Math 392: Mathematical Statistics
- Text: Course Notes available in Bookstore
- Class Meetings: M, W, F at 11:10pm. in Physics 122.
- Office Hours: TBA. My office is in Kelly House,
3745 Woodstock Blvd., x7418
- Pandemic Note: do not come to class if you have symptoms!
- Homework: Assignments will be collected through Gradescope.
Some pointers:
- Instructions: Use Latex to typeset your solutions, or
you may scan handwritten solutions:
How to submit a pdf to Gradescope
- Submit only pdfs, not image files such as jpg, png, etc.
(see the above instructions).
- Assign problems to pages (as detailed in the above instructions).
Assignments
- 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.
- Assignment for Fri. 4 Feb.
Read Ch. 2.
Exercises 1 through 7 at the end of Ch. 2
- Assignment for Friday, 11 Feb.
Exercises 1, 2, 3, 4, 5 at the end of Ch3
Oh, and Read Ch. 3!
- assignment for Friday, 18 Feb.
Read Ch. 4, Exercises
- assignment for Friday, 25 Feb.
Read Ch. 5, Exercises
- assignment for Friday, 4 Mar.
Exercises
- assignment for Friday, 11 Mar.
Exercises
- assignment for Friday, 18 Mar.
Read Chapter 7.
Exercises
- assignment for Friday, 1 Apr.
Exercises
- assignment for Friday, 8 Apr.
Exercises
- assignment for Friday, 15 Apr.
Exercises
- 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