STATISTICS 415.2 Introduction to Mathematical Statistics (Spring, 2006)

Instructor: Dr. Damla Senturk

Office: 411 Thomas Building

Office Hours: MW 9:00-10:00 or by appointment

Email: dsenturk@stat.psu.edu

Class Hours: MWF 10:10-11:00 (267 Willard)

TA: Jingyun Yang

Office: 418 Thomas Building

Office Hours: T, Th 2:00-3:00

Email: mjyyang@stat.psu.edu
Syllabus

Homework Assignments:

HW1 (due Jan.20): 4.5-9, 4.5-11, 4.6-4, 4.6-5, 4.6-7, 4.6-12, 4.6-13

HW2 (due Jan.27): 5.3-4, 5.3-7, 5.3-9, 5.3-12, 5.3-14

HW3 (due Feb.3) : 5.4-4, 5.4-8, 5.5-5, 5.5-6, 5.5-10, and the following three problems
Problem 1: Let T have a t distribution with r=10 degrees of freedom. Determine a) P(T>2.228), b) P(T<-2.228), c)P(|T|>2.228), d) P(-0.26< T <2.764)
Problem 2: Let F have a distribution that is F(3, 10). Determine a) P(F<3.71), b) P(F>6.55), c) P(F<1/14.42), d) P(1/8.79< F <4.83).
Problem 3: Considering the definition of T=Z/sqrt(U/r), where Z is standard normal and U is Chi-square(r), and Z and U are independent. Argue that the square of T is F with distribution F(1,r). Hint: What is the distribution of the square of Z?

HW4 (due Feb.17): 6.2-3, 6.2-8, 6.2-10, 6.4-2, 6.4-3

HW5 (due Feb.24): 6.4-6, 6.4-15, 6.5-3, 6.5-4, 6.5-9, 6.5-10

HW6 (due Mar.3) : 6.6-5, 6.6-8, 6.7-6, 6.7-7, 6.7-15, 6.7-16

HW7 (due Mar.17): 6.8-6, 6.8-8, 6.8-9, 6.8-17, 6.11-1

HW8 (due Mar.31): 8.1-7, 8.1-8, 8.1-9, 8.1-15, 8.1-19

HW9 (due Apr.7): 8.2-7, 8.2-12, 8.2-13, 8.2-16, 8.2-17

HW10 (due Apr.14): 9.1-5, 9.1-7, 8.3-2, 8.3-4

HW11 (due Apr.21): 8.5-4, 8.5-5, 8.5-6, 8.5-9, 8.6-1

Homework Solutions:
HW1
HW2
HW3
HW4
HW5
HW6
HW7
HW8
HW9
HW10
HW11

Exams: practice midterm1 practice midterm2 practice final

Integrity Policy Notice: All Penn State and Eberly College of Science policies regarding academic integrity apply to this course. See: http://www.science.psu.edu/academic/Integrity/index.html for details.