Analytical Statistics Schedule & Syllabus
V31.0020
Spring 2010
Instructor: James B. Ramsey
Room 806, 19 West 4th. St..
James.ramsey@nyu.edu; 8-8947
Office Hours: By appt.
Monday/Wed: 11.00
Room 401, Silver Bldg.
Text: The Elements of Statistics: with applications to economics and the social
sciences, James B. Ramsey, Duxbury Press, 2002
Warning: You will have been cheated if your text does not contain the c.d, “The
Elements of Statistics” that is wrapped on the back cover.
Supplementary Reading [books are on reserve in Bobst] :
The Skeptical Environmentalist, Bjorn Lomborg, GE 149.L65, 2001
Global Crises, Global Solutions, edt. by Bjorn Lomborg, JZ 1318.G555, 2004
How to Lie with Statistics, Darrell Huff, HA 29 H82
Recitations: Friday 11.00 in room 261 Meyer Bldg.
Friday 2.00 in room 500 Silver Bldg.
TA: Jonathon Thong, jct292@nyu.edu
Room 821, 19 West 4th. St.
Office Hours: Tuesday: 10.00-11.00
Thursday: 1.00-2.00, or by appt.
Course Instructions
Course consists of reading the text, attending lectures, lab. sessions, and homework; each
segment complements the others. Because statistics is a subject that has to be practiced to
be understood the lab sessions and the homework are a critical component of your
learning. Lectures will not necessarily cover every topic in the text, but may cover
material not in the text. In class and on average a typical examination question will be
reviewed so that you can learn how to answer questions in this class. All examination
questions are analytical requiring an essay in response, not mere calculation. You are
responsible for all material covered in lectures or in the assigned reading.
You are expected to be familiar and comfortable with the mathematics summarized in
Appendix A in the text. Exercises and an answer sheet are provided to test your
understanding of this material. It is important that you become comfortable with this
material immediately.
Appendix B contains instructions for learning how to use the labs on your pc or other
Windows compatible computer. Instructions to help you get started will be given in the
first lab session, but you should have no trouble in using the software, just follow the
instructions exactly as stated; remember legions of students have successfully come
before you. Information on how to install the software is contained in the handout with
the course schedule as well as the list of typographical errors.
PC or MAC Instructions
Bring your p.c. and the program disc that is wrapped with the text to the first lab.
session, January 22. You will learn how to use the software in this first lab.
If you are a Mac user, your alternatives are to:
1] If your Mac can process Windows, you will have no problem installing the
software;
2] Use the IT lab on the 6th floor of Bobst and either save your output on a
memory stick, or use the IT’s Files 2.0 system;
3] borrow a p.c. for the course;
4] install VM Ware, Fusion for translating Windows to the Mac operating
system, Fusion is inexpensive, but Windows is not.
Invitation: You are encouraged to look over the web site that supports the text with
links to data and poses an interesting variety of statistical questions.
Further, the site contains a complete list of typographical errors with corrections;
see
http://www.econ.nyu.edu/user/ramseyj/textbook/main.htm.
Advice to the Student:
Carefully read the section in the Text headed “Addendum for the Reader”,
pages 14 to 17 and be guided by the suggestions. You might also read with benefit
the “Preface.” In both cases you will learn what is expected and what is different
about the structure of this course.
Project
There will be a graded project, the topic to be chosen from the list that is attached to this
course schedule.
The main objective of the project, besides giving students research experience, is to learn
how the use of statistical theory and empirical analysis will enable you to evaluate claims
that are purportedly buttressed by “facts” and to assess the degree of reliability of cited
results.
Students in small teams, i.e. not to exceed six, will pick a topic from the attached list. The
project is to update and critique the results presented by Lomborg; dispute, refine, and
extend where possible his statistical analysis, or pose new, but related questions.
Students are to pick a topic and form their teams by February 26 at the latest.
Record your topic, the names of the team members, and of the team leader with the
TA. Each student is personally responsible for ensuring he/she is in some team.
The results are to be written up in a formal paper that is not to exceed 10 pages including
bibliography, but not including graphs and tables.
Students must pay strict attention to acknowledging in detail their references and data
sources.
On the last day of class, Tuesday , May 4th. , teams will present their papers to the class
using handouts and audio-visual equipment where useful.
Presentations cannot last more than 12 minutes.
Labs and Mini-quizzes
You are expected to attend each lab. session as there will be a short mini-quiz for about
five minutes each week. Some weeks proofs and derivations will be reviewed, so be sure
to attend. The objective of the mini-quiz is to provide you and your instructors with a
quick check on your understanding of the material. If difficulties are observed, they can
quickly and easily be rectified and not left until the occurrence of a formal exam, even
more reason to attend the labs very conscientiously.
Distribution of Grades:
Homework completion and lab. attendance:
Better of Mid-term I, or II:
Project:
Final:
20%
30%
10%
40%
The final examination and mid-terms will be given as scheduled.; there are no
exceptions. If you miss an examination, you will be graded as zero for that
examination. For your final grade, the higher of the two mid-term grades will be
used. The Final is May/11/09, be sure that you will be there.
Topics to be Covered in the Course.
The topics to be covered in the text include descriptive statistics with interpretation of the
fourth sample moment and sample covariance with special reference to describing the
shape of histograms; the development of probability theory as the theory of random
variables and probability distributions both discrete and continuous; moment generating
functions; an introduction to the principles of inference, both estimation and the testing of
hypotheses with the development of the required distributions, Chi-square, Student’s T,
F, etc.; the theory of the generation of bivariate distributions is developed including the
relationship between joint and conditional distributions; linear regression is explored in
some detail along with the analysis of variance.
All derivations are supported by Labs designed to illustrate the concepts under
discussion.
The accompanying c.d. contains two additional chapters that the reader is urged to at least
sample; “Nonparametric Measures” and “Bayesian Inference.”
Objectives for the Homework Assignments:
You should note that the homework assignments in the text are in three groups;
“Calculation Practice,” “Exploring the Tools,” “Applications.” Each week you will be
asked to complete questions from each group. This is because they have distinctly
different objectives. See the comments in the Preface.
Notice that many exercises are headed by the statement: “Worked. Objective: Text….”.
This is to ensue that you recognize the objective of the exercise and therefore what you
are expected to learn; pay particular attention to these exercises, even if not formally
assigned. These exercises aid you in fully understanding the intuition and subtleties of the
concepts and relationships discussed in the text.
Calculation Practice: Efficiently computing statistics is a skill that has to be developed
just as is the case for any other skill; you need to practice what should become by the end
of the semester routine calculations. You will discover that acquiring this skill will
facilitate your understanding, much less, much less your ability to answer examination
questions.
Exploring the Tools: These questions are designed to enhance and deepen your
understanding of the many concepts introduced in the course. Faithfully fulfilling the
questions in this section will enable you to proceed beyond routine applications of a
concept and will enable you to interpret more precisely the meaning and interpretation of
your calculations.
Applications: These exercises illustrate the use of the tools you are learning in practical
applications. In particular, attempting to answer these questions will guide you to a more
nuanced interpretation of the processes that you are acquiring and will improve your
understanding of the strengths and weaknesses of the statistical tools that you are
learning.
Each of these sections is important in itself and is an aid to mastering questions in the
other sections. The least you should do each week is to answer questions from all three
sections.
Do the Homework on time each week!
Course Schedule Spring Semester 2009
Date
Jan/20
Jan/25
Jan/27
Feb.1
Feb/3
Feb/8
Feb/10
Text Reading
Chapt. 1,2
Chapt. 3
Chapt. 4
Chapt. 5
Chapt. 6
Chapt. 6
Chapt. 7
No class; President’s Day
Feb/15
Feb17
Feb/22
Feb/24
Chapt. 7
Chapt. 8
Chapt. 8
Mar/1
Mar/3
Mar/8
Mar/10
Mid-term I: material to Chapt. 7
Chapt. 9
Chapt 10
Chapt. 10
Mar/15 to Mar/20
Mar/22
Mar/24
Mar/29
Mar/31
Spring Break: No Classes
Chapt. 10
Chapt. 11
Chapt. 11
Chapt. 12
April/5
Mid-term II: material to Chapt. 11
April/7
April/12
Chapt. 13
Chapt. 13
April/14
April/19
April/21
April/26
April/28
May/3
May /4
Chapt. 13
Chapt. 14
Non-parametric Statistics
Bayesian Statistics
Bayesian Statistics
Chapt. 15
Class Presentations
Analytical Statistics Schedule & Syllabus
V31.0020
Detailed Homework Assignments
Due Date*
Jan/22
Relevant Chapts.
Appendix A & B
Jan/29
Chapt. 3, 4
Feb/5
Chapt. 5
Ex. 5.4, 5.7, 5.8, 5. 13, 5.24, 5.32
Feb/12
Chapt. 6
Feb/19
Chapt. 7
Ex. 6.4, 6.10, 6.13, 6.15,
Ex. 6.36
Ex. 7.7, 7.13, 7.29, 7.31, 7.55
Feb/26
Chapt. 8
Ex. 8.3, 8.15,, 8.21,
Mar/5
Chapt. 9
Ex. 9.3, 9.18
Mar/12
General Review for Chapters 1 to 9
Mar/26
April/2
April/9
Chapt. 10
Chapt. 11
Chapt. 12
April/16
April/23
April/30

Ex. 10.3, 10.5, 10.20, 10.33, 10.47
Ex. 11.9, 11.15, 11.24, 11.36
Ex.12.3, 12.10, 12.18
General Review for Chapters 10 to 12
Chapt. 13
Chapt. 14
May/10/10

Assignment
Installation of software for labs;
Mathematics test & review
Ex.3.4, 3.9, 3.26
Ex. 4.4, 4.11, 4.13, 4.17, 4.28
Ex. 13.9, 13.11, 13.15, 13.20,
Ex 14.2, 14.4, 14.12
Final Examination
10.00 to 11.50
NOTE: Homework is due on the date specified; e.g. on Feb. 12 exercises with
numbers “6.xx” are due.
Note: For some computer exercises, you may have to refer to previous
exercises describing the computer steps in detail; e.g. to do Ex. 3.26 requires
reference to Ex. 3.6 for plotting histograms and reference to Ex. 3.19 for
multiple Box and Whisker plots.
Project Topics
For each of the suggested projects listed below you are urged to begin your evaluation of
which topic to pursue by reading the relevant sections of Lomborg’s “The Skeptical
Environmentalist.”
The reason for beginning here is that Lomborg is a statistician who is trying to assess the
validity of factual evidence and more importantly he cites data references extensively.
Starting with a statistician’s assessment of the situation and a set of references including
access to data is a useful way to begin your own investigation. Do try to discover your
own data sources. You are also urged to extend your statistical analysis to procedures not
yet studied in class.
Your team may suggest a different topic, but have it approved by me first.
Deforestation in the U.S., or in Europe, or in the World:
-role of newsprint
-acid rain
Global temperature variation;
-long term cycles or trends?
Has there been a fall in male sperm counts?
Is the world running out of water?
What are the changes in obesity in the U.S. and in Europe?
An analysis of the costs per life year saved for a selection of life saving measures.
Cost benefit analysis of genetically modified food stocks in third world countries
Is the incidence and severity of hurricanes increasing?
-is the cost of hurricane damage increasing?
Species extinction: best estimates and caveats.
Cost benefit analysis of DDT: Latest evidence.
OUTLINE FOR PAPER
TITLE PAGE, page 0: Centered:
Title of paper, author(s), {Paper for Analytical Statistics}, date and place.
PAGE 1: Introduction: introduces the subject and indicates the precise objective of the
research to be quoted.
PAGE 2FF:
Brief review of the relevant literature leading to a precise statement of what the
authors intend to do and why; references cited, e.g. Jones(2001).
PAGE 3FF:
Statement of what calculations made and why followed by an evaluation of results
obtained. Tables and graphs at very end of text, references cited.
PAGE 4:
Summary and Conclusions
PAGE 5:
Bibliography
Entries to follow standard bibliographic practice; full references given, not
just URL paths.
PAGE 6FF:
List of Tables and Graphs; each descriptively titled, graph axes labeled, and
complete references to underlying data sources for all tables and graphs.