JTW > Courses > STAT 406: Mathematical Statistics II > Course Calendar
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This table gives a tentative timetable for the course. Everything in it, including the dates of homeworks and exams, is subject to change.

Tuesday Þursday
Tuesday Þursday
Wk01 Jan 26

Chapter 11: Bayesian Statistics

11.1: Subjective Probability
Probability as Extended Logic; Cox's Theorem
Additional Reading: Van Horn, IJAR 38, 3 (2003); Jaynes Chapters 1-2

Jan 28

Chapter 11: Bayesian Statistics

11.2.1: Prior and Posterior Distributions

Wk02 Feb 2

Chapter 11: Bayesian Statistics

11.2.2: Bayesian Point Estimation; Problem Set 1 (Sec. 11.1-11.2.1) due

Feb 4

Chapter 11: Bayesian Statistics

11.2.3: Bayesian Plausible Intervals

Wk03 Feb 9

Chapter 11: Bayesian Statistics

11.3: Prior Distributions for Bayesian Analyses; Problem Set 2 (Sec. 11.2.2-11.2.3) due

Feb 11

Chapter 11: Bayesian Statistics

11.2.4-11.2.5: Bayesian Hypothesis Testing

Wk04 Feb 16

No Class

(Snow Day)

Feb 18

Chapter 6: Maximum Likelihood Methods

6.1: Maximum Likelihood Estimation; Problem Set 3 (Sec. 11.2.4-11.3) due

Wk05 Feb 23

Chapter 6: Maximum Likelihood Methods

6.2: Fisher Information and the Cramér-Rao Bound

Feb 25

Chapter 6: Maximum Likelihood Methods

6.3: Maximum Likelihood Testing; Problem Set 4 (Sec. 6.1-6.2) due

Wk06 Mar 1

Review for Prelim Exam 1

Mar 3

FIRST PRELIM EXAM

Wk07 Mar 8

Chapter 6: Maximum Likelihood Methods

6.4: Multi-dimensional parameter estimation

Mar 10

Chapter 6: Maximum Likelihood Methods

6.5: Multi-dimensional hypothesis testing; Problem Set 5 (Sec. 6.3-6.4) due

Wk08 Mar 15

Chapter 7: Sufficiency

7.1-7.2: Sufficiency and the Factorization Theorem

(Guest lecture by Dr. Marengo)

Mar 17

Chapter 7: Sufficiency

7.3: The Rao-Blackwell Theorem; Problem Set 6 (Sec. 6.5) due

(Guest lecture by Dr. Marengo)

Mar 22

No Class

(Spring Break)

Mar 24

No Class

(Spring Break)

Wk09 Mar 29

Chapter 7: Sufficiency

7.4: Completeness; Problem Set 7 (Sec. 7.1-7.3) due

Mar 31

Chapter 7: Sufficiency

7.5: The Exponential Class of Distributions

Wk10 Apr 5

Chapter 7: Sufficiency

7.6: Functions of a Parameter; Problem Set 8 (Sec. 7.4-7.5) due

Apr 7

Review for Prelim Exam 2

Wk11 Apr 12

SECOND PRELIM EXAM

Apr 14

Chapter 7: Sufficiency

7.7: Sufficiency with Multiple Parameters

Wk12 Apr 19

Chapter 7: Sufficiency

7.8: Minimal Sufficiency and Ancilliary Statistics; Problem Set 9 (Sec. 7.6-7.7) due

Apr 21

Chapter 7: Sufficiency

7.9: Sufficiency, Completeness and Independence

Wk13 Apr 26

Chapter 8: Optimal Tests of Hypotheses

8.1: Most Powerful Tests; Problem Set 10 (Sec. 7.8-7.9) due

Apr 28

Chapter 8: Optimal Tests of Hypotheses

8.2: Uniformly Most Powerful Tests

Wk14 May 3

Chapter 8: Optimal Tests of Hypotheses

8.3: Likelihood Ratio Tests; Problem Set 11 (Sec. 8.1-8.2) due

May 5

Chapter 8: Optimal Tests of Hypotheses

Bayesian tests of composite hypotheses

Wk15 May 10

Cumulative Review; Problem Set 12 (Sec. 8.3) due

May 12

Review for Final Exam


Last Modified: 2016 April 12

Dr. John T. Whelan / john.whelan@astro.rit.edu / Professor, School of Mathematical Sciences & Center for Computational Relativity and Gravitation, Rochester Institute of Technology

The contents of this communication are the sole responsibility of Prof. John T. Whelan and do not necessarily represent the opinions or policies of RIT, SMS, or CCRG.

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