MASC02 Inference Theory

Department of Mathematical Statistics
Lund University with Lund Institute of Technology 

Current information for spring semester 2012.
Introductory meeting
March 22, 2012 at 10.15-12.00 in MH:227.
   
Oral exam
May 24, 10:15 - onwards, MH:227. It will contain a written part in the beginning.

Changes in schedule:

NO lectures / seminars on the following dates: April 3,4,5;   May 1, 2, 3, 8, 17, 23

Resit / makeup exam
June 12, 10:15, my office (MH:315)
August 25, 10:15, my office (MH:315). Please email me in advance if you will be attending the re-exam!

Course schedule
The course consists normally of two lectures and one exercise session per week
Lectures are on Tuesdays 10:15-12:00 and Wednesdays 15:15-17:00, MH:227
Exercise sessions / seminars are on Thursdays 10:15-12:00, MH:227
Some additional information (e.g. moved lectures, if needed) will be posted here.

Credits
7.5 ECTS credits
 
Lecturer
Stanislav Volkov
Homepage: http://www.maths.lth.se/matstat/staff/s.volkov/

Course material: The course follows the two books:
E.L. Lehman, G. Casella, Theory of Point Estimation, Springer 1998. (LU e-access, on campus only)
E.L. Lehman, J.P. Romano, Testing Statistical Hypothesis, Springer 2005. (LU e-access)

Only parts of the material in the books will be covered. Both books are nevertheless recommended bying, as they are excellent reference litterature. The background material is treated in Casella and Lehmann chapters 1.2-1.3; students that feel uncertain on whether they have sufficient backgroud should consult these pages. More detailed background information on measure theory and topology can be found here (in Swedish!).

Exercises
Session Date
 Theory Exercise number Problems on 
a single sheet
1 2012-4-12
The inference problem, group families, exponential families LC: 1.1.2, 1.4.13, 1.5.2, 1.5.10(a-e), 1.5.11, 1.5.22, 1.5.26
2 2012-4-19
 Exponential families, sufficiency, convex loss functions, UMVU LC: 1.6.3, 1.6.6, 1.6.7, 1.6.34, 1.6.35(a); also 2.1.1, 2.1.5, 2.1.18.
Do at home also: 2.1.20, 2.2.5, 2.2.15, 2.3.2, 2.3.18 		Seminar 2
3 2012-4-26 Eqivariance problems on a single sheet)
 LC: 3.1.1, 3.1.10, 3.1.11, 3.2.4, 3.2.5, 3.2.6, 3.2.8(a) Seminar 3
4 2012-4-27, 8:15 am
 Average risk optimality (MH:227) obs: extra seminar!
 LC: 4.1.1, 4.1.6, 4.2.1, 5.1.11, 5.1.2(a,b) Seminar 4
5 2012-5-22
 Hypothesis testing, confidence bounds LR: 3.26(i), 3.27, 3.33, 3.35, 3.44 (via 3.40), E1, E2 Seminar 5
Last modified: 3 August 2012