1Winter, 2011

Mathematics 641
Advanced Theory of Statistics
Instructor: Dr. David C. Vaughan
Office: Bricker Academic Building, Room 5!
Telephone: ""#$0!10 e%t: 22&!
E-mail: dvaughan'(lu.ca
Office Hours: )onda* 1:0 + :0 ,.m. or -* a,,ointment.
Lecture Time and Location:
)onda* and Wedne.da* 10:00 a.m. + 11:20 a.m. in BA #02.
Textbook:
/eorge Ca.ella and Roger 0. Berger, Statistical Inference. 2001. 1econd 2dition. Du%-ur*.
Calendar Description:
3hi. cour.e ,re.ent. a rigorou. develo,ment o4: ,oint and interval e.timation5 .u44icienc*,
e44icienc*, un-ia.edne.., and con.i.tenc*. 3o,ic. include: ma%imum likelihood and Ba*e.ian
e.timation5 e%changea-ilit*5 invariance5 deci.ion theor*5 large .am,le theor*5 o,timalit* criteria
and mo.t ,o(er4ul te.t.5 likelihood ratio te.t.5 and ro-u.tne...
Topics Include:
6ntroduction and Revie(
1tati.tical )odel., 2.timation Criteria
)ethod. o4 2.timation: )a%imum 0ikelihood, Ba*e.ian 2.timation
Deci.ion 3heor*
A.*m,totic.
3e.ting and Con4idence region.: 7)8, 0ikelihood Ratio, Ro-u.tne..
9on,arametric Regre..ion and Re.am,ling )ethod. :A. time ,ermit.;
Evaluation and llocation of !rades:
3here (ill -e 4our take$home <ui==e. and one three$hour cumulative 4inal e%amination. 3he
grade. allocation and tentative .chedule are a. 4ollo(.:
Evaluation llocation "chedule
>ui==e. 15? 2ver* other even (eek, Wedne.da*.
A..ignment. 15? 2ver* other odd (eek, due in Wedne.da*@. cla..
)id 3erm 25? Wedne.da*, )arch 2, 2011, in cla..
Ainal 2%am #5? hour., Date and time 3BA
1The final mark #ill be converted to a letter $rade in accordance #ith the conversion table in
the $raduate calendar%