Lectures STK4011-f17

This page will contain plans for the next lectures, and a description

of the material that  has already been covered.

Previous weeks:

  • Week  34 (8/21-8/25):  Thursday 24th a brief introduction to and overview of the course was  given, slides here and here. Also  the most relevant parts of the material in Chapters 1 and 2 and first part of Chapter 3 was  discussed. First part of section 3.4  on exponential families was discussed. 
  • Week 35 (8/28-9/1): Finished section 3.4 on exponential families, and section 3.5 on location/scale families. Then  sections 4.1 and 4.2,  slides.
  • Week 36 (9/4-9/8): Chapter 4 on multiple random variables, in particular section 4.3, p.158 - 162,  on bivariate transformations and  section 4.6 on multivariate distributions,  p. 185-186. Then section 5.1 on basics of random samples and start of  section 5.2 on sums of random variables from a random sample in Chapter 5, slides and slides
  • Week 37 (9/11-9/15):   Rest of section 5.2 in Chapter 5. Then section 5.3 on sampling from the normal distribution and section 5.4 on order statistic, slides and slides.
  • Week 38 (9/18-9/22): Section  6.1 and 6.2 until Theorem 6.2.13in  Chapter 6 on Principles for data reduction. Section 5.5 on convergence concepts will be covered later, slides.
  • Week 39 (9/25-9/29): Rest of Section 6.2 in  Chapter 6 on Principles for data reduction, slides.
  • Week 40 (10/2-10/6): Sections 7.1 and 7.2 (not 7.2.4) in Chapter 7 on point estimation, subsections 7.3.1 on mean square error and beginning of  section 7.3.2 on best unbiased estimators, slides.
  • Week 41 (10/9-10/13): Further in Chapter 7 on point estimation until Theorem 7.3.20 on p. 344, slides.
  • Week 42 (10/16-10/20): Rest of  Chapter 7 on point estimation,  except subsection 7.3.4, p. 348-355.  Then section 5.5  on convergence concepts  in Chapter 5 until Central limit theorem on p. 236, slides.
  • Week 43 (10/23-10/27): Rest section 5.5  on convergence concepts in Chapter 5. Then section 10.1 in Chapter 10, slides and slides. 
  • Week 44 (10/30-11/3) Finished  sections 10.1.1-10.1.3 in Chapter 10, then sections 8.1 and beginning of section 8.2.1 in Chapter 8 on Hypothesis Testing.
  • Week 45 (11/6-11/10). Continued with section 8.2.1 and 8.2.3. Then sections 8.3.1 and  8.3.2 on methods for evaluating tests in Chapter 8 on Hypothesis Testing until first part of the Neyman-Pearson, slides.
  • Week 46 (11/13-11/17). Finished section 8.3.2 on most powerful tests. Then beginning of  section  10.3.1 on asymptotic distributions of tests, slides. 
  • Week 47 (11/20-11/24). Finished  sections  10.3.1 and 10.3.2  (until end of example 10.3.6, p.495)  on asymptotic distributions of tests and sections 9.1 and 9.2.1 (until example 9.2.4) and 10.4.1 on approximate maximum likelihood intervals, slides.  

Next week: 

  • Week 48 (11/27-12/1). The lectures on the curriculum are now finished. Thursday November 30 there will be a discussion of the exam project and of the finals from previous years, starting with 2016 and going backwards as long as time permits.  

 

      Published Aug. 3, 2017 1:39 PM - Last modified Nov. 24, 2017 2:57 PM