STA 261s 2006

Introduction to Mathematical Statistics II

University of Toronto at Mississauga, Winter 2006

Lecture: Monday 11:10-12:00 p.m. and Wednesday 11:10-1:00 p.m., Room 263, North Building

Tutorials: Wednesday 9:10-10:00 a.m. in Room 2130, CCIT Building and 10:10-11:00 a.m. in Room 144, North Building

This page is under construction, and will be updated frequently during the term.

Note: If you reached this page through ccnet, you may see a collection of inactive links on the left side of the page. Please disregard them.

Assignment 13 is posted below. A draft of the final formula sheet is posted too.

Here is a copy of the Final exam from 2005. Questions 6 and 8 are on regression, which I did not mention this year. But pay attention to those questions anyway, because the kind of thing that is asked may come up again this year.

Office hours for the final exam.

• Jerry: Tuesday April 18, 11:30-1:30
• Jerry: Thursday April 20, 11:30-1:30
• Jerry: Monday April 24, 11:30-1:30
• Hiro: Tuesday April 25

• Course Outline
• Formula Sheet (Version 4): This is material that you will need, but you do not have to remember. A copy of this formula sheet will be supplied with the Final Exam.
• Assignments: Exercises are not to be handed in; do them in preparation for the corresponding quiz.
  1. Assignment 1: Quiz is on Wed. Jan. 11 at the beginning of lecture. Come late and you will get a zero.
  2. Assignment 2: Quiz is on Wed. Jan. 18 in tutorial.
  3. Assignment 3: For Test One, which is on Wed. Jan. 25 in lecture.
  4. Assignment 4: Read sections 10.1 and 10.2.

     Do Exercises 10.1, 10.2, 10.23, 10.5, 10.6, 10.7 (either an n=1 problem, or X is the sum of n Bernoulis), 10.8 and 10.9 (see Problem 12 of Assignment 1), and 10.11 (same comment as for 10.7). Quiz on Feb 1st in tutorial.

  5. Assignment 5:
     • Read Section 10.3. You are not responsible for the Cramér-Rao inequality or for Theorem 10.2, just for the idea that "efficiency" means smaller variance. Do Exercises 10.21, 10.22, 10.24, 10.25, 10.26, 10.28. When these problems ask for the efficiency of one estimator "relative" to another, all you have to do is say which one has the smaller variance, and prove it.
     • Read Section 10.4. Prove Theorem 10.3. Prove Theorem 10.3b (Presented in class -- see lecture notes). Do exercises 10.33 through 10.39, and 10.41. Quiz in tutorial on Feb. 8th.
  6. Assignment 6: Quiz is on Wed. Feb. 15th in tutorial.
  7. Assignment 7: Test 2 is on Wed. March 1st in lecture.
  8. Assignment 8: Quiz is on Wed. March 8th in tutorial.
  9. Assignment 9: Quiz is on Wed. March 15th in tutorial.
  10. Assignment 10: Quiz is on Wed. March 22nd in tutorial.
  11. Assignment 11: Quiz is on Wed. March 29th in tutorial.
  12. Assignment 12: Quiz is on Wed. April 5th in tutorial.
  13. Assignment 13: Practice for the final exam.
• Handouts
  • Indicator Functions: From the first lecture.
  • Old test and exam questions mostly from STA257. They may help for Test 1, but the assignments are a better guide to what will be on the test.
  • Exercise 10.34: Solution

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