STAT 269- Statistics and Probability II
Winter 2016
Textbook: John E. Freund's Mathematical Statistics with Applications (7th edition) by Miller, I.
and Miller, M.. Printed by Pearson Prentice Hall.
Instructor: Dr. Devon Lin
Email:cdlin@mast.queensu.ca; Tel: 613 533 2412; Office: Jeffery 406
Lectures: Tue. 9:30, Thu. 8:30, Fri. 10:30
Office Hours: Tuesday 1-2:30pm, Thursday 3-4:30pm, Friday, 11:30-12:30pm or by
appointment at Jeffery Hall 406
Calculator: CASIO 991 or blue sticker
Evaluation: Final grade for the course will be based on five assignments (10%), two mid-term
tests (30%) and final exam (60%).
Date of Mid-term Test 1: Tuesday, February 2
Date of Mid-term Test 2: Tuesday, March 8
Notes:
1.
There will be 5 assignments. Late assignments will NOT be accepted. Assignments will
be posted on the course web site: http://mast.queensu.ca/~cdlin/teaching269_2016.htm.
Solutions to the assignments will be posted after the due dates.
2.
Make-up tests/exams will only be offered in case of illness (a doctor's note may be
required) or participation in intercollegiate event (a note from the coach or team supervisor is
required). It is your responsibility to contact the instructor prior to a test/exam about your
absence. No requests for a make-up test/exam will be considered if you fail to inform the
instructor about your absence before the test/exam takes place.
3.
Academic Integrity: Academic integrity is constituted by the five core fundamental
values of honesty, trust, fairness, respect and responsibility (see www.academicintegrity.org).
These values are central to the building, nurturing and sustaining of an academic community in
which all members of the community will thrive. Adherence to the values expressed through
academic integrity forms a foundation for the "freedom of inquiry and exchange of ideas"
essential to the intellectual life of the University (see the Senate Report on Principles and
Priorities http://www.queensu.ca/secretariat/senate/policies/princpri/). Students are responsible
for familiarizing themselves with the regulations concerning academic integrity and for ensuring
that their assignments conform to the principles of academic integrity. Information on academic
integrity is available in the Arts and Science Calendar (Regulation 1), on the Arts and Science
website (see
http://www.queensu.ca/calendars/artsci/Regulation_1____Academic_Integrity.html), and from
the instructor of this course. Departures from academic integrity include plagiarism, use of
unauthorized materials, facilitation, forgery and falsification, and are antithetical to the
development of an academic community at Queen's. Given the seriousness of these matters,
actions which contravene the regulation on academic integrity carry sanctions that can range
from a warning or the loss of grades on an assignment to the failure of a course to a requirement
to withdraw from the university.
Course Outline: The following is a tentative outline of the course.
Topic 1. Multivariate Distributions (3.5-3.7, 4.6-4.8, 5.8, 6.7, 7.4. 7.5)
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Multivariate distributions, marginal and conditional distributions
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Product moments, moments of linear combinations of random variables, conditional
expectations
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Multinomial distribution, bivariate normal distribution
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Functions of random variables: method of transformation and method of MGF
Topic 2. Data Examination
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Descriptive statistics
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Data visualization
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•
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Topic 3. Sampling Distributions (8.2, 8.4-8.7)
Sample mean, sample variance, central limit theorem
Chi-square, t and F distributions
Order statistics: maximum, minimum, median, etc.
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Topic 4. Point Estimation (10.2, 10.3, 10.7, 10.8)
Criteria to compare estimators: bias, variance, mean square error
Methods: method of moments, method of maximum likelihood
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Topic 5. Interval Estimation (11.2-11.7)
Confidence intervals for means, proportions, variance and related quantities
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Topic 6. Hypothesis Testing (12.2, 13.2-13.6)
Tests for means, proportions, variances and related quantities
Topic 7. Simple Linear Regression (14.2-14.5, time permitting)