Scott S. Emerson, M.D., Ph.D.
Professor of Biostatistics
Department of Biostatistics
University of Washington
Stat 512: Statistical Inference
Review of random variables; transformations, conditional expectation, moment generating functions, convergence, limit theorems, estimation; Cramer-Rao lower bound, maximum likelihood estimation, sufficiency, ancillarity, completeness. Rao-Blackwell theorem. Hypothesis testing: Neyman-Pearson lemma, monotone likelihood ratio, likelihood-ratio tests, large-sample theory. Contingency tables, confidence intervals, invariance. Introduction to decision theory. Prerequisite: STAT 395 and STAT 421, STAT 423, STAT 504, or BIOST 512 (concurrent registration permitted for these three).
| Contact Information, Course Meeting Times, and Office Hours |
| Stat 512 Syllabus (pdf) |
| References for Stat 512-513 |
| Supplementary Materials (including R) |
| Day | Date | Readings | Homeworks | Keys | Handouts |
|---|---|---|---|---|---|
| Wed | Sep 30 | CB: sec 1.1-1.2 | HW #01 due Oct 7 | Key | Handout #01 |
| Fri | Oct 2 | CB: sec 1.3-1.6 | |||
| Mon | Oct 5 | CB: sec 3.1-3.3 | |||
| Tue | Oct 6 | CB: sec 3.1-3.3 | Handout #02 | ||
| Wed | Oct 7 | CB: sec 3.1-3.3 | HW #02 due Oct 14 | Key | |
| Fri | Oct 9 | CB: sec 3.1-3.3 | |||
| Mon | Oct 12 | CB: sec 2.1-2.4 | |||
| Tue | Oct 13 | CB: sec 3.4-3.5 | |||
| Wed | Oct 14 | CB: sec 3.4-3.5 | HW #03 due Oct 21 | Key | |
| Fri | Oct 16 | CB: sec 4.1-4.2 | |||
| Mon | Oct 19 | CB: sec 4.3-4.6 | |||
| Tue | Oct 20 | CB: sec 2.2, 4.5 | Quiz (HW #1 - #2) | ||
| Wed | Oct 21 | CB: sec 2.2, 4.5 | |||
| Fri | Oct 23 | CB: sec 2.3,4.6-4.7 | HW #04 due Nov 2 | Key | |
| Mon | Oct 26 | ||||
| Tue | Oct 27 | ||||
| Wed | Oct 28 | ||||
| Fri | Oct 30 | ||||
| Mon | Nov 2 | HW #05 due Nov 9 | Key | ||
| Tue | Nov 3 | CB: sec 5.6 | |||
| Wed | Nov 4 | CB: sec 5.6 | Quiz (HW #1 - #3) | ||
| Fri | Nov 6 | CB: sec 2.3, 5.5 | Review (Top 10 Lists-partial) | ||
| Mon | Nov 9 | REVIEW FOR MIDTERM | |||
| Tue | Nov 10 | MIDTERM | Exam | Key | |
| Wed | Nov 11 | VETERANS DAY (Holiday) | |||
| Fri | Nov 13 | CB: sec 3.6, 5.5 | |||
| Mon | Nov 16 | Review of Midterm | |||
| Tue | Nov 17 | ||||
| Wed | Nov 18 | CB: sec 7.3, 4.7, 5.5 | HW #06 due Nov 25 | Key | |
| Fri | Nov 20 | CB: sec 7.3, 4.7, 5.5 | |||
| Mon | Nov 23 | ||||
| Tue | Nov 24 | ||||
| Wed | Nov 25 | ||||
| Fri | Nov 27 | Holiday | HW #07 due Dec 4 | Key | |
| Mon | Nov 30 | CB: sec 7.2 | |||
| Tue | Dec 1 | ||||
| Wed | Dec 2 | ||||
| Fri | Dec 4 | HW #08 due Dec 11 | Key | ||
| Mon | Dec 7 | ||||
| Tue | Dec 8 | ||||
| Wed | Dec 9 | ||||
| Fri | Dec 11 | Review (Top 10 Lists-additional) | |||
| Mon | Dec 14 | FINAL EXAM Key | Closed book, closed notes | 12:40 - 2:20pm, HST 747 | |
Contact Information, Course Meeting Times, and Office Hours
| Instructor: | Scott S. Emerson, M.D., Ph.D. | Assistants Nilanjana Laha nlaha@uw.edu |
| Office: | HSB H655-J | |
| Phone: | 206-616-6678 | |
| Email: | semerson@uw.edu | |
| Office Hours: | M 2:00 - 3:30; F 1:30p - 2:30p (or by appointment) |
Times and Places
| M | 10:30am - 11:20am | HST 747 |
| Tu | 12:30pm - 1:20pm | HST 733 |
| W | 10:30am - 11:20am | HST 733 |
| F | 10:30am - 11:20am | HCK 320 |
| Casella & Berger: | Statistical Inference | |
| Dudewicz & Mishra: | Modern Mathematical Statistics | |
| Feller: | An Introduction to Probability Theory and its Applications, Vol. 1 | |
| Ross: | A First Course in Probability | |
| DeGroot & Schervish: | Probability and Statistics (3rd ed.) | |
| Bickel & Doksum: | Mathematical Statistics – Basic Ideas and Selected Topics | |
| Ferguson: | Mathematical Statistics - A Decision-theoretic Approach | |
| Arnold: | Mathematical Statistics | |
| Rao: | Linear Statistical Inference | |
| Kendall, Stuart & Ord: | Kendall's Advanced Theory of Statistics | |
| Knight: | Mathematical Statistics | |
| Hogg, McKean & Craig: | Introduction to Mathematical Statistics (6th ed.) | |
| Mood, Graybill & Boes: | Introduction to the Theory of Statistics (3rd ed.) | |
| Severini: | Elements of Distribution Theory |