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


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.

Most Graduate student TAs would be able to help you with the material in STA 611.

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



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.