MATH E-156 Mathematical Statistics

Syllabus Fall 2022

Lectures: Emerson Hall 108, Mondays, 5:50 pm – 7:50 pm

Lectures will be live-streamed with the video being available via the course website within 2–4 hours.
Instructor: Dr. Dmitry Kurochkin, Senior Research Analyst, Harvard University
E-mail: dkurochkin@fas.harvard.edu
Website: https://canvas.harvard.edu/courses/110971
Office Hours: By request via zoom
Teaching Fellows: TBA e-mail: TBA

Prerequisites:
MATH E-15 or equivalent. No prior knowledge of probability is assumed. Students are required to
take a short pretest at the beginning of the course. The pretest score does not count toward the final
grade but helps students understand whether their background in calculus positions them for success
in this course.

Text:
John A. Rice,
Mathematical Statistics and Data Analysis, Cengage Learning, 3rd ed., 2006
ISBN: 978-8-131-51954-7

Optional reading:
Joseph K. Blitzstein and Jessica Hwang,
Introduction to Probability, Chapman and Hall/CRC, 2nd ed., 2019
ISBN: 978-1-138-36991-7
Electronic copy of the book is available via the author’s webpage: Introduction to Probability.
George Casella and Roger L. Berger,
Statistical Inference, Cengage Learning, 2nd ed., 2001
ISBN: 978-0-534-24312-8

Course Description:
This course is an introduction to mathematical statistics and data analysis. It starts by introducing cen-
tral concepts of probability theory (events, probability measure, random variables, distributions, joint
distributions, and conditional distributions) and then moves on to the development of mathematical
foundations of statistical inference. Topics covered in the course include random variables, expectations,
parameter estimation (method of moments, method of maximum likelihood, and Bayesian approach),
properties of point estimators (bias, variance, consistency, and efficiency), confidence intervals, hy-
potheses testing, likelihood ratio test, data summary methods, and introduction to linear regression.
A class of distributions, including chi-squared, t, and F distributions, the distributions derived from
normal that occur in many applications of hypothesis testing and statistical inference, are introduced.

Tentative List of Topics:

◦ Sample Space, Probability Measure

◦ Conditional Probability, Independence

◦ Random Variables, Common Distributions

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 ◦ Joint Distributions, Conditional Distributions
◦ Expectation, Variance, Correlation, Conditional Expectation
◦ Moment Generating Functions
◦ Limit Theorems
◦ Distributions Derived from the Normal Distribution
◦ Parameter Estimation (Method of Moments, MLE, and Bayesian Approach)
◦ Properties of Point Estimators (Bias, Consistency, and Efficiency),
◦ Confidence Intervals
◦ Hypotheses Testing
◦ Likelihood Ratio Test
◦ Introduction to Linear Regression

Homework:
Except when especially noted, homework assignments consisting of eight problems will be due before
each lecture. The assignments will be posted on Canvas website and will consist of series of problems
that help students enhance their understanding of the underlying theory. The solutions should be
submitted in a form of a single PDF file.
Note on the deadline and penalty:
Solutions to the assignments submitted later than 1, 2, 3, 4, and 5 days after the due date will be
penalized by 10%, 20%, 30%, 40%, and 100%, respectively. In case you need an extension, please
coordinate with the instructor prior to the due day.

Quizzes:
An online quiz will be due before each class. The quiz will consist of 5 basic questions on understanding
of studied principals. No late quizzes will be allowed.

Midterm Exam:
The midterm exam will be released on October 17 and due October 24 at 5:50 pm (Eastern Time).
The test will be similar to Homework exercises but cover topics studied up to this date. Late midterm
will not be accepted.

Final:
The final examination will be due at 11:59 pm (Eastern Time) on December 12 (no lecture on December
12). The exam will be cumulative covering all topics studied. Late final will not be accepted.

Attendance:
Regular attendance (whether on campus or online) is expected but will not be taken. Recorded lectures
will be available via the course website within 24 hours after the lecture.

Participation:
Although no credit is allocated for participation, everyone is encouraged to constructively participate
in class by asking relevant questions. It is important that you check the e-mail registered with Canvas
regularly and monitor course announcements and also participate in discussions on Piazza, the forum
available at https://piazza.com/class/l5zrkfyarhh5qt. All related questions will be discussed on
Piazza.

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Grading:
The semester average is calculated using the formula:
Graduate credit
Grade = 0.25 · Homework
+ 0.20 · Quizzes
+ 0.25 · Midterm
+ 0.30 · Final
Undergraduate credit
Grade = 0.25 · (Homework · 8/7)
+ 0.20 · (Quizzes · 5/4)
+ 0.25 · (Midterm · 8/7)
+ 0.30 · (Final · 8/7)

i.e. graduate students are expected to solve all problems while students registered for undergraduate credit
can skip one question of their choice on each assignment, quiz, midterm, and final. Moreover, whenever an
undergraduate student solves all problems, she or he receives extra credit.

Academic Integrity:
You are responsible for understanding Harvard Extension School policies on academic integrity (www.extension.
harvard.edu/resources-policies/student-conduct/academic-integrity) and how to use sources responsi-
bly. Not knowing the rules, misunderstanding the rules, running out of time, submitting the wrong draft, or
being overwhelmed with multiple demands are not acceptable excuses. There are no excuses for failure to
uphold academic integrity. To support your learning about academic citation rules, please visit the Harvard
Extension School Tips to Avoid Plagiarism (www.extension.harvard.edu/resources-policies/resources/
tips-avoid-plagiarism), where you’ll find links to the Harvard Guide to Using Sources and two free online
15-minute tutorials to test your knowledge of academic citation policy. The tutorials are anonymous open-
learning tools.

Publishing or Distributing Course Materials:

Students may not post, publish, sell, or otherwise publicly distribute course materials without the written
permission of the course instructor. Such materials include, but are not limited to, the following: lecture
notes, lecture slides, video, or audio recordings, assignments, problem sets, examinations, other students’ work,
and answer keys. Students who sell, post, publish, or distribute course materials without written permission,
whether for the purposes of soliciting answers or otherwise, may be subject to disciplinary action, up to and
including requirement to withdraw. Further, students may not make video or audio recordings of class sessions
for their own use without written permission of the instructor.

Disability Accommodations:
The Extension School is committed to providing an accessible academic community. The Accessibility Office of-
fers a variety of accommodations and services to students with documented disabilities. More information can be
found at https://extension.harvard.edu/for-students/support-and-services/accessibility-services/

Dates of Interest:
◦ Harvard Extension School classes begin, August 29
◦ Pretest is due, September 2
◦ Last day to change the credit status, September 6, 2022
◦ Course drop deadline for full-tuition refund, September 6, 2022
◦ Quiz 1 is due, September 12
◦ Assignment 1 is due, September 12
◦ Course drop deadline for half-tuition refund, September 13, 2022
◦ Midterm Exam is due, October 24, 5:50 pm (Eastern Time)
◦ Withdrawal deadline, November 18, 2022
◦ Final Exam is due, December 12, 11:59 pm (Eastern Time)