Syllabus
Instructor:
Lie Wang, liewang@math.mit.edu, Office: E18-324 (phone: 617-253-3665)
Course homepage:
Most of the materials including announcements, homework, etc. will be available on this site.
Text Book:
Mathematical Statistics: Basic Ideas and Selected Topics. Vol 1. Second Edition. By Peter Bickel and Kjell Doksum.
Reading Materials:
Test of Mean Vector (“An Introduction to Multivariate Statistical Analysis: 3rd Edition”, by T. W. Anderson)
"The control of the false discovery rate in multiple testing under dependency”, Benjamini, Y. and Yekutieli, D. (2001), Annals of Statistics 29 (4): 1165–1188.
Office Hours:
Lie Wang: Tuesday 1:00pm-3:00pm. (Or by appointment)
Homework:
1. Homework will be assigned.
2. Homework will be collected in the class and will be graded.
3. If you need extension on the homework, contact me before the due date. Otherwise no late homework is acceptable.
4. You are supposed to work individually, not in group.
Exams:
There will be two midterms. (We do not have a final exam.)
Take
Home Exam 1: Due March 31st ,2014.
Take
Home Exam 2: Due May 14th, 2014.
Grade allocation:
Homework
Homework1: Due 19/02/2014, Book pages
Homework2: Due 26/02/2014, Book pages
Homework3: Due 05/03/2014, Book pages
Homework4: Due 12/03/2014, Book pages
Homework5: Due 19/03/2014, Book pages
Homework7: Due 30/04/2014, Book pages
Homework8: Due 04/05/2014, Book pages
Lectures
02/10/2014:
Decision framework.
02/12/2014:
Sufficiency, Exponential Family.