Course: Math 408, Mathematical Statistics, Fall 2021
Prerequisite: Math 407, Probability Theory.
Course Content: Principles for testing hypotheses and estimation, confidence intervals, methods of moments, maximum likelihood, information inequality, likelihood ratio tests, goodness of fit and nonparametric methods.
Last update: 16 August 2021
Safety Protocols
Instructor: Steven Heilman, stevenmheilman(@-symbol)gmail.com
Office Hours: Tuesdays, 9AM-11AM, on zoom [link posted on blackboard]
Lecture Meeting Time/Location: Mondays, Wednesdays, and Fridays, 1PM-150PM, THH 114
TA: Andrew Lowy, lowya(@-symbol)usc.edu
TA Office Hours: Held in the Math Center, with schedule provided at that link.
Discussion Section Meeting Time/Location:
Textbook: The following textbook is recommended but not required.
Rice, Mathematical Statistics & Data Analysis.
Exam 1: Monday, September 27, 1PM-150PM, THH 114
Exam 2: Friday, November 5, 1PM-150PM, THH 114
Final Exam: Wednesday, December 15, 11AM-1PM, Location TBD
Other Resources: Supplemental Problems from the textbook. An introduction to mathematical arguments, Michael Hutchings, An Introduction to Proofs, How to Write Mathematical Arguments
Email Policy:
Exam Procedures: Students must bring their USCID cards to the midterms and to the final exam. Phones must be turned off. Cheating on an exam results in a score of zero on that exam. Exams can be regraded at most 15 days after the date of the exam. This policy extends to homeworks as well. All students are expected to be familiar with the USC Student Conduct Code. (See also here.)
Accessibility Services: If you are registered with accessibility services, I would be happy to discuss this at the beginning of the course. Any student requesting accommodations based on a disability is required to register with Accessibility Services (OSAS) each semester. A letter of verification for approved accommodations can be obtained from OSAS. Please be sure the letter is delivered to me as early in the semester as possible. OSAS is located in 301 STU and is open 8:30am-5:00pm, Monday through Friday.
https://osas.usc.edu/
213-740-0776 (phone)
213-740-6948 (TDD only)
213-740-8216 (fax)
OSASFrontDesk@usc.edu
Discrimination, sexual assault, and harassment are not tolerated by the university. You are encouraged to report any incidents to the Office of Equity and Diversity http://equity.usc.edu/ or to the Department of Public Safety http://capsnet.usc.edu/department/department-public-safety/online-forms/contact-us. This is important for the safety whole USC community. Another member of the university community - such as a friend, classmate, advisor, or faculty member - can help initiate the report, or can initiate the report on behalf of another person. The Center for Women and Men http://www.usc.edu/student-affairs/cwm/ provides 24/7 confidential support, and the sexual assault resource center webpage sarc@usc.edu describes reporting options and other resources.
Exam Resources: Some past 408 exams appear here, near the bottom of the page. Some practice exams for a course similar to ours appear here, here, and here
Homework Policy:
Quiz Policy
Grading Policy:
Tentative Schedule: (This schedule may change slightly during the course.)
Week | Monday | Tuesday | Wednesday | Thursday | Friday |
1 | Aug 23: Review of Probability | Aug 24 | Aug 25: 5.3, Review of Probability | Aug 26: Homework 1 due | Aug 27: 6.2, 6.3, Review of Probability |
2 | Aug 30: 7.3, Review of Probability | Aug 31 | Sep 1: 8.1, 8.2, Parameter Estimation | Sep 2: Quiz 1 | Sep 3: 8.3, Parameter Estimation |
3 | Sep 6: No class | Sep 7 | Sep 8: 8.4, Method of Moments | Sep 9: Homework 2 due | Sep 10: 8.5, Maximum Likelihood Estimation |
4 | Sep 13: 8.6, Efficiency, Cramer-Rao | Sep 14 | Sep 15: 8.7, Sufficiency, Rao-Blackwell | Sep 16: Quiz 2 | Sep 17: 9.1, 9.2, Hypothesis Testing |
5 | Sep 20: 9.3, Neyman-Pearson Lemma | Sep 21 | Sep 22: 9.4, Confidence Intervals | Sep 23: Homework 3 due | Sep 24: 9.5, 9.6, Likelihood Ratio Tests |
6 | Sep 27: Exam 1 | Sep 28 | Sep 29: 10.6, Boxplots | Sep 30: Quiz 3 | Oct 1: 11.2, Comparing Two Independent Samples |
7 | Oct 4: 11.3, Comparing Paired Samples | Oct 5 | Oct 6: 11.4, Experimental Design | Oct 7: Homework 4 due | Oct 8: 12.2, Analysis of Variance |
8 | Oct 11: 12.2.2, Multiple Comparisons | Oct 12 | Oct 13: 12.2.3, Kruskal-Willis | Oct 14: No class | Oct 15: No class |
9 | Oct 18: 12.3, Two-Way Layout | Oct 19 | Oct 20: 12.3, Two-Way Layout | Oct 21: Quiz 4 | Oct 22: 13.2, 13.3, Analysis of Categorical Data |
10 | Oct 25: 13.4, 13.5, Chi-Square Test | Oct 26 | Oct 27: 13.5, 13.6, Matched Pairs, Odds Ratio | Oct 28: Homework 5 due | Oct 29: 14.2, Linear Regression |
11 | Nov 1: 14.2, Linear Regression | Nov 2 | Nov 3: 14.2, Linear Regression | Nov 4: No homework due | Nov 5: Exam 2 |
12 | Nov 8: 14.3, 14.4, Least Squares | Nov 9 | Nov 10: 14.3, 14.4, Least Squares | Nov 11: Quiz 5 | Nov 12: 14.5, Multiple Linear Regression |
13 | Nov 15: 14.6, Conditional Inference | Nov 16 | Nov 17: 15.2, Decision Theory | Nov 18: Homework 6 due | Nov 19: 15.2, Decision Theory |
14 | Nov 22: 15.3.1, Subjectivist Perspective | Nov 23 | Nov 24: No class | Nov 25: No class | Nov 26: No class |
15 | Nov 29: 15.3.2, Subjectivist Perspective | Nov 30 | Dec 1: Review of course | Dec 2: Quiz 6 | Dec 3: Review of course |
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Homework
Homework .tex files
Quiz Problems
Exam Solutions
Supplementary Notes