PORTLAND STATE UNIVERSITY
Department of Mathematics & Statistics
STAT661 Advanced Mathematical Statistics I (3 credits; Effective Fall 2009)
- Goal: To provide with solid mathematical
statistics graduate students in statistics, and science and engineering graduate
students whose research will involve intrinsically rather than an aid in
drawing conclusions.
- Topics:
Statistical Models, Sufficiency, Exponential Families, Maximum Likelihood
Estimation, and Algorithmic Issues (E-M Algorithm and Data Augmentation
Algorithms)
- Prerequisites: Recommended -
MTH511 and STAT563 or
consent of instructor
- If you have a
disability and are in need of academic accommodations, please notify me
(the instructor) immediately to arrange needed supports.
- Instructor:
Prof. Jong Sung Kim
M307
NH
5-3657
jong@pdx.edu
- Office Hours: By appointments or TR
9:00am – 9:50am
- Textbook:
Mathematical Statistics:
Basic Ideas and Selected Topics Vol. I 2nd Ed. by Peter J.
Bickel & Kjell A. Doksum.
- References: i) (QA279.5 .T36 1996) Tools for Statistical Inference 3rd Ed.
by Martin A. Tanner. ii) (QA273 .R56) An introduction to probability theory and mathematical
statistics by V. K. Rohatgi.
- Statistical
Software:
S-plus or R example
- Computer Lab
is located in NH 465.
Homework:
40%
Midterm:
30%
Final:
30%
- Homework:
No late homework will be accepted unless a prior arrangement has been
made.
HW#1 (10/08/09): 1.5.4,
1.5.6, 1.5.7, 1.5.9
HW#2 (10/22/09): 1.6.1,
1.6.3, 1.6.5, 1.6.7
HW#3 (10/29/09): 2.1.1,
2.1.9, 2.1.15
HW#4 (11/05/09): 2.2.12,
2.2.13
HW#5 (11/17/09): 2.3.3,
2.3.12
HW#6 (12/01/09): 2.4.1, 2.4.6
Midterm: In-class
Final group project in-class
presentation AND Final group project report