 2.
    Exercises 1 through 7 at the end of Ch. 2

  3. Assignment for Friday, 11 Feb.
    Exercises 1, 2, 3, 4, 5 at the end of Ch3
    Oh, and Read Ch. 3!

  4. assignment for Friday, 18 Feb.
    Read Ch. 4, Exercises

  5. assignment for Friday, 25 Feb.
    Read Ch. 5, Exercises

  6. assignment for Friday, 4 Mar.
    Exercises

  7. assignment for Friday, 11 Mar.
    Exercises

  8. assignment for Friday, 18 Mar.
    Read Chapter 7. Exercises

  9. assignment for Friday, 1 Apr.
    Exercises

  10. assignment for Friday, 8 Apr.
    Exercises

  11. assignment for Friday, 15 Apr.
    Exercises

  12. assignment for Friday, 29 Apr.
    Exercise 1: EM
    Exercise 2: MCMC

R examples

Method of moments: numerical solutions
Method of moments: Uniform
Finding Highest Posterior Density regions
Numerical Integration

Clustering
Linear Model examples
Bayes via numerical integration
Gamma MLE R code
Ch's 6 and 7 examples
Randomization test and Bootstrap examples
Bootstrap and Jackknife
More Bootstrap
False Positives
Estimation conditional on p<.05
Intro to Resampling

Data


Readings

Ioannidis: Why most published research findings are false
Economist article: science self-correcting?
Nature article on replication studies
New Yorker: The truth wears off