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Stat510: Mathematical Statistics I Spring 2019: Xhchen@illinois - Edu

This document provides information about the STAT510 Mathematical Statistics I course offered in Spring 2019 at the University of Illinois. It outlines the instructor and teaching assistant contact details, class meeting times and location, textbook, topics to be covered including distribution theory, point estimation, hypothesis testing, and asymptotics. It describes that there will be approximately 8 homework assignments, one midterm exam, and one final exam. Homework will be 50% of the grade, the midterm 20%, and the final 30%. Letter grades will be assigned based on overall course scores.

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76 views2 pages

Stat510: Mathematical Statistics I Spring 2019: Xhchen@illinois - Edu

This document provides information about the STAT510 Mathematical Statistics I course offered in Spring 2019 at the University of Illinois. It outlines the instructor and teaching assistant contact details, class meeting times and location, textbook, topics to be covered including distribution theory, point estimation, hypothesis testing, and asymptotics. It describes that there will be approximately 8 homework assignments, one midterm exam, and one final exam. Homework will be 50% of the grade, the midterm 20%, and the final 30%. Letter grades will be assigned based on overall course scores.

Uploaded by

pparkyong0513
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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STAT510:

 MATHEMATICAL  STATISTICS  I  
SPRING  2019  
 

Instructor:  Xiaohui  Chen  (email:  [email protected]).  Office:  104A  Illini  Hall.  


Class:  Tuesday  and  Thursday  8:00am-­‐‑9:20am,  245  Altgeld  Hall.  
Office  hours:  Tuesday  1:30pm-­‐‑3:00pm  or  by  appointment,  104A  Illini  Hall.  
 
Course  TA:  Zihe  Liu  (email:  [email protected]).  
TA  office  hours:  Wednesday  3:00pm-­‐‑5:00pm.  104  Illini  Hall.  
 
Textbook:  John  Marden.  Mathematical  Statistics:  Old  School.  
http://www.istics.net/pdfs/mathstat.pdf  
 
Topics:  This  is  an  introductory  level  of  mathematical  statistics  at  the  master  level.  
Tentative  topics  are  listed  below.  (Chapter  2-­‐‑11  and  15-­‐‑19  in  the  textbook.)    
Distribution  theory:  transformation  of  random  variables,  moment  generating  
functions,  conditional  distributions,  multivariate  normal  distribution;  
Point  estimation:  method  of  moments,  maximum  likelihood,  Bayes  methods,  EM  
algorithm,  MCMC;      
Hypothesis  testing:  likelihood  ratio  test,  Bayesian  tests,  confidence  intervals,  
nonparametric  tests;  
Model  selection:  AIC,  BIC,  penalized  methods;  
Asymptotics:  law  of  large  numbers,  central  limit  theorem,  continuous  mapping,  
Slutsky's  theorem,  Delta-­‐‑method.  
 
Homework:  Approximately  8  homework  assignments  posted  on  Compass  2g  
(https://compass2g.illinois.edu).  Homework  will  be  submitted  to  the  drop  box  
STAT510  in  the  Illini  Hall  by  the  due  date  and  time.  No  late  homework  is  accepted  
for  grading  and  missed  homework  will  be  a  zero  mark.    
 
Exams:  There  will  be  one  midterm  exam  (in  class)  and  one  comprehensive  final  
exam.  The  exam  date  and  time  will  be  announced  during  the  class  progress.  
Exam  policy:  A  missing  midterm  exam  will  result  a  zero  mark.  If  you  are  unable  to  
make  the  exam,  you  must  contact  the  instructor  at  least  one  week  before  the  exam.  
All  excuse  must  be  made  for  a  legitimate  reason  (e.g.  illness  with  a  doctor's  note).  
There  will  be  NO  MAKE-­‐‑UP  midterm  exams.  However,  grading  weight  for  a  missing  
midterm  exam  based  on  a  legitimate  reason  will  be  imputed  by  your  final  exam  
score.    
 
Grading:    
Homework:  50%  
Midterm  exam:  20%  
Final  exam:  30%  
For  example,  if  the  homework  score  is  95,  the  midterm  exam  score  is  85,  and  the  
final  exam  score  is  80  (all  out  of  100),  then  the  course  score  is  0.5*95  +  0.2*85  +  
0.3*80  =  88.5.  
Grading  scale  on  the  course  scores  is:    
97  to  100:  A+       93  to  96.9:  A         90  to  92.9:  A-­‐‑  
87  to  89.9:  B+       83  to  86.9:  B         80  to  82.9:  B-­‐‑  
77  to  79.9:  C+       73  to  76.9:  C         70  to  72.9:  C-­‐‑  
67  to  69.9:  D+       63  to  66.9:  D         60  to  62.9:  D  
Below  60:  F  

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