Instructor

Teaching Assistant

Class Meeting Times

Course Description

Intended Audience

The course is designed for Biostatistics Ph.D. students in their 2nd year or beyond. Exceptions made with permission of the instructor.

Prerequisties

Introduction to Probability Theory I-II (550.620-1), Introduction to Statistical Theory I-II (140.673-4), Real Analysis.

Teaching Style

Course notes will be
posted on this website prior to each lecture. The SMARTBOARD will
be used in the presentation of the materials.

Method of Student Evaluation

As this is a two term sequence, one grade will be given at the end of the course which will be applied to both terms. There will be 3 problem sets each term, which will include theoretical exercises. The time allotted for each problem set will range from 10-14 days. Late assignments will not be accepted. On all problem sets, except one each term, students may give advice to one another, but work should be carried out and written up independently. No collaboration will be allowed on one designated problem set of each term. A project will be due at the end of the second term. All of the assignments will be weighted equally, except for the two independent problem sets and project which will carry twice the weight of the others.

Recommended Textbooks

__Theory of Point Estimation__, by E.L. Lehmann and G. Casella, Springer__A Course in Large Large Sample Theory__, by T.S. Ferguson, Chapman-Hall.__Elements of Large-Sample Theory__, by E.L. Lehmann, Springer__Approximation Theorems of Mathematical Statistics__, by R Serfling, Wiley.__Asymptotic Statistics__, by A.W. van der Vaart, Cambridge.__Large Sample Estimation and Hypothesis Testing__, by W.K. Newey and D. McFadden, Handbook of Econometrics.__Theoretical Statistics__, by D. Cox and D. Hinkley, Chapman and Hall__Principles of Mathematical Analysis__, by W. Rudin, McGraw Hill__Counting Processes and Survival Analysis__, by T. Fleming and D. Harrington, Wiley__Probability and Measure__, by P. Billingsley, Wiley__Real Analysis and Probability__, by R. Ash, Academic Press__Optimization by Vector Space Methods__, by D. Luenberger, Wiley

Other Remarks