STT 872  Theory of Statistics II, Spring 2005   

                   Yijun Zuo
                   Office: A440 Wells Hall
                   Tel: 517-432-5413, Email:
Office Hours:
                   MW 11:10am-12:10am  and by appointment
Class Time:
                   MWF 9:10am-10:00am C309 WH 
                   Mathematical Statistics (by Jun Shao, Springer)                  

                   STT 871; STT 882 or  concurrently (or approval of instructor)
                   Exams 80% ( Exam I, 100 points,  Final Exam, 100 points)       
                   Homework 20% (about 8 sets of assignments )
                   4.0(>=90%),  3.5(85%-89%), 3.0(80%-84%), 2.5(75%-79%), 2(<=74%)

                   Assignments will be due at the beginning of lecture on the days indicated
                   Late homework is not accepted


1.        Estimation in parametric models

2.        Estimation in nonparametric models

3.        Hypothesis tests

4.        Confidence sets


1.        Lehmann, E.L. (1983). Theory of Point Estimation. John Wiley & Sons

2.        Bickel, P.J. and Doksum K.A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics (vol. I). Prentice Hall

3.        Rao, C.R. (1973). Linear Statistical Inference and Its Applications. John Wiley & Sons

4.        Serfling, R.J. (1980). Approximation Theorems of Mathematical Statistics. John Wiley & Sons

5.        Billingsley, P. (1986). Probability and Measures. John Wiley & Sons

The instructor reserves the right to make any changes deemed academically necessary