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September 4, 2013
Stat725 Estimation Theory & Hypothesis Test (Lecture)
Fall 2013 (#39471)
MoWeFr 11:15AM - 12:05PM, LGRT 1334
www.math.umass.edu/∼hsieh/stat725
Instructor: Professor H. K. Hsieh (Read as “Shay”)
Office: LGRT 1444; Office phone: 545-1796; Cell-phone: 413-548-0798
E-mail: hsieh@math.umass.edu
Office Hours: Office Hours: Tu 3-4, We 4:30-5, Th 3-4 PM, or by appointment
Textbook: Theoretical statistics- Topics for a Core Course, Author: Robert W. Keener,
Publisher: Springer, 1st Edition Published: 2010 (See also those listed at the bottom.)
Lecture notes will be distributed occasionally.
Computation: R or its equivalent skills
Grading: Class Participation* (40%); Home-Works (60%)
*Any one who misses four or more classes will be disqualified to receive an “A” in this course.
NOTE: Home-works must be written neatly on 8.5 x 11 sheets of paper and submitted in
time. Computer outputs must be properly tailored and pasted to proper place of home-work
problems when computations are done on a computer.
Course Contents: The advanced theory of statistics, including methods of estimation
(unbiasedness, equivariance, maximum likelihood, Bayesian, minimax), optimality properties
of estimators, hypothesis testing, uniformly most powerful tests, unbiased tests, invariant
tests, relationship between confidence regions and tests, large sample properties of tests and
estimators, sequential methods, nonparametric regression, Bootstrap method. Prerequisites:
Statistc 605 and 608.
Other Major References:
Mathematical Statistics (Springer Texts in Statistics) by Jun Shao (Dec 1, 2010)
Elements of Large-Sample Theory (Springer) by E.L. Lehmann, 1998.
Theory of Statistics (Springer-Verlag Series in Statistics), by Mark J. Schervish, 1995
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