MATH 556

MATH 556: Mathematical Statistics I
Fall 2008

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Handouts Syllabus Definitions from Real Analysis and Useful Results Probability Primer Random variables and their distributions Table of Univariate Distributions Multivariate Distributions Multivariate Worked Examples 1-1 Transformations Non 1-1 Transformations Expectations Multivariate Expectations Characteristic Functions 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 Asymptotic results for the Sample Quantiles Course Summary NON-EXAMINABLE BONUS MATERIAL An Introduction to Measure and Integration	Assignments Assignment 1 Solutions 1 Assignment 2 Solutions 2 Assignment 3 Solutions 3 Addendum Assignment 4 Solutions 4 Mid-Term Exams: Mid-Term from 2006 Mid-Term from 2006 - Solutions Mid-Term from 2007 Mid-Term from 2007 - Solutions Mid-Term from 2008 Mid-Term from 2008 - Solutions Some practice questions: Practice Questions Practice Final : Practice Final Practice Final - Solutions Previous Finals 2006 Final Solutions 2007 Final Solutions
Exercises Exercises 1 Solutions 1 Exercises 2 Solutions 2 Exercises 3 Solutions 3 Supplementary Material for Ex 3 Exercises 4 Solutions 4 Exercises 5 Solutions 5	Miscellanea Maple examples for pmfs, pdfs and cdfs. The Relation Between The Number Of Species And The Number Of Individuals In A Random Sample Of An Animal Population, by RA Fisher, AS Corbett, and CB Williams (1943) The paper that introduced the logarithmic distribution. Teaching Singular Distributions to Undergraduates, by L. H. Koopmans, The American Statistician, Vol. 37, No. 4, (Nov., 1983), pp. 313-316 Characteristic Functions and Their Empirical Counterparts: Geometrical Interpretations and Applications to Statistical Inference, by T. W. Epps, The American Statistician, Vol. 47, No. 1. (Feb., 1993), pp. 33-38. Maple examples for characteristic functions

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