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STA 3000F: Theoretical Statistics
Office Hours W 12-2, or by appointmentFinal Test December 6 10.00-13.00, SS 2128
Announcements
December 15: Comments on the test December 13: Comments on HW 4December 2: HW 4 needs several amendments. You can find a new version here.
December 2: Solutions to HW 3.
November 29: I will be in the office Wednesday, December 4 from 10 to 3. I will not be available on December 5, but should be able to check email in the evening.
November 24: Homework 4, due December 6. Some notes on composite testing, for use with HW 4.
November 24: The test on December 6 is in SS 2128, 10.00 - 13.00. Closed book, 4 questions. 1 on modelling, 2 on likelihood based inference, 1 on testing
Test from 2011, with solutions. Q3 will not be relevant to you, and Q4, as noted, was too lengthy for a test, and should have been Q3 in this homework.
November 17: Here are some notes on HW 3. Also, small corrections have been made to the questions.
November 8: No office hours on Wednesday, November 13. I will be available in the Fields Institute foyer after Xiao-Li Meng's talk to answer questions about HW3.
November 6: Homework 3 available, due November 22.
November 6: Notes on Homework 2.
November 3: On November 15 we will meet at 10.10 at the Fields Institute, Room 210
October 29: Please hold December 6 10-1 for the December test.
October 29: Some comments on HW1, Q1.
October 20: Informal discussion of the sufficiency of the likelihood map, from Fraser's Probability and Statistics.
A pdf of the book is available at http://www.utstat.toronto.edu/dfraser/documents.
A more technical treatment by Fraser and Naderi can be found here.
October 11: HW 2 posted below. Due November 1.
September 13
- Wasserman's theory course
- Bayesian Analysis Volume 1, #3 -- good articles on objective and subjective Bayesian methods
- Wasserman's blog -- interesting discussions of various bits of theory
September 20
- Notes on modelling updated Sept 25.
- Picture of samples from the von Mises-Fisher density in three dimensions.
September 27
- Homework 1, due October 11
- Latex file for HW 1 You don't need to submit your HW in LaTeX, but you'll need to learn it sooner or later,
and having a sample file may help. - Notes on sufficiency and ancillarity
- Notes on completeness.
October 4
- Measure theory and likelihood, some notes for your possible interest.
- Derived quantities from likelihood functions
October 11
- Asymptotic theory for likelihood Part I
- Order notation
- Scholz, 2006 on maximum likelihood estimation
- Homework 2, due November 1. Typo in last question corrected October 18.
October 18
- TTC fun map
- Slides from talk, with annotations. (The full talk is posted on my web page.)
- iPad notes
October 25
- Likelihood asymptotics with nuisance parameters. This might be helpful for some problems in HW 2.
November 1
November 8
November 15
- Ch. 3 of Cox 2006
- Lecture notes (with some material for Nov 22 at the end)
November 22
- iPad notes
- Nature article on statistical testing
- V. Johnson's PNAS article on which the Nature article is based
- PNAS Supplementary Material
- Annals article that started it all
- Economist article on multiple testing
November 29
- Slides!
- Annotated
- Chris Genovese's talk on false discovery rates.
See also Lecture 17 of Wasserman's online notes - Note on multiple testing. But see Wasserman, L17, for neater notes.