MATH 556: Mathematical Statistics I

Fall 2022

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

Method of Evaluation
 

Handouts

  1. Mathematical results and definitions
  2. Probability Introduction - Part I
  3. Probability Introduction - Part 2
  4. Distributions Table  Distributions Map
  5. Multivariate Distribution Facts
  6. Assessing Independence
  7. Some Multivariate Examples
  8. Some Inequalities
  9. Properties of characteristic functions
  10. Multivariate Distribution Examples
  11. Special multivariate Distributions
  12. Families of Distributions
  13. Fisher Information for the Location-Scale Family
  14. Sampling in the Normal Family
  15. Order Statistics
  16. Modes of Convergence
  17. Asymptotic Normality

       

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. Calculations with cfs: pdf rnw
  3. Random Numbers and Monte Carlo: pdf rnw
  4. Exchangeability: pdf rnw
  5. Hierarchical Models: pdf rnw
  6. Convergence in Distribution: pdf rnw
  7. Delta Method: 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