MATH 556

MATH 556: Mathematical Statistics I
Fall 2007

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Method of Evaluation

Handouts

Syllabus
Probability Primer
Random Variables and Probability Distributions
Table of Univariate Distributions
Multivariate Distributions
1-1 Transformations
Non 1-1 Transformations
Expectations
Multivariate Expectations
Multivariate Worked Examples
Definitions from Real Analysis and Useful Results
Families of Distributions
Inequalities
The Kullback Leibler Divergence
Multivariate versions of Jensen's Inequality
Sampling from a Normal Family
Distributions derived from the Normal
Order Statistics
Stochastic Convergence
Convergence in Distribution: Examples
Asymptotic Approximation and The Delta Method
The Borel-Cantelli Lemma

Course Summary

NON-EXAMINABLE BONUS MATERIAL
An Introduction to Measure and Integration
Properties of the Multivariate Normal Distribution
Asymptotic results for the Sample Quantiles

Assignments

Assignment 1 Solutions 1
Assignment 2 Solutions 2
Assignment 3 Solutions 3
Assignment 4 Solutions 4

Some practice questions: Practice Questions

Mid-Term Exams: Mid-Term from 2006
Mid-Term from 2006 - Solutions

Mid-Term from 2007
Mid-Term from 2007 - Solutions

Practice Final : Practice Final
Practice Final - Solutions

Exercises

Exercises 1 Solutions 1
Exercises 2 Solutions 2
Exercises 3 Solutions 3 Supplementary Material for Ex 3
Exercises 4 Solutions 4

Miscellanea

Characteristic Functions and Their Empirical Counterparts: Geometrical Interpretations and Applications to Statistical Inference

: T. W. Epps

: The American Statistician, Vol. 47, No. 1. (Feb., 1993), pp. 33-38.

Lecture Calendar

Contact Details:
Professor David A. Stephens
Room 1235, Burnside Hall
Department of Mathematics and Statistics
McGill University

Phone: 514-398-2005
Fax: 514-398-3899
E-mail : David Stephens