STA 2212H: Mathematical Statistics II
January 11 to April 5 2022
Tuesday 10.10 am - 1.00 pm Eastern
Online January 11 through Feb 15
GB 248 Mar 1 through April 6
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Office Hours
Mondays 7.00 -- 8.00 pm, Tuesdays 5.00--6.00 pmWeek 12 April 5
- Slides
- Slides with scribbles
- Recording
- Drton \& Maathuis, 2017, Annual Review on graphical models
- Significance Magazine latest issue; "Remembering D R Cox" (p.30)
- IMS Bulletin Obituary for Cox, plus column by D Witten "advice for graduate students" here.
Week 11 March 29
Week 10 March 22
- Slides
- Slides with scribbles
- Recording
- PNAS paper on violence and political partisanship
- Chapter 1 Efron Large Scale Inference; has proof that James-Stein estimator has smaller risk than the mle.
- Control group post
Week 9 March 15
Week 8 March 8
Week 7 March 1
- Slides
- Slides with scribbles
- Recording Part 1
- Recording Part 2
- New England J Med article on Pfizer vaccine trials
- Appendix
Week 6 February 15 (thanks to Yanbo Tang)
Week 5 February 8
- Slides
- Slides (with scribbles)
- Recording Part 1 (recorded after class)
- Recording Part 2 (live)
- Diagnostic testing Wikipedia
- Large-Scale Testing by Efron, Chapter 4. (Has proof of B-H.)
- Ferreira and Zwinderman, 2006 Lovely paper on Benjamini-Hochberg and its connection to goodness of fit.
Week 4 February 1
- Slides
- Slides (with scribbles)
- PNAS article on faces and gender
- Recording
Week 3 January 25
- Slides
- Slides with scribbles
- Recording Part 1 (Recorded after class)
- Recording Part 2 (Live)
Week 2 January 18
- Slides
- Slides with scribbles
- Recording
- Updated syllabus
- Science article on MS
- NY Times article on MS
Week 1 January 11
- Handout on likelihood inference
- Slides
- Slides with scribbles
- Examples from MS I HW 3
- Video on rapid antigen tests from BC Covid modelling group
- Recording
Course Information Sheet
Syllabus (updated Feb 12 2022)
We will use Piazza for discussion, you will find an entry for Piazza in the course menu. If you click it, you will be asked to sign up. Please see the instructions in the handout, especially the highlighted bits.
Texts
- Required: All of Statistics by L. Wasserman.
- Recommended: Statistical Models by A.C. Davison.
- Interesting: Computer Age Statistical Inference by B. Efron and T. Hastie
- Helpful: Mathematical Statistics by K. Knight.
- Helpful: Statistical Inference by G. Casella and R.L. Berger
Computing
I will always refer to the R computing package and I highly recommend the RStudio environment. You will need to install both of these on your laptop. I am using Version 4.1.1 of R, and Version 1.4.1717 of Rstudio. You can download R from https://cran.r-project.org/ and the free Desktop Version of Rstudio from https://rstudio.com/products/rstudio/\#rstudio-desktop.I also strongly recommend using R Markdown to prepare your homework, but you can use LateX or Word if you must. For questions involving computing you will need to submit working code. This is easy in R Markdown, but R scripts will also be accepted. Neat homework makes it easier on the grader, and a happy grader is a generous grader.