instructor: Gang Liang office: 436G Computer Science phone: 949-824-9795 email: liang@uci.edu Objectives: Introduce basic concepts of statistical inference including point estimation and confidence intervals, decision anlaysis, categorical data methods, and linear regression. This is the second quarter of a two quarter sequence in probability and statistics. Prerequisites: Math 2A-B, Math 2D, one of Math 2J, Math 3A, Math 6C, Stat 120A or equivalent (Math 130A, Math 131A). Tentative Course Outline: Week 1 – Sampling from populations: mean and variance of a population, properties of sample mean and sample variance, sampling distributions. Week 2 - Estimation of parameters of probability distributions: review probability distributions, estimation via method of moments, maximum likelihood. Week 3 - Evaluating estimators: properties (bias, variance), large sample theory, role of sufficiency. Week 4 - Normal distribution theory (sample mean, sample variance, t-distribution) Weeks 5-6 - Confidence intervals: interval estimation via pivotal quantities, likelihood. Normal distribution theory and t-distributions. Weeks 7-8 - Hypothesis tests: likelihood ratio tests, relationship of tests and confidence intervals. Week 9 - Two sample inference: point estimates, confidence intervals and testing for two population means. Week 10 - Bayesian inference Course Requirements: Students will be assigned problem sets, approximately once in each week. There will be midterm and final exams. The grade is determined by performance on this work as follows: homework (approx 30%), midterm exam (approx 30%), final exam (approx 40%). Text/Reading: Mathematical Statistics and Data Analysis, 2nd edition, 1995 by John Rice, Duxbury Press. Return to Course homepage Return to UCI Statistics page