MATH 556
Mathematical Statistics I

Fall 2019

Link to previous course (with old Exercises, Assignments, Exams)

Method of Evaluation
 

Handouts

    0. Mathematical results and definitions
 

  1. Probability Introduction - Part I
  2. Probability Introduction - Part 2
  3. Distributions Table  Distributions Map
  4. Some Inequalities
  5. Characteristic Functions Inversion Formulae
  6. Multivariate Distribution Facts
  7. Multivariate Distribution Worked Examples
  8. Multivariate Transformations
  9. Multivariate Transformation: Cauchy Example
  10. Multivariate Distributions
  11. Families of Distributions
  12. Fisher Information for the Location-Scale Family
  13. Sampling in the Normal Family
  14. Order statistics
  15. Modes of Convergence
  16. Asymptotic Normality

        Examples Class 21/11/2019 notes
 

Assignments
  1. Assignment 1 Solutions 1
  2. Assignment 2 Solutions 2
  3. Assignment 3 Solutions 3
  4. Assignment 4 Solutions 4


Midterm:



 
Exercises
  1. Exercises 1 Solutions 1
  2. Exercises 2 Solutions 2
  3. Exercises 3 Solutions 3
  4. Exercises 4 Solutions 4
  5. Exercises 5 Solutions 5
  6. Exercises 6 Solutions 6
  7. Exercises 7 Solutions 7



 

R and knitr Scripts

    Math556.sty

  1. Distributions: pdf rnw
  2. Random Numbers and Monte Carlo: pdf rnw
  3. Exchangeability: pdf rnw
  4. Hierarchical Models: pdf rnw
  5. Convergence in Distribution: pdf rnw

Past Midterms 

2006 Solutions
2007 Solutions
2008 Solutions

 

Past Finals
2006 Solutions
2007 Solutions
2008 Solutions  (Sketch)

2010 Solutions  Set by Prof. Neslehova
2011 Solutions  Set by Prof. Neslehova
2012   Set by Prof. Neslehova
2013   Set by Prof. Neslehova


 

 

Contact Details:
Professor David A. Stephens

Room 1225, Burnside Hall
Department of Mathematics and Statistics
McGill University


Phone: 514-398-2005
Fax: 514-398-3899

E-mail : David Stephens