Fall 2008
STAT 513 - Theory of Statistical Inference
Tuesday / Thursday 9:30-10:45
201A LeConte

Instructor: Dr. Brian Habing, Associate Professor
office: 203 LeConte
e-mail: habing@stat.sc.edu
MSN messenger: brian@habing.com
AOL or Yahoo messenger: DrStatpsy
FAX: (803)777-4048
office phone: (803)777-3578
home phone: (803)739-2686 (9am to 10pm only)
Office Hours: whenever the door is open, by appointment, and
Monday/Wednesday/Friday 9:30-11:30
Website: http://www.stat.sc.edu/~habing/courses/513F08.html
Bulletin Description:STAT 513—Theory of Statistical Inference. (3) (Prereq: STAT 512 with a grade of C or higher) Hypothesis testing, Neyman-Pearson Theorem, best tests, likelihood ratio tests; sufficient statistics, Rao-Blackwell theorem, completeness; efficiency, sequential probability ratio test, multiple comparisons.
Note: The deadline for dropping the course without failing is Thursday, October 2nd
Thursday, October 9th; Tuesday, November 4th; and Thursday, November 27th are holidays
Learning Outcomes: This course follows STAT 511-512 to complete a three course sequence covering mathematical statistics. Following the estimation topics in STAT 512, the major topic in STAT 513 is hypothesis testing, including the Neyman-Pearson lemma, likelihood ratio tests, sequential probability ratio tests, and multiple comparisons. This work on estimation and testing is then expanded to the cases of linear models (regression and ANOVA) and generalized linear models (contingency tables and logistic regression). Finally, Bayesian methodology is introduced. Upon successful completion of this course, students should be able to:
  • Form/calculate and interpret statistical hypotheses, error rates, and power
  • Construct appropriate hypothesis tests for basic settings (e.g. 1-sample and 2-sample for means and variances)
  • Explain the basics of estimation and testing for linear and generalized linear statistical models
  • Perform and interpret Bayesian statistical analyses for the basic settings
  • Expectations: All students are expected to:
  • Attend class regularly, asking questions when clarification is needed and participating in any in-class activities.
  • Read the pages covered in each class before the following class period. The pages will be listed on board at the start of each class.
  • Attempt all of the assigned homework problems and turn them in before the start of the class in which they are due
  • Use the resource of their fellow students and their instructor to seek answers to questions that arise in class, in the readings, and on the homework
  • Required Text: Mathematical Statistics with Applications by Wackerly, Mendenhall, and Scheaffer (Thompson Learning, Inc. 2008).
    Computers: The free statistical package R will periodically be used to demonstrate concepts and may be required for some homework assignments. No previous experience with R is expected, and a link to thorough instructions (as needed) will be on the course web-page.
    Exams and
    Topics Covered:
    There will be three in class exams (including the final). The first exam will be on Tuesday, September 23rd; the second exam will be on Thursday, October 30th; the final exam will be at 2:00pm on Monday, December 8.

    Incidence of cheating and academic dishonesty will be punished to the full extent allowed by university regulations.

    Quizzes: There will be six brief (less than fifteen minute) quizzes on: September 4th, September 18th, October 14th, October 28th, November 13th, and December 4th.

    The lowest quiz grade will be discarded.

    Homework: Homework is due at the beginning of the class period it was assigned for. Late homework is not accepted. Homework will be assigned at least one week in advance in class, and will also be posted on the class website.

    Any handwriting on the homework must be legible, the work used to obtain the answers must be shown and correct, and the final answers must be clearly indicated in order to receive full credit.

    Extra points may be deducted for violating any of the following:

    • Write on one side of the paper only.
    • Multiple pages must be stapled together. No clips.
    • Copies of the computer code used must be included with any homework requiring R.
    • Your name should be on the first page of the assignment.

    You MAY consult with other students on the homework assignments (e.g. you can ask each other for advice and may work on the big picture together, but you should write up the details yourself).

    The lowest homework grade will be discarded.

    Grades: The grades are determined by the scores on the homework, quizzes, and exams as follows:
    Homework100 points
    Quizzes25 points
    Exam 1100 points
    Exam 2100 points
    Final Exam100 points

    The grading scale may be adjusted as needed, but will not be made more difficult than:

    LetterMinimum
    GradePercent
    A90
    B+87
    B80
    C+77
    C70
    D+67
    D60
    F0

    There is no "extra credit". Any deviations from the above grading scheme will be to the benefit of the students.

    Graduate
    Credit:
    Students taking the course for graduate credit will be assigned extra questions on the take homework assignments.
    Complaints
    and
    Comments:
    While there are end of semester evaluation forms, they come far too late to resolve any difficulties experienced in the class. All complaints should be raised by either speaking with me directly, or by anonymously leaving a message in my mailbox in 216 LeConte.