TMA4295 Statistical inference (Fall 2009)

Messages

[08/12] Here is a sketch of the solutions to the exam problems.

[30/11] Here is the list of main topics for the exam.

[27/11] The list of main topics for the exam will be posted on Monday.

[18/11] The curriculum and some exam problems with solutions have now been posted.

[15/10] There will be no lectures during week 44 (27 and 29 Oct.).

[25/9] Tuesday next week the TA Rupali Akerkar will step in as a replacement for me.

[9/9] Next week Prof. Ushakov will step in as a replacement for me.

[26/8] The lectures tomorrow are cancelled.

[21/8] The lecture room problem was quickly solved. We have been allocated auditorium F3 in the old Physics Building for our Tuesday lectures 12-14.

[20/8] The Monday lectures are now moved to Tuesday 12:15-14. The room 922 is in S2 (Math dept). The room is rather small, so I am trying to find a better one.

[18/8] Due to a collision of the Monday lecture hours with Time Series Models, we shall change the time of the Monday lectures. This will be discussed during the lectures on Thursday (20/8). If you plan to follow the lectures but cannot attend this Thursday, please provide me with your open time slots.

[17/8] The first exercise lecture will be on Tuesday 25/08-2009 in Room K1-105. Time: 14:15-15.

[10/8] The first lecture will be on Monday 17/08-2009. Auditorium: KJL3 kl. 12:15-14. VEL MØTT!

Textbook

George Casella, Roger L. Berger: Statistical Inference, Second Edition, 2002, Duxbury.

Lecturer

Professor Arvid Naess. Office: 1144, S2. Email: arvidn@math.ntnu.no

TA

Rupali Akerkar. Office: 1124, S2. Email: akerkar@math.ntnu.no

Schedule

Lectures : Tuesday 12:15 - 14:00, F3
Lectures : Thursday 8:15 - 10:00, KJL4
Exercises: Tuesday 14:15 - 15, K1-105
Exam: Monday, December 7, 2009

Curriculum

Exam Problems

Lectures

Date	Topic	Textbook	Exercises
17.08.09	Probability theory.	Chapter 1: 1.1, 1.2, 1.3	1.1, 1.2, 1.4, 1.9, 1.11, 1.13
20.08.09	Probability theory. Expectations and moments.	Chapter 1: 1.4, 1.5, 1.6. Chapter 2: 2.2, 2.3.	1.33, 1.38, 1.39
25.08.09	Moment generating function. Distribution of transformed RVs.	Chapter 2: 2.1, 2.3, 2.4	1.49, 1.52, 2.12
01.09.09	(Families of distributions.) Multiple random variables	Chapter 3: 3.1, 3.2, 3.3, 3.5; Chapter 4: 4.1, 4.2, 4.3, 4.4, 4.6	2.1, 2.17, 2.18, 2.19, 2.20, 2.25, 2.31
03.09.09	Conditional distributions, conditional expectation, covariance and correlation, inequalities	Chapter 3: 3.6; Chapter 4: 4.2, 4.4, 4.5, 4.7; Chapter 4: 4.1, 4.2, 4.3, 4.4, 4.6	2.15, 3.21, 3.23, 3.25, 4.1,4.2, 4.6, 4.13
08.09.09	Basic concepts of statistics. Sums. Convergence	Chapter 5: 5.1, 5.2, 5.5	4.41, 4.42, 4.43, 4.58, 4.63
10.09.09	Convergence.	Chapter 5: 5.5	5.5, 5.15, 5.21,
15.09.09	Point estimation. MME and MLE. Evaluation of estimators.	Chapter 7: 7.1, 7.2.1, 7.2.2, 7.3; Chapter 10: 10.1.1	7.1, 7.2a, 7.6bc, 7.7, 7.8, 7.11 (in (a) only find the MLE)
17.09.09	UMVUE	Chapter 7: 7.3.2	7.40, 7.41, 10.1
22.09.09	Cramer-Rao. Efficiency	Chapter 7: 7.3.2	7.40, 7.41, 10.1
24.09.09	Sufficient statistic	Chapter 6: 6.1, 6.2	6.1, 6.3, 6.6
29.09.09	Minimal sufficient statistic. Complete statistic	Chapter 6: 6.2.2, 6.2.4	6.19, 6.20, 7.38
01.10.09	Complete statistic. Exponential families.	Chapter 3: 3.4; Chapter 6: 6.2.1, 6.2.4	7.37, 10.9b
06.10.09	Exponential families. Hypothesis testing.	Chapter 6: 6.2.4; Chapter 8: 8.1, 8.2, 8.3	6.21, 6.22
08.10.09	Hypothesis testing.	Chapter 8: 8.1, 8.2, 8.3	7.47, 8.1
13.10.09	Hypothesis testing.	Chapter 8: 8.1, 8.2, 8.3	8.13, 8.14
15.10.09	Hypothesis testing.	Chapter 8: 8.1, 8.2, 8.3	8.16, 8.18
20.10.09	Hypothesis testing.	Chapter 8: 8.1, 8.2, 8.3	8.15, 8.27
22.10.09	Hypothesis testing.	Chapter 8: 8.1, 8.2, 8.3	8.17, 8.19
03.11.09	Interval estimation.	Chapter 9: 9.1, 9.2	8.19 (numerical solutions)
05.11.09	Interval estimation.	Chapter 9: 9.3	8.23, 8.45
10.11.09	Asymptotic evaluations.	Chapter 10: 10.1, 10.3, 10.4	9.1, 9.2
12.11.09	Asymptotics.	Chapter 10: 10.1, 10.3, 10.4	9.8, 9.13
17.11.09	Linear regression.	Chapter 11: 11.1, 11.3	10.2, 10.3