Fall 2008

STAT 7010 – Mathematical Statistics I

Instructor

Dr. Anda Gadidov

Office

Science Building Room 529

Phone

(770)423-6098, e-mail: agadidov@kennesaw.edu
All emails should originate from the students’ netid.student.kennesaw.edu account or from their WebCT account. Our e-mail system allows for email filtering software that blocks certain domains, one of which could be your commercial email provider.  For more information on setup and use of your email account, go to https://students.kennesaw.edu/email.

Office hours

TTH 11:00am- 12:30pm; TH:5:00pm-6:30pm other times by appointment

Class meets

TH 6:30pm-9:15pm in CL1005

Text

An Introduction to Mathematical Statistics and its Applications, fourth ed., by Richard J. Larsen and Morris L. Marx,  Pearson Education, Prentice Hall, Upper Saddle River, ISBN: 0 – 13 – 186793-8.

Additional Resource: Understanding Probability and Statistics- A book of problems by Ruma Falk

Prerequisites

MATH 1190 or STAT 7000

Description

Fundamental concepts of probability, random variables and their distributions; review of sampling distributions; theory and methods of point estimation and hypothesis testing, interval estimation, nonparametric tests, introduction to linear models. Software such as Maple 10, Minitab or SAS will be used.

Learning 
outcomes

1.      Students will understand and be able to use the basic probability theory.

2.      Students will be able to use the concepts of probability distributions and distribution functions in problems and real life models.

3.      Students will understand how the most commonly used discrete as well as continuous distributions arise in the real world.

4.      Students will be able to solve problems involving random variables and their distributions.

5.      Students will understand the concept of joint distributions and be able to compute marginal probabilities and probabilities involving jointly distributed random variables.

6.      Students will be able to compute mathematical expectations, moments, joint moments and moment generating functions of random variables.

7.      Students will be able to apply the various techniques they learned in calculus to the field of Statistics.

8.      Students will be able to derive estimators for various parameters using the method of moments or the method of maximum likelihood.

9.      Students will be able to construct confidence intervals for the parameters of various distributions.

10.  Students will understand the concept of statistical hypothesis testing and will be able to use it accordingly in applications.

11.  Students will be able to use the normal distribution and distributions derived from it in applications.

Topic outline

1.      Probability: Sample Spaces, The Probability Function, Conditional Probability and Independence, Counting Techniques.

2.      Random Variables: Binomial and Hypergeometric Distributions, Discrete and Continuous Random Variables, Expected Values and

Variances, Joint Distributions, Combining Random Variables, Conditional Distributions, Order Statistics, The Moment-Generating Function.

3.      Special Distributions: Poisson, Normal, Geometric, Negative Binomial, Gamma.

4.      Estimation: Estimating Parameters: The Method of Maximum Likelihood and the Method of Moments, Interval Estimations, Properties of Estimators, Minimum-Variance Estimators: The Cramér-Rao Lower Bound, Sufficient Estimators, Consistency, Bayesian Estimation.

5.      Hypothesis Testing: The Decision Rule, Testing Binomial Data, Type I and Type II Errors, The Generalized Likelihood Ratio.

6.      The Normal Distribution: Deriving The Student Distribution, Inferences and means and variances.

7.      Types of Data: Classifying Data.

8.      Two Sample Problems: Tests for Two Means, two variances and two proportions; Confidence Intervals for Two-Sample Problem.

Grading

Working the homework will be a very important component of success in the course.

Your grade will be based on your performance on homework assignments, class discussions and presentations, projects and tests. Occasionally there may be a quiz, there will be two semester exams and a final comprehensive exam. The final is scheduled on Thursday, Dec. 4, 8:00 pm- 10:00 pm
Homework is only accepted when it is due, and complete work must be shown in order to get credit for it. You may use a mathematics text editor, but this is not mandatory.

Make-up tests will not be given unless there are exceptional circumstances.  If you must miss a test, you should notify me in writing before the scheduled test time. 

Check my homepage http://math.kennesaw.edu/~agadidov for updates on the course. 
Grades will be assigned as follows: HW: 20%, Class participation, projects 20%, 2 semester exams 40%, final 20%.

A: 90% or above, B: between 80% and 90%; C: between 70% and 80%, D: below 70%.

Academic
misconduct

Every KSU student is responsible for upholding the provisions of the Student Code of Conduct, as published in the Undergraduate and Graduate Catalogs. Section II of the Student Code of Conduct addresses the University’s policy on academic honesty, including provisions regarding plagiarism and cheating, unauthorized access to University materials, misrepresentation/falsification of University records or academic work, malicious removal, retention, or destruction of library materials, malicious/intentional misuse of computer facilities and/or services, and misuse of student identification cards. Incidents of alleged academic misconduct will be handled through the established procedures of the University Judiciary Program, which includes either an “informal” resolution by a faculty member, resulting in a grade adjustment, or a formal hearing procedure, which may subject a student to the Code of Conduct’s minimal one semester suspension requirement.

 

Withdrawal
policy

Students who find that they cannot continue in college for the entire semester after being enrolled, because of illness or any other reason, need to complete an online form. To completely or partially withdraw from classes at KSU, a student must withdraw online at www.kennesaw.edu, under Owl Express, Student Services.

The date the withdrawal is submitted online will be considered the official KSU withdrawal date which will be used in the calculation of any tuition refund or refund to Federal student aid and/or HOPE scholarship programs. It is advisable to print the final page of the withdrawal for your records. Withdrawals submitted online prior to midnight on the last day to withdraw without academic penalty will receive a “W” grade. Withdrawals after midnight will receive a “WF”. Failure to complete the online withdrawal process will produce no withdrawal from classes. Call the Registrar’s Office at 770-423-6200 during business hours if assistance is needed.

Students may, by means of the same online withdrawal and with the approval of the university Dean, withdraw from individual courses while retaining other courses on their schedules. This option may be exercised up until October 10, 2008.

This is the date to withdraw without academic penalty for Fall Term, 2008 classes. Failure to withdraw by the date above will mean that the student has elected to receive the final grade(s) earned in the course(s). The only exception to those withdrawal regulations will be for those instances that involve unusual and fully documented circumstances.

 

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