640:481 Mathematical Statistics,
Spring 2008

Mathematical Statistics for Spring 2008

  • Text: I. Miller and M. Miller, John E. Freund's Mathematical Statistics with Applications, Pearson/Prentice Hall, 2004, Seventh edition.
  • Syllabus Outline: Basic mathematical theory of statistics: sampling distributions, point estimation, interval estimation and confidence intervals, hypothesis testing, regression, ANOVA, elementary nonparametric tests. The course will cover almost all the material in chapters 8, 10, 11, 12, 13, and 14 of the text and selected topics in chapters 15 and 16.
  • Class Meetings: Tuesday and Thursday, 3:20-4:40 PM, SEC 220, Busch Campus
  • Prerequisites: The prerequisites for this course are linear algebra (Math 250) and either the Math Department probability course 477, or both multivariable calculus (Math 251) and the Statistics Department probability course 960:381. This course and 960:3812 may not both be taken for credit. The probability prerequisite is a serious one. Students are assume to understand the theory of random variables---probability distribution and density functions, expectation, joint distributions of random variables--and to know the basic discrete and continuous distributions---Bernoulli, binomial, geometric, Poisson, uniform, exponential, and normal. The student should also understand conditioning and Bayes' rule and should have seen the Central Limit Theorem and Chebyshev's inequality.

Lecture by lecture syllabus and homework assignments:

This link is a lecture by lecture record of topics covered, readings assigned, and problems assigned, and links to additional material posted on the web. It will be updated as the course progresses.

Instructor

The instructor is Dan Ocone.
Office Hours: Monday, 2-3; Wednesday, 2-3PM in Hill Center, Room 518.
E-mail: ocone-at-math-dot-rutgers-dot-edu.

Homework, Tests, Grading

The graded work for this course consists of assigned problems to be handed in (100 points), two in-class midterm exams (100 points each), and a final (200 points). Grades will be based on the sum total of points.

Homework is important in this course. Problem sets will be assigned weekly, and students will be required to hand selected problems in. Late homework is not accepted. Students are responsible for all problems assigned, not just the problems required to be handed in. By doing the homework problems, students will learn the concepts and techniques necessary for doing well on the exams.

Students may work together on homework, but each student should write up his or her solutions independently. Copying another's solution is considered to be academic dishonesty; besides, it does the student no good in learning the material.

Homeworks should be prepared neatly. The calculations and derivations on the way the final answer must be shown, and they should be supported by explanations using grammatically correct sentences. Final answers with no explanation shall not be given credit.

Exams are closed book.