Statistics 532: MATHEMATICAL STATISTICS


LAST UPDATE: 13 Nov.  2018 at 13:35.

Time & Location: MWF 11:00-11:50 in Abercrombie Lab A121

Required Text:  The Theory of Statistics and Its Applications, by Dennis Cox.

Instructor: Dennis D. Cox
   Office: 2095 Duncan Hall (DH)
   phone: 6007 (longphone: +1-713-348-6007)
   cell-phone: 713-480-2296 (send text but ID yourself)
   email: dcox@rice.edu
   Office Hours:  
   Monday 14:00-15:00,
   Tuesday 13:00-14:00,
   and by appointment.

Grader: Chunshan Liu
   email: cl74@rice.edu
   Office hours: by Appointment

Description: Statistical models from a measure theoretic perspective: densities as Radon-Nikodym derivative, independence and product measures, exponential families, group families; Calculation of distributions: transformations, generating functions, conditional distributions; Basic large sample theory; Fundamentals of statistical inference: types of statistics, basic decision theory, Bayesian methods; Point Estimation. In the following semester we will treat hypothesis testing, set estimation, and generalized regression problems.


Syllabus:

  Chapters 1-5;

  Additional topics -- Time permitting.


Grading:

 50% Homework.

 25% Midterm: Given in class   Oct. 12.

 25% Final Midterm: Last Class Day.


Links

     1.   Breiman Paper discussed in first lecture.

     2.   Homeworks

     3.   Chapters 1 and 2

     4.   Handout on the Borel Paradox

     5.   Chapter 3

     6.   Chapter 4

     7.   Chapter 5

     8.   Second Exam



Any student with a disability requiring accommodations in this course is encouraged to contact  Dr. Cox  after class or during office hours. Additionally, students should contact Disability Support Services in the Ley Student Center.

Send problems or suggestions to dcox@stat.rice.edu If you have anything cool to add to this website, I would really like to hear of it.