SYLLABUS-STATISTICS I.pdf
Syllabus Applied Statistics I Classroom: GSM 115, Time: Thursday 9:00-noon Fall, 2005 Teaching Staff and Consultation Hours Instructor: Liangjun Su Offi ce: GSM 309 Offi ce Hours: TBA, or by appointment Offi ce Phone: 6276-7444 Email: lsugsm.pku.edu.cn Course Description This course is about statistical inference and it introduces to you the most fundamental aspects of the subject. First we will review some basic probability theory that is used in later study of the course. Then we will focus on the two principal areas of statistical inference, i.e., estimation and hypothesis testing, which include point and interval estimation, inference about means and proportions, tests of goodness of fi t and independence, analysis of variance, etc. Toward the end of the course, we introduce fundamentals of regression analysis. If time permits, we will also learn some nonparametric methods. Textbook Statistics for Business and Statistics (Required), 8th edition, by David R. Anderson, Dennis J. Sweeney, Thomas A. Williams. As indicated by the title and editions of the textbook, it is a textbook widely used for students in business and economics. It helps you understand what is covered in my lec- ture. I will also put my lecture notes on Nt-server3public courseLiangjun_SuAppliedstat_IPhD. I strongly recommend that you print them out and study them by heart. Exams, Homeworks, and Grading There will be an in-class midterm on November 3 2005, a fi nal exam during the fi nal exam week, and weekly homework assignments. Your fi nal grade is going to be based upon your performance on the homeworks, midterm and fi nal, each with weight 30%, 30% and 40%, respectively. There will be no make-up exams. If for some justifi able reason you miss the mid-term exam, your fi nal will carry an extra weight of 30% from the midterm. If at all possible, the reason must be cleared with me in advance. The fi nal exam must be taken in order to get a grade for the course. Homework will be assigned approximately every week. Usually you have one week to fi nish each homework. Group study and discussions are strongly encouraged for doing the homework. But you should submit your own answers at the beginning of the class on the due date. I will post the solution to each homework shortly after it is due. NO LATE HOMEWORK WILL BE ACCEPTED. 1 Classroom Policies I will assign up to 5 bonus points for in-class participation. To earn them, you are expected to attend and participate in all classes. I will ask some tough questions in classes, each worth 1 point. If you read ahead and prepare for my lecture, you will be able to answer some of them and get some bonus points. They will add to your fi nal score for the course without any discount! It is your responsibility to understand all materials covered in class. Most of my lectures are designed to convey the core of statistical inference and help you understand the idea of each topic. Meanwhile, they are helpful for you to answer the homework questions and prepare for the exams. Tentative Schedule WeekDateTopics CoveredReadings in Anderson et al. 1Sep. 8Introduction to StatisticsCh 1-3 2Sep. 15Basics of ProbabilityCh 4-5 3Sep. 22Continuous DistributionCh 6 4Sep. 29Sampling DistributionsCh 7 5Oct. 6National Holiday 6Oct. 13Theory of Point and Interval EstimationCh 8 7Oct. 20Theory of Hypothesis TestingCh 9 8Oct. 27Two Sample MeansCh 10 9Nov. 3Midterm in class 10Nov. 10Inferences about ProportionsCh 10 11Nov. 17Tests of Goodness of Fit and IndependenceCh 12 12Nov. 24Analysis of VarianceCh 13 13Dec. 1Regression AnalysisCh 14 14Dec. 8Regression Analysis (cont)Ch 15 15Dec. 15Regression Analysis (cont)Ch 16, 18 16Dec. 22Nonparametric MethodsCh 19 17Dec. 29 Review for the fi nal 18TBAFinal Exam 2
