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Advanced-Mathematical-Statistics

Lecturer:

  • Ma Xuejun
  • Associate Professor
  • Department of Statistics
  • School of Mathematical Sciences
  • Soochow University
  • Email: xuejunma@suda.edu.cn

bf Time and Venue:

Monday 5,6 and Wednesday 3,4 博远楼208.

Office Hour:

Tuesday: 09:00-11:00 AM, 维格堂 215.

Textbook:

  • Statistical Inference by George Casella and Roger L. Berger
  • Mathematical Statistics by Jun Shao.

Assessment:

  • Tutorials (20%):. This is to check the completeness. I will discuss the tutorials on last hour of the second class each week.
  • Final exam (60%): Exam will be CLOSED BOOK. However, each student is allowed to bring ONE A4 papers (two-sided) to the exam venue. Anything can be written/printed on those papers. One calculator without programming function is allowed and necessary . Computers are prohibited.

Note: Fail to take the final exam will fail to pass the course.

Course details:

  1. Review of Basic Probability
  2. Convergence of Random Variables (1)
  3. Convergence of Random Variables (2)
  4. Law of Large Numbers and Central Limit Theorem
  5. Edgeworth Expansion and Models
  6. Statistics
  7. Estimators (1)
  8. Estimators (2)
  9. UMVUE
  10. Bayes Estimator and Minimax Estimator
  11. Asymptotics
  12. Hypothesis Testing
  13. Multiple Testing
  14. Confidence Sets (1)
  15. Confidence Sets (2)
  16. Review

Acknowledgements

We would like to thank Professor Tian Maozai and Professor Wang Wanjie for sending slides and beneficial discussions.

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