Course Information 2002

Lecturer:

Alan Lee
Department of Statistics
Room 201, Mathematics and Physics Building
Telephone : 373 7599 extension 8749
Fax: 373 7018
email: lee@stat.auckland.ac.nz

Office Hours:

Office hours are 2pm - 4pm Tuesday and Thursday. Students may expect to find me in my office and available for consultation during advertised office hours. Outside office hours I don't guarantee to be in, but welcome enquiries if I am. Alternatively, make an appointment with Kathy Henry in Rm 202.

Lectures:

Tuesday and Thursday at 10:30 am in B10. These will be 90 minutes each, giving a total of 36 hours for the course.

Assignments:

There will be five assignments. The due dates are given in the Course Planner below.

Test:

There will be a test of one hour’s duration on Tuesday September 17. The test will be "closed book".

Examination:

The final examination will be held on November 9th. It will also be "closed book", and of 2 hours duration.

Texts:

Lecture notes for the course will be given out in class. I have found the book by Azzalini "Statistical Inference: Based on the Likelihood" very useful in preparing the lecture notes. It is published by Chapman and Hall. A list of other useful books is included at the end of this study guide.

Web Page:

All the course materials are available on the Web from the Departmental home page. All assignments will be distributed via the Web. There is also a bulletin board, and a class email alias 730class.

Assessment:

The final mark for the year is calculated on the basis of the assignments, the test and the end of year examination. The assessment components are valued as follows (total 100%)

Assignments: 15%
Test 15%
Examination 70%

In order to pass the paper you must get 50% out of the total of 100%.

Note: It is very important that you attempt ALL of the assignments and sit the test. Assignments are a very important part of this course as they give you practice in applying the theory and techniques presented in lectures to actual problems. You will find it difficult to master the ideas discussed in the course without the practice you get from doing the assignments.

Collaboration:

It is my view that collaboration is an important part of the learning process and I encourage you to discuss problems with each other (and me!) However, you must not copy the details of another person's assignment. In other words, you can work together to decide how to do an assignment , but you must write up your own solutions. You must not collaborate during tests and examinations.

Course Content:

The course covers Statistical Inference.

Chapter 1.	Introduction and Preliminaries: Basic ideas of inference, some distribution theory, stochastic convergence, Taylor series, order statistics.
Chapter 2.	Theory of point estimation: Sufficiency, unbiased estimates, UMVUEs , Rao-Blackwell theorem, maximum likelihood, numerical methods for MLEs.
Chapter 3.	Testing hypotheses: The Neyman-Pearson theory, methods for forming confidence intervals.
Chapter 4.	Asymptotic theory: Asymptotic distributions, the delta method for finding standard errors, LR tests, score tests, Wald tests.
Chapter 5.	Computer-intensive methods, Bootstrap and permutation tests.

Reading List:

I have found the following books useful in the preparation of the course. Most of them are classic works - the material in this course is very traditional.

Azzalini, A. (1996). Statistical Inference based on the Likelihood. Chapman and Hall, New York.
Bickel, P. and Doksum, K. (1977), Mathematical Statistics: Basic Ideas and Selected Topics. Prentice-Hall, Englewood Cliffs.
Casella, G. and Berger, R. L. (1990). Statistical Inference. Wadsworth, Pacific Grove.
Cox, D. R. and and Hinkley, D. V. (1974). Theoretical Statistics. Chapman and Hall, London.
Knight, K. (2000). Mathematical Statistics. Chapman and Hall, New York.
Lehmann, E. L. (1983). Theory of Point Estimation. Wiley, New York.
Lehmann, E. L. (1983). Testing Statistical Hypotheses. Wiley, New York.
Mood, A. M., Graybill, F.A. and Boes, D. (1974). Introduction to the Theory of Statistics. McGraw-Hill, New York.
Severini, T. A. (2000). Likelihood Methods in Statistics. Oxford University Press, New York.

Course Planner:

Week	Starting	Tuesday	Thursday
1	22/07/2002	Lecture 1. Begin Chapter 1.	Lecture 2. Continue Chapter 1
2	29/07/2002	Lecture 3.Continue Chapter 1.	Lecture 4. Finish Chapter 1.
3	5/08/2002	Lecture 5. Start Chapter 2.	Lecture 6. Continue Ch 2. Assignment 1 due.
4	12/08/2002	Lecture 7. Continue Chapter 2.	Lecture 8. Continue Chapter 2.
5	19/08/2002	Lecture 9. Continue Chapter 2	Lecture 10. Continue Ch 2. Assignment 2 due.
6	26/08/2002	Lecture 11. Continue Chapter 2	Lecture 12. Continue Chapter 2.
Mid Semester Break
7	16/09/2002	Term Test & Lect 13. End Chapter 2.	Lecture 14. Continue Ch 3. Assignment 3 due.
8	23/09/2002	Lecture 15. Begin Chapter 4.	Lecture 16. Continue Chapter 4.
9	30/09/2002	Lecture 17. Continue Chapter 4.	Lecture 18. Continue Ch 4. Assignment 4 due.
10	7/10/2002	Lecture 19. Continue Chapter 4.	Lecture 20. Finish Chapter 4.
11	14/10/2002	Lecture 21. Start Chapter 5.	Lecture 22. Continue Ch 5. Assignment 5 due.
12	21/10/2002	Lecture 23. Finish Chapter 5.	Lecture 24. Revision.

NB: the exam is on the afternoon of June 18^th.