Zhou Fan, Stanford University, Autumn 2016
Course schedule (tentative)
Unit 0 - Introduction and toolsMon 9/26 | Course introduction, polling | Rice 7.1-7.3 |
Wed 9/28 | Probability review | Rice 4.5 (review Chapter 2, 4.1-4.2 if necessary) |
Fri 9/30 | Probability review (cont'd) | Blitzstein/Hwang 7.5, Rice 6.2 (review Rice 3.2-3.3, 4.3 if necessary) |
Fri 9/30, 3-4PM, Sequoia Hall room 200: Introduction to R | ||
Mon 10/3 | Asymptotics and simulation | Rice 5.1-5.3 |
Wed 10/5 | Testing a simple null hypothesis | Rice 9.7-9.8 |
Fri 10/7 | Simple alternatives, Neyman-Pearson lemma | Rice 9.1-9.2 |
Mon 10/10 | Composite hypotheses and the t-test | Rice 6.3 |
Wed 10/12 | Two-sample t-test and signed rank test | Rice 11.1-11.2.1 (skip pgs. 426-427), 11.3.2-11.3.3 |
Fri 10/14 | Rank sum test and permutation tests | Rice 11.2.3 (pgs. 435-441), Wasserman 10.5 |
Mon 10/17 | Experimental design | Rice 11.2.2, 11.3-11.3.1, 11.4 |
Wed 10/19 | Testing multiple hypotheses | Wasserman 10.7 |
Mon 10/24 | Parametric models, method of moments estimation | Rice 8.1-8.4 |
Wed 10/26 | Maximum likelihood estimation | Rice 8.5-8.5.1 |
Fri 10/28 | Consistency and asymptotic normality of the MLE | Rice 8.5.2 |
Mon 10/31 | Fisher information, the Cramer-Rao lower bound | Rice 8.7 |
Tue 11/1, 6:30-8:30PM, Room 320-105: Midterm exam | ||
Wed 11/2 | MLE under model misspecification | Notes by CJ Geyer, 1.1-1.7 and 2.1-2.4 |
Fri 11/4 | Plug-in estimators, the delta method | Rice 4.6, Wasserman 5.5 |
Mon 11/7 | Confidence intervals | Rice 7.3.3 (pgs. 217-220), 8.5.3 |
Wed 11/9 | The bootstrap | Wasserman 8.1-8.3, Rice 8.5.3 (pgs. 284-285), Rice 10.4.6 |
Fri 11/11 | Bayesian analysis | Rice 8.6 |
Mon 11/14 | Prior distributions | Rice 8.6.1-8.6.2 |
Wed 11/16 | Generalized likelihood ratio test | Rice 9.4 |
Fri 11/18 | Testing in contingency tables | Rice 9.5, 13.3, 13.4 |
Mon 11/28 | The Bradley-Terry model | |
Wed 11/30 | The linear model | |
Fri 12/2 | Logistic regression | |
Mon 12/5 | Poisson regression | |
Wed 12/7 | The proportional hazards model | |
Fri 12/9 | Course review, looking ahead | |
Fri 12/16, 8:30-11:30AM, Mudd Chemistry Building AUD: Final exam |