STT 862 Theory of Probability and
Statistics II, Spring 2011
Instructor:
Yijun Zuo
Office: A440 Wells Hall
Tel: 517-432-5413, Email: zuo@msu.edu
Office Hours:
MWF 10:00am-11:00am A440 WH
Class Time:
MWF 9:10am-10:00am C312 WH ; MWF
1:50pm-2:40pm C205 WH
Textbook:
Models for Probability and Statistical Inference (Theory and Applications)
(by James H. Stapleton, John Wiley & Sons, Inc. 2008)
Prerequisite:
MTH 314, MTH 421, STT 861 (or approval by the instructor)
Attendence:
Three attendance sheets
distributed in lectures randomly selected and incentive for those who attend
all.
Grading:
Exams 60% (middle Exam, 100 points; Final Exam, 200 points)
Homework 40% (about 8 sets of assignments)
4.0(>=90%), 3.5(85%-89%), 3.0(80%-84%), 2.5(75%-79%), 2.0(<75%)
Assignments:
Assignments will be due at the beginning of the lecture on the days indicated;
Late homework is not accepted
Important Dates:
January 10 Classes begin; late enrollment fee begins
January 14 Close of online period
January 17 Martin Luther King Day (No classes)
February 3 Last Day for 100% Refund
March 2 Middle of Semester; last day to drop with
no grade
April 29 Last Day of Classes
May 4/5 Final Exam: 5/4 7:45-9:45am for class
stsrts at 9:10am; 5/5: 3:00-5:00pm for class starts at 1:50pm
Topics and Objectives:
This is the second part of
Theory of Probability and Statistics, mainly focuses on the basic
statistical
inference procedures. Topics include sufficiency,
estimation; confidence intervals and testing of hypotheses; one
and
two sample nonparametric tests; linear models and Gauss-Markov Theorem.
1.
Estimation
2.
Tests of
Hypotheses
3.
Multivariate
Normal, Chi-square, t, and F distributions
4.
Nonparametric
statistics
5.
Linear
statistical models
6.
Frequency data
7.
Miscellaneous
topics
The instructor reserves the
right to make any changes deemed academically necessary.