The first of a two-part sequence on: Probability, random variables, discrete and continuous distributions, order statistics, limit theorems, point and interval estimation, uniformly most powerful tests, likelihood ratio tests, chi-square and F tests, nonparametric tests. PREREQ: MATH 3326 and MATH 3352. Offered Odd Years in the Fall Semester.
For this sequence of courses, we will stick closely to Chapters 1-10 of the third edition of ``Mathematical Statistics and Data Analysis”, by John A. Rice. This is a well-known textbook to use as an introduction to mathematical statistics at the advanced undergraduate level.
Tentatively, we will plan on covering the material in Chapters 1-6 in Math 4450, and Chapters 7-10 in Math 4451.
Please read the grading rubric before submitting homework.
You’re welcome to browse previous final projects. The 2021 and 2022 final projects have a posted summary of peer review comments. Earlier projects from 2016, 2018, 2020 may also be useful.
If building on old source code, note that there are some differences between versions of the software package pomp. The pomp version 2 upgrade guide can be helpful. There are various smaller changes between pomp 2.0 and the current pomp 5.6.
Great Lakes access will be set up after the midterm project and used for the second half of the course.
Introductory notes for using our class account on the greatlakes cluster. This is optional but may be helpful for your final project.
If you are already familiar with using R on Great Lakes, all you
need to know is the class account:
stats531w24_class.
You are expected to use our class account only for computations related to DATASCI/STATS 531.
Please share knowledge about cluster computing between group members, and/or on piazza, to help everyone who wants to learn these skills.
Cluster-related questions can also be emailed to arc-support@umich.edu.
This course and the code involved are made available with an MIT license. Some components follow a Creative Commons Attribution non-commercial license. A longer list of acknowledgments is available.