# STA 611: Introduction to Mathematical Statistics

Lectures: Tue-Thu 4:40-5:55pm in 116 Old Chemistry Building

 Instructor: Teaching Assistant: Teaching Assistant: Sanvesh Srivastava Shahryar Minhas Ksenia Kyzyurova E-mail: ss602 at stat.duke.edu shahryar dot minhas at duke.edu ksenia at stat.duke.edu Office: Old Chemistry building 211A Old Chemistry building 211A Old Chemistry building 211A Office Hour: Tuesdays 2:45-3:45pm Wednesdays 1:30pm-2:30pm Wednesdays 4:00-6:00pm

## Information about the Final Exam

• When: Sun, Dec 14, 7pm - 10pm
• Where: 116 Old Chemistry building (our classroom)
• What: Chapters 1 - 9 (except the sections I said you could skip - see lecture notes)
• The exam is closed book and closed notes
• You may bring two "cheat sheets", letter size.
• Bring a calculator - one that does not connect to internet or mobile network (That is, no phones, Ipods etc)
• Tables (normal, t, chi-square, F) will be provided
You can come by my office to pick up your homework on Tuesday Dec 2 2:45pm-3:45pm or Friday December 5 11:30am-3pm.

## Syllabus

The syllabus can be found here.

## Statistical Education Center (SEC)

The SEC offers help sessions from 4:00pm to 8:00pm Sunday through Thursday in Old Chemistry 211A. A team of teaching assistants are available for students to ask questions on material from undergraduate and graduate courses taught by the Statistics department.

The Schedule of the SEC can be found here

## Homework assignments

After the homework has been graded the solutions will be posted here (in Sakai).

 Homework 1 - due Sep 4: Problems not in the book: HW1extra.pdf 1.4: 1, 6, 8 1.5: 3, 4, 8, 10, 14 1.6: 1, 6 1.7: 4, 5, 6 1.8: 2, 3, 4, 12 Homework 2 - due Sep 11: 2.1: 4, 14 2.2: 2, 12 2.3: 5, 6 3.1: 9, 10 3.2: 4, 8 Homework 3 - due Sep 18: 3.3: 4, 6, 15 3.4: 2, 4 3.5: 7, 8 3.6: 2, 12 3.8: 2, 6, 8 3.9: 6, 7 4.1: 4, 6 4.2: 3, 8 Homework 4 - due Sep 25: 4.3: 2, 4, 6 4.4: 8, 10 4.5: 2, 6 4.6: 5, 7, 12, 18 4.7: 7 5.2: 6, 9, 10, 11 5.4: 9, 10, 15 Homework 5 - due Oct 2: 5.5: 2 5.6: 4, 6, 10, 14, 22 5.7: 1, 6, 10, 22 5.10: 1, 2, 4, 5, 11 Homework 6 - due Oct 9 6.2: 2, 6, 8 6.3: 3, 10, 13 7.2: 2, 4, 6 Homework 7 - due Oct 16 7.3: 5, 10, 12, 15, 22 7.4: 5, 6, 7, 9 7.5: 5, 9, 11 7.6: 2, 5, 22 Homework 8 - due Oct 30 8.1: 2, 4 8.2: 1, 4, 9 8.3: 1, 7, 8 8.4: 2, 6 Homework 8 - due Nov 6 Homework 8 Homework 9 - due Nov 13 Homework 9

## Tentative schedule and Lecture notes

The table below will contain lecture slides and will be updated periodically.

 Date Lecture Slides Chapter Aug 26 Introduction to probability Lecture 1 1.1-1.4 Aug 28 Conditional probability Lecture 2 1.5-1.9 and 2.1-2.3 Sep 2 Random Variables and distributions Lecture 3 3.1-3.3 Sep 4 Random Variables and distributions Lecture 4 3.4-3.7 Sep 9 Random Variables and distributions Lecture 5 3.8-3.9 Sep 11 Expectation Lecture 6 4.1-4.4 Sep 16 Expectation Lecture 7 4.5-4.7 Sep 18 Special Distributions Lecture 8 5.1-5.5 Sep 23 Special Distributions Lecture 9 5.6-5.10 Sep 25 Special Distributions We will finish Lecture 9 today and maybe start Lecture 10 5-6 Sep 30 Law of Large Numbers and the Central Limit Theorem We will pick up where we left of in Lecture 10 (same lecture as above) 6.1-6.3 Oct 2 Estimation Lecture 11 7.1-7.2 Oct 7 Estimation Lecture 12 7.3-7.4 Oct 9 Estimation Lecture 13 7.5-7.7 Oct 14 Fall Break No Class Oct 16 Sampling Distributions Lecture 14 8.1-8.4 Oct 21 Review Template Midterm 1-7 Oct 23 Midterm 1-7 Oct 28 Sampling Distributions Lecture 15 8.5 Oct 30 Sampling Distributions Lecture 16 8.6 Nov 4 Sampling Distributions Lecture 17 8.7 Nov 6 Hypothesis Testing Lecture 18 9.1 Nov 11 Hypothesis Testing Lecture 19 9.1 Nov 13 Hypothesis Testing Lecture 20 9.5 - 9.7 Nov 25 Review Review Final Review 1-9 Nov 27 Thanksgiving No class

## Mathematical Background

Familiarity to the following concepts is essential for your success in this course:
Function, limit, continuity, differentiation (e.g. product rule, quotient rule and chain rule), integration, integration techniques such as integration by parts and by substitution, function of two variables, double integrals, infinite series, maxima and minima of functions.

Take this quiz by yourself, preferably before classes start and no later than by our second class (Thursday August 28) to help you determine whether you have the necessary mathematical background. It should take no more than an hour. Do not look at the solutions beforehand!

A Math Quiz and the Solutions

## Acknowledgment

Most of the materials on this website have been borrowed from a previous course taught by Dr. Jenny Brynjarsdottir.