MATH 556: Mathematical Statistics I
Fall 2006
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Lecture Topics
| Week | Tuesday | Thursday |
| 1 (4th September) | Probability Introduction | Random Variables |
| 2 (11th September) | Univariate Distributions | Univariate/Multivariate Distributions |
| 3 (18th September) | Joint/Marginal Distributions | Joint Distributions |
| 4 (25th September) | Transformations | Transformations and Expectations |
| 5 (2nd October) | Generating Functions and Properties | Characteristic Functions |
| 6 (9th October) | Thanksgiving: No lecture | Characteristic Functions |
| 7 (16th October) | Location-Scale Family | Exponential Family |
| 8 (23rd October) | Exponential Family Properties | Mid Term (26th) |
| 9 (30th October) | Exponential-Dispersion Models | Hierarchical Models |
| 10 (6th November) | Hierarchical Models: Mixtures | Hierarchical Models: Sums, Scale Mixtures |
| 11 (13th November) | Inequalities | Sampling Distributions |
| 12 (20th November) | Convergence: Convergence in Distribution | Convergence in Prob./a.s./rth mean |
| 13 (27th November) | Asymptotic Approximations | Asymptotic Distribution of Sample Quantiles |
| 14 (4th December) | Final Examination (8th December) | |
| 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 : d.stephens@math.mcgill.ca |
