Lecture and HW Schedule

ST794 - Spring 2010

Lecture and HW Schedule


Lecture 1 (Tues., Jan. 12): Introduction, class organization, grading, course overview. Bootstrap variance estimation.

Lecture 2 (Thurs., Jan. 14): Bootstrap confidence intervals

HW Assignment 1: Problems 11.3, 11.4, 11.5 (boot.var), 11.6. Due Thurs., Jan. 21.

Lecture 3 (Tues., Jan. 19): Bootstrap c.i.'s continued and begin hypothesis testing.

Lecture 4 (Thurs., Jan. 21): Bootstrap testing: comparing 2 variances example.

Lecture 5 (Tues., Jan. 26): Bootstrap CLT. "99" rule.

Lecture 6 (Thurs., Jan. 28): Begin Ch. 12, rank and permutation methods.

HW Assignment 2: Problems (in new ch. numbering) 11.8, 11.15, 11.16 (R code), 11.17 and either 11.9 or 11.13. Due Thurs., Feb. 4.

Lecture 7 (Tues., Feb. 2): Simple two-sample example and permutation test theory.

Lecture 8 (Thurs., Feb. 4): Various forms of the Wilcoxon Rank Sum statistic and approximations.

HW Assignment 3: Problems 12.2, 12.5, 12.6, 12.8, 12.13, 12.14. Due Thurs., Feb. 11.

Lecture 9 (Tues, Feb. 9): Box-Andersen approximation, Locally Most Powerful rank Tests.

Lecture 10 (Thurs., Feb. 11):Pitman ARE.

HW Assignment 4: Problems 12.16 (modified), 12.26, 12.27, 12.29, 12.33 (new). Due Thurs., Feb. 18.

Lecture 11 (Tues, Feb. 16): Permutation and rank tests for k-sample problem and other situations.

Lecture 12 (Thurs., Feb. 18):Permutation view of exact contingency table analysis, confidence intervals from permutation tests.

HW Assignment 5: Problems 12.18, 12.34 (new), 12.35 (new, R code for sampling from the permutation distribution, R code for Wilcoxon Rank Sum), 12.39 (new, R code for exact one-sample permutation test). Due Thurs., Feb. 18.

Lecture 13 (Tues, Feb. 23): Begin Ch. 4, Bayesian Methods.

Lecture 14 (Thurs., Feb. 25): Normal Bayes models, Bayes estimators, credible intervals.

HW Assignment 6: 4.1, 4.2, 4.3, 4.6, 4.10, 4.17. Due Thurs., Mar. 25.

Lecture 15 (Tues, Mar. 2): Credible intervals.

Lecture 16 (Thurs., Mar. 4): Conjugate and noninformative priors.

Mid-Term, Tuesday, March 9, 10:00--12 noon.

Lecture 17 (Thurs., Mar. 11): Normal models with variance unknown.

Spring Break, March 15-19.

Lecture 18 (Tues, Mar. 23): Hierarchical and empirical Bayes.

Lecture 19 (Thurs., Mar. 25): Monte Carlo estimation of posteriors.

HW Assignment 7: 4.11, 4.12, 4.13, 4.15, 4.16. Due Thurs., April 8.

Lecture 20 (Tues, Mar. 30): Two papers by Brad Efron.

Spring Holiday, April 1-2

Lecture 21 (Tues, April 6): "The Future of Indirect Evidence" by B. Efron.

Lecture 22 (Thurs., April 8): Basu's Theorem.

HW Assignment 8: HW related to Efron's paper. Due Thurs., April 15.

Lecture 23 (Tues, April 13): Exponential families and Rao-Blackwell Theorem.

Lecture 24 (Thurs., April 18): Rao-Blackwell examples and MVUE.

HW Assignment 9: HW related to testing. Due Thurs., April 29.

Lecture 25 (Tues, April 20): Neyman-Pearson lemma.

Lecture 26 (Thurs., April 22): Extensions of the NP lemma.

Lecture 27 (Tues, April 27): UMPU tests.

Lecture 28 (Thurs., April 29): Intersection-union tests.

Final Exam - May 11, 8-11 am.