MTH 452 Mathematical Statistics

Department of Mathematics, U. of Rhode Island

Go To Calendar

 Instructor Orlando Merino, merino@math.uri.edu, 874-4442, Tyler Hall 220 Term Spring 2006 Text Introduction to Mathematical Statistics, by R. J. Larsen and M. L. Marx, 3rd Edition, Prentice Hall, ISBN: 0 13 922303 7 Topics Most of chapters 5-12 of the textbook: Estimation Theory, Maximum Likelihood, Cramer-Rao bounds, Hypothesis testing, Type I and Type II errors, point estimates for normal distribution, confidence intervals, chi^2, F, t distributions, Types of data, two sample problems, Regression, analysis of variance. Evaluation Weekly homework (25%), quizzes (25%), one midterm exam (25 %), a comprehensive final exam (25 %) Note: 75% of the final exam will be on sections discussed after the midterm On the course MTH 452 is an introduction to the mathematics of statistical analysis. It assumes that you have had a course in probability equivalent to MTH 451. You will learn the theoretical basis for statistics and the most important examples of how the fundamental ideas give rise to practical statistical methods. While we will work with data on occasion, the main emphasis will be on the underlying mathematics, with an eye toward understanding the rationale for statistical methods whether they are used in the social sciences, physical sciences, or engineering. Since most statistical methods are based on ideas from probability theory, we will make a lot of use of your knowledge of probability. This course also provides substantial preparation for actuarial science and the actuarial exams. More information on this will be provided upon request.

MTH 452  Spring 2006 Calendar

Weekly topics may change if we fall behind schedule.

 day/Month Events + Evaluation Section  planned Section covered Problems                                                 - Tu. Jan 24  Th. Jan 26 5.1, 5.2 5.2, 5.3 p. 316: 1, 3, 6, 8, 9, 12;   p.322: 14, 15, 21, 23 Tu. Jan 31  Th. Feb 2 HW + Quiz 5.3 5.4 (all) p. 333: 2, 10, 13, 17, 23 p. 344: 3, 5, 9;   p. 349: 14, 15 Tu. Feb 7  Th. Feb 9 HW + Quiz 5.5 5.6 5.7 p. 353: 2, 3, 4, 5 p. 356: 2, 3;  p. 358: 6, 8, 10 p. 361: 4 (there is a hint for #4) Tu. Feb 14  Th. Feb 16 HW + Quiz 6.2 6.3 p. 374: 1, 2, 4, 6, 7, 10 p. 380: 1, 2, 4, 9 Tu. Feb 21  Th. Feb 23 HW + Quiz 6.4 Neyman-Pearson L. Homework (pdf document) Tu. Feb 28  Th. Feb 30 HW + Quiz 7.2 7.3 7.2.1, 7.3.2, 7.3.8, 7.3.11 Tu. Mar 7  Th. Mar 9 HW + Quiz 7.3 7.4 7.5 7.3.16, 7.3.19, 7.4.2, 7.4.13, 7.4.14 7.5.1, 7.5.2, 7.5.12, 7.5.13 Tu. Mar 14  Th. Mar 16 Spring Break SPRING BREAK Tu. Mar 21  Th. Mar 23 HW + Quiz         MIDTERM TEST Thursday 9.2, 9.3 TEST 9.2.1, 9.2.4, 9.3.3, 9.3.4 Tu. Mar 28  Th. Mar 30 HW + Quiz 9.4, 9.5 10.2 9.4.4,  9.5.3,  9.5.8,  9.5.10 10.2.1, 10.2.2, 10.2.4, 10.2.7 Tu. Apr 4  Th. Apr 6 HW + Quiz 10.3 10.4 10.3.1, 10.3.2, 10.3.4, 10.3.5, 10.3.6 10.4.1, 10.4.5, 10.4.6, 10.4.10 Tu. Apr 11  Th. Apr 13 HW + Quiz 10.5 11.2 10.5.3, 10.5.4, 10.5.5 11.2.11, 11.2.21, 11.2.29 Tu. Apr 18  Th. Apr 20 HW + Quiz 11.3 (up to p.595) 11.3 (p.598-601) 11.4 (p. 606-611) 11.3.1, 11.3.2, 11.3.3, 11.3.5, 11.3.9 11.3.16, 11.3.18, 11.3.19, 11.3.25 11.4.1, 11.4.2, 11.4.7, 11.4.8 Tu. Apr 25  Th. Apr 27 HW + Quiz 11.5 12.2 11.5.1, 11.5.4, 11.5.7, 11.5.8,  To be announced

MTH 452  Slides

 Week / Topics Screen Version Print Version Week 1 - Sections 5.1, 5.2, 5.3 mth452Sec5.1+5.2+5.3.pdf mth452Sec5.1+5.2+5.3print.pdf Week 2 - Sections 5.3, 5.4 mth452Sec5.4.pdf mth452Sec5.4print.pdf Week 3 - Sections 5.5, 5.6, 5.7 mth452Sec5.5+5.6+5.7.pdf mth452Sec5.5+5.6+5.7print.pdf Week 4 - Sections 6.2+6.3 mth452Sec6.2+6.3.pdf mth4452Sec6.2+6.3print.pdf Week 5 - Sections 6.4+6.5 mth452Sec6.4+6.5.pdf mth452Sec6.4+6.5print.pdf Week 6 - Sections 7.2, 7.3 mth452Sec7.2.pdf mth452Sec7.3.pdf mth452Sec7.2print.pdf mth452Sec7.3print.pdf Week 7 - no handouts Week 8 - Sections 9.2, 9.3 mth452Sec9.2-9.3.pdf mth452Sec9.2-9.3print.pdf Week 9 - Sections 9.4, 9.5 mth452Sec9.4-9.5.pdf mth452Sec9.4-9.5print.pdf

s