STAT 406: Mathematical Statistics II
[Sitemap]

Vital Statistics

Lecture Room

BRN(86)-1100

Class Times

Tuesday & Thursday, 09:30-10:45

Required Textbook

Hogg, McKean & Craig, Introduction to Mathematical Statistics, Seventh Edition (Pearson, 2013). ISBN 978-0-321-79543-4

Other Useful References

Gregory, Bayesian logical data analysis for the physical sciences, First Edition (Cambridge, 2005). ISBN 978-0-52-184150-4
Jaynes, Probability Theory: The Logic of Science, First Edition (Cambridge, 2003). ISBN 978-0-52-159271-0
Casella and Berger, Statistical Inference, Second Edition (Brooks-Cole/Cengage, 2002). ISBN 978-0-53-424312-8
Sivia with Skilling, Data analysis: a Bayesian tutorial, Second Edition (Oxford, 2006). ISBN 978-0-19-856832-2
Also available as an electronic book through the Wallace Library.

Course Webpage

http://ccrg.rit.edu/~whelan/STAT-406/ (this page)

Instructor

Dr. John T. Whelan

LAC(74)-2063, 5-5083

john.whelan@astro.rit.edu or jtwsma@rit.edu

Office Hours (Tentative)

TR 11:00-12:00 (@Midnight Oil) & 14:00-14:50 (in office)

Course outline

Syllabus

Mailing list

discuss-statistics-whelan

Topics and Course Calendar

We will cover most of chapters 11 and 6-8 of Hogg including to the following topics:

Bayesian Methods
Classical and Maximum-Likelihood Methods
Sufficiency
Optimal Tests of Hypotheses

A tentative timetable is given in the Course Calendar.

Lecture Notes

Problem Sets

Problem Set 1 -- Due 2016 February 2
Problem Set 2 -- Due 2016 February 9
Problem Set 3 -- Due 2016 February 18
Problem Set 4 -- Due 2016 February 25
Problem Set 5 -- Due 2016 March 10
Problem Set 6 -- Due 2016 March 17
Problem Set 7 -- Due 2016 March 29
Problem Set 8 -- Due 2016 April 5
Problem Set 9 -- Due 2016 April 19
Problem Set 10 -- Due 2016 April 26
Problem Set 11 -- Due 2016 May 3
Problem Set 12 -- Due 2016 May 10

Webpages for STAT 405

I taught Mathematical Statistics I in Fall 2013 and Fall 2015. You may find the the associated course materials useful:

Links

R (computing language)
- R tutorial
Python
- SciPy
  - NumPy
  - ipython
- matplotlib
- Bundled distributions of the above python tools (especially useful for Mac & Windows users)
  - Enthought Python Distribution (free academic license, must be renewed annually)
  - Anaconda (basic installation is free)
- Cloud-based python/ipython services:
  - Wakari

Last Modified: 2019 January 16

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.

JTW > Courses > STAT 406: Mathematical Statistics II [Sitemap]