STAT 481 / ECON 580 / CS & SS 481

INTRODUCTION TO MATHEMATICAL STATISTICS

FALL 2007



This course is an introduction to the mathematical theory of probability and statistical inference. It focuses on the basic theory and principles underlying statistical methods. Emphasis will be placed on mastering concepts and techniques needed for subsequent work in economics, econometrics, and other disciplines. Students who complete 481/580 will be well prepared to study the application of statistical methods in courses such as STAT 421/423/427, ECON 581/582, or other similar courses.



Instructor: Hanna Jankowski
E-mail: hanna[at]stat.washington.edu
Please include "[481]" (or "[580]") in the subject of your e-mail. Also, plain text messages only, no html.
Office: B-220 Padelford Hall
Office hours: Mondays 12:30-2pm (except October 8th), or by appointment. No drop-ins, please.

NB. Please note that I am away from the UW as of December 15th. I will still be checking my e-mail, but it may take me longer than usual to get back to you.

Teaching Assistant: Will Kleiber
E-mail: wkleiber[at]stat.washington.edu
Office: C-312 Padelford Hall
Office hours: Tuesdays and Thursdays 10:30-11:20, or by appointment. No drop-ins, please.
Will's office hours will be held in the stat lounge: PDL B-302A.

NB. Regular office hours will not be held after December 7th. Please see exam schedule below for additional office hours.



Final Exam Info:

  • The final exam will be held on Dec.12th at 8:30-10:30 am. We will be in JHN 102 (shouldn't be as difficult to find as the fisheries place was).
  • Same deal as the midterm: you'll get a formula sheet. This will be made up of the previous version plus the new contributions.
  • Practice tests: Here is an old practice final from a previous instructor (with solutions). However, I feel this is quite different from what I would write for your final. You can get a better idea of my testing style for this material from an undergraduate course I taught here and here (these are also the tests referenced in your practice problems for hypothesis testing). Naturally, the coverage in 342 is quite different, so there'll be stuff in these tests that we did not go over. We will talk about the expectations for the final on the 5th.
  • Lastly, coverage: Currently I'm thinking that the final will emphasize the material we've done that wasn't covered in the midterm. That's not to say that you won't be responsible for the other material as well: we're still calculating means and variances, discussing LLN and CLT etc... I'll be able to say something more concrete later on in the week.
  • Extra office hours: Will, Monday, 11am-1pm in the CSSS Conference Room. Me - Tuesday, 11-2pm, location TBA.
  • [OFFICE HOUR CHANGE] Will's office hours will be held in the CSSS conference room in Padelford. The room number is C14A. This is on the lower level. To get there, take the elevator (the one that goes by the Math library entrance) down to level L. It'll let you off right in front of C14, the CSSS space. If you go through the main doors the conference room will be just on your left.

    My office hours on Tuesday will be in CSSS from 11-12:30 and then I will walk over to Denny 205, where I will stay until 2pm.



    Announcements:

  • [Dec.10] The update formula sheet which you will receive for the final has now been posted. I'm no longer accepting suggestions.
  • [Dec.7] Solutions to assignments 7&8 have now been posted. If there's anything else that I promised you, let me know.
  • [Dec.4] Any suggestions for what time I should have my office hours next Tuesday?
  • [Dec.2] I've just posted the notes for our Bayesian lectures. We'll do more problems tomorrow in lecture. For our remaining time together, I'd like to study some very basic nonparametric tools.
  • [Dec.2] I've posted some additional practice problems for you. Solutions to these will be posted shortly (or they'll be taken up during the last tutorial).
  • [Nov.28] I've been trying to find some good reading on Bayesian methods for you... a search in the library didn't yield anything. My best recommendation is still the Lavine text. I'm also posting some links from the internet here:
    [R. Neal's Tutorial] - more advanced, but addresses some questions you guys asked in class.
    The book titled "Bayesian Data Analysis" by Gelman et al. also looks really good. Alas, none of the copies in our library are available right now. You may want to keep it in mind for the future.
  • [Nov.27] As I've discussed with some of you, I am giving out a bonus assignment. It's posted with the other assignments. Please read the instructions carefully; they contain info on how much this assignment is worth and how the other bonus problems relate.
  • [Nov.25] There's a typo on the bonus problem in assignment 6. The definition is X = Z if Z<=1. If you have questions, ask me.
  • [Nov.24] I've posted the seventh (and last) assignment. It's due one week from Monday.
  • [Nov.21] Here is a link to the birth control example I mentioned today. Also, I sent out an e-mail correcting one of the problems on the next assignment (FYI).
  • [Nov.19] C.R. Rao received the National Medal of Science : more info. Notably, C.R. Rao was a student of Fisher's. If you have too much time on your hands you can check out how I fit into this at the math genealogy pages.
  • [Nov.19] I've also posted some extra practice problems for MOM/MLE.
  • [Nov.19] I've just posted the notes from today's lecture. I will update these to include the remaining lectures on hypothesis testing soon.
  • [Nov.19] I've posted the Rscript and data files from Will's tutorial on Friday.
  • [Nov.19] I have made some changes to the notes posted for parameter estimation (last 2.5 lectures). The changes from the last posting are in red.
  • [Nov.18] The next assignment has been posted. I will post some practice problems and a write-up of the class notes asap.
  • [Oct.17] Let's see if this works: [Message Board].
  • [Oct.17] Another potential source of help for those of you that are finding the course difficult is the Statistics Help Center. They don't officially cover 481, but chances are that someone will be able to help you.
  • [Oct.10] Here is a list of mathematical symbols, thanks to Suresh.
  • [Oct.8] Solutions to the calculus quiz are posted here. Thanks Will!
  • [Sept.27] [Here] is a scanned version of the review notes.



    Syllabus NB. This is the updated syllabus, the old had incorrent e-mails.

    Course Schedule This is where I will keep an updated list of material covered, lecture notes, assigned readings for the next lecture, and quiz/lab locations.

    Assignments

    Introduction to Statistical Thought One of our textbooks.

    R Our software: where to get it and how to use it.