**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 31 ^{st} ,2014.*

*Take
Home Exam 2: Due May 14 ^{th}, 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.__