Indiana University Bloomington

Statistics S721
Advanced Statistical Theory I

Contact: Chunfeng Huang (haung48@indiana.edu)
Offered: Fall, 2016
Class Time: 1:00-2:15 WH 108
Class Days: Tu, Th
Capacity: 15
Sequence: Stat-S 722 -- Advanced Statistical Theory II
Pre-Requisites: Prerequisite of Stat-S 620 or consent of instructor. Math M-511, Econ-E571, would be sufficient. Content assumes comfort with calculus and previous exposure to probability at the Math-M463 level.
Algebra Required: Little to none.
Calculus Required: Used thoroughly.
Contact Person for Authorization: No authorization.
Instructor: Chunfeng Huang
Days Per Week Offered: Currently taught twice weekly. No lab.
Recommended follow-up classes: Any course offered by the department of statistics, Math M-563, Econ E-571/572/671 (overlaps with the material to some extent)
Syllabus: Download Syllabus
Keywords: Random variables, probability distributions, convergence concepts, concentration of measure, learning theory, estimators, hypothesis tests, confidence intervals, bootstrap, advanced theory.
Description: This course will cover the basics of probability theory necessary for and understanding of statistical inference (no measure theory). It focuses mainly on the material covered in Chapters 1--10 of Casella and Berger with additional material to supplement as time permits. This course should prepare students for more advanced courses in the statistics department as well as introduce them to a handful of modern theoretical tools useful for statistical research.
Books: Main text - Casella and Berger Statistical Inference, Others - Wasserman All of Statistics, Das Gupta Asymptotic Theory of Statistics and Probability
Substantive Orientation: Informatics, Computer Science, Economics, Business, Math
Statistical Orientation: theoretical
Applied/Theoretical: Theoretical, little to no application
Software: None
How Software is Used: Occasional simulation, or compute the CDF/PDF of some random variable (could be done in anything)
Problem Sets: Weekly
Data Analysis: None.
Presentation: None.
Exams: Midterm and Final
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