Spring 2020: STA 4322 / 5328
Lecture: 3:00pm - 3:50pm on Monday, Wednesday, and Friday in FLO 0100
Instructor: Aaron Molstad (amolstad@ufl.edu), 202 Griffin-Floyd
Office hours: Monday, Wednesday, Friday from 4:00pm - 5:30pm on Zoom
Teaching assistant: Yanxi Liu (liuyanxi@ufl.edu), 234 Griffin-Floyd
TA office hours: Wednesday 12:55 - 2:55pm
Syllabus: [html][pdf]
Note that you must be logged into your UFL eLearning account to access course notes. WMS denotes the course textbook.
| Lecture | Topics (suggested reading from WMS) | |||
| 1 (1/6) | Syllabus, course overview, “estimators” (8.1) [pdf] | |||
| 2 (1/8) | Bias, mean squared error (8.2) [pdf] | |||
| 3 (1/10) | Unbiased estimation of variance (8.3) [pdf] | |||
| 4 (1/13) | Order statistics, difference of population means (6.7, 8.8) [pdf][solution] | |||
| 5 (1/15) | Distribution of sample mean, t-distribution (7.2) [pdf] | |||
| 6 (1/17) | Error probabilities for estimators (8.5) [pdf] |
Homework 1 (due Wednesday, January 22nd): [pdf][solution]
| 7 (1/22) | Confidence intervals (8.5) [pdf] | |||
| 8 (1/24) | Upper and lower confidence limits, examples (8.5) [pdf] | |||
| 9 (1/27) | Central limit theorem, large sample confidence intervals (7.3,8.6) [pdf] |
Homework 2 (due Friday, January 31st): [pdf][solutions]
| 10 (1/29) | Confidence intervals for variance, relative efficiency (8.9, 9.2) [pdf] | |||
| 11 (1/31) | Consistent estimators (9.3) [pdf] | |||
| 12 (2/3) | Sufficiency (9.4) [pdf] |
Homework 3 (due Friday, February 7th): [pdf][solutions]
Exam 1 (Wednesday, February 12th, RNK 0110, 8:20 - 10:10pm) [solutions][scores]
Exam 1 Review [practice exam][practice exam solutions][complete lectures]
| 13.1 (2/5) | Sufficiency, Likelihoods (9.4, 9.5) [pdf] | |||
| 13.2 (2/7) | Rao-Blackwell (9.5) | |||
| 00 (2/10) | Exam #1 review | |||
| 13.3 (2/14) | Sufficiency, Likelihoods, MVUEs (9.4, 9.5) | |||
| 14 (2/17) | Method of moments [pdf] | |||
| 15.1 (2/19) | Maximum likelihood estimation (9.7) [pdf] | |||
| 15.2 (2/21) | Maximum likelihood estimation (9.7) |
Homework 4 (due Friday, February 21st): [pdf][solutions]
| 16.1 (2/24) | Maximum likelihood with two unknowns (9.7)[pdf] | |||
| 16.2 (2/26) | Maximum likelihood with two unknowns (9.7) | |||
| 17 (2/28) | Review of estimators [pdf] |
Homework 5 (due Monday, March 9th): [pdf][solutions]
| 18.1 (3/11) | Test statistics, rejection regions (10.2) [pdf] | |||
| 18.2 (3/13) | Level, power, large sample approximations [lecture] (10.2, 10.3) | |||
| 19 (3/16) | Large sample approximations (10.3) [pdf][lecture] | |||
| 20 (3/18) | Type II error probabilities, computing sample sizes (10.4) [pdf][lecture] | |||
| 00 (3/20) | Exam #2 review [lecture] |
Homework 6 (due Wednesday, March 18th): [pdf][solutions]
Exam 2 (Monday, March 23rd, on Canvas, 8:20 - 10:10pm)
Exam 2 Review [practice exam][practice exam solutions][complete lectures][exam solutions]
| 21.1 (3/25) | Confidence intervals, exact tests for means (10.5) [pdf][lecture] | |||
| 21.2 (3/27) | Exact tests for mean differences, variance (10.8, 10.9) [lecture] |
Homework 7 (due Friday, April 3rd): [pdf][solutions]
| 22.1 (3/30) | p-values (10.6) [pdf][lecture] | |||
| 22.2 (4/1) | Neyman-Pearson lemma (10.10) [lecture] | |||
| 23.1 (4/3) | Likelihood ratio tests (10.11) [pdf][lecture] | |||
| 23.2 (4/6) | Likelihood ratio tests continued (10.11) [lecture] | |||
| 23.3 (4/8) | Wilks’ theorem (10.11) [lecture] | |||
| 24 (4/10) | Review of uniformly most powerful tests [pdf][lecture] | |||
| 25 (4/13) | Review of exact vs approximate tests [pdf][lecture] | |||
| 26 (4/15) | Review of likelihood ratio tests [pdf][lecture] |
Homework 8 (due Monday, April 13th): [pdf][solutions]
Homework 9 (due Friday, April 17th): [pdf][solutions]
Exam 3 (Tuesday, April 21st, on Canvas, 8:20 - 10:10pm)
Exam 3 Review [practice exam][practice exam solutions][complete lectures][review problems][review problem solutions]