Instructor: Jianfeng Zhang, DRB 228, (213)7409805, jianfenz@usc.edu , http://almaak.usc.edu/~jianfenz
Grader: Minzhao Tan, minzhaot@usc.edu
Time and location: MWF 11:00pm – 11:50pm, GFS 118. Text: Statistical Inference, 2nd edition, by G. Casella and R. Berger
Office hours: W: 2-3:30pm, F: 1-2:30pm, both in DRB 228
Prerequisite: Math 505A, or 407, or 408
Important Dates:
- MidExam 1: Feb. 27, Friday
- MidExam 2: Apr. 3, Friday
- FinalExam: May 6, Wednesday, 11:00am-1:00pm
Course Content:
I plan to cover Chapters 1-7 in the textbook. Most of Chapters 1-4 are already in prerequisite course(s), so we will go over relatively quickly.
More specific topics include (subject to change): parametric families of distributions; multivariate distributions and transformations; order statistics; convergence concepts; sampling and derived distributions from a normal population; data reduction, sufficiency, completeness; the idea of parameter estimation, some important estimators (including method of moments, least squares, maximum likelihood), asymptotics; comparison of estimators, optimality, consistency, asymptotic efficiency. If time permits, we may also introduce computationally intensive methods: EM algorithm, jackknife and bootstrap.
Grading and Examination Policies
50% of the grade will be based on two midterm exams (25% each), 35% will be based on the final exam, 15% will be based on homework assignments.
The (one hour) midterm exams will be given in regular class time. The 2nd midterm exam will cover the material after the 1st exam. The final exam will be comprehensive, with an emphasis on the material covered since the second Midterm. All exams are closed books. Calculators are not allowed (and will not be needed).
Homeworks will be assigned in lectures, approximately biweekly.
Feedback and Questions
It is extremely important for me to get feedback and questions, both inside and outside class. You are very welcome to visit me during my office hours, and/or make appointments to see me at other time.