STATISTICS 3CI3

Computational Methods For Inference

Winter Term 2012


Instructor : Angelo J. Canty
Office :HH 209
Phone:(905) 525-9140 x 27079
Email: cantya@mcmaster.ca
Textbook : Introduction to Mathematical Statistics (Sixth Edition)
by Robert V. Hogg, Joseph W. McKean and Allen T. Craig.
Pearson Prentice Hall (2005)
Lectures: Monday 13:30 - 14:20 in HH 217
Wednesday 13:30 - 14:20 in HH 217
Thursday 13:30 - 14:20 in HH 217
Office Hours : Monday 12:30 - 13:20
Thursday 12:30 - 13:20
or at other times by e-mail appointment


Course Outline

Note: In order to read the course outline and many other documents on this page you need the Adobe Acrobat Reader. If you do not have this installed on your computer then it can be downloaded by clicking on the button below.


Notices

Important announcements and notices regarding the website and the course will be posted here.

April 5, 2012 The solution set for the final assignment has now been posted. I hope to have the assignments marked by about 2pm on Thursday April 5 after which time you can collect them in person from my office. I will also be in my office to answer your questions at the following dates and times
DateTime
Tuesday, April 1012:30-4:30
Wednesday, April 1112:30-4:30
Thursday, April 121:00-6:00


March 29, 2012 I have now posted the multi-dimensional Newton-Raphson code as shown in class yesterday. I also found a few typos in the solution set for the fourth assignment which I have corrected in the currently posted version.

March 28, 2012 The final set of lecture notes has now been posted below.

March 24, 2012 The solutions to the fourth assignment have been posted. I also found an error in the function newton.raphson in the file Mar14.R which I have fixed and the file has been reposted.

March 23, 2012 The fifth assignment has now been posted. I hope to post the solution set for assignment 4 tomorrow which you will need for question 3 in assignment 5.

March 21, 2012 the sixth set of lecture notes has been posted below.

March 19, 2012 Following requests from students I am making available the notes, assignments, solutions etc. from when I last taught Statistcs 3d03 in the Fall term of 2009. The material can be found here.

March 18, 2012 The code for the one parameter Newton-Raphson algorithm used in class on Thursday has now been posted.

March 9, 2012 Due to another engagement, I will not be able to hold my usual office hours at 12:30 on Monday but will be available after class for any questions. Sorry for any inconvenience.

March 9, 2012 I have posted the solutions to the third assignment and the questions for the fourth assignment which will be due on Wednesday March 21. I have also decided to change the due date for the final assignment to the last day of classes (April 4).

March 9, 2012 I have posted a slightly revised version of lecture notes 5 below. (The only change is that I used multiparameter notation on pages 102--104 and have simplified that for the single parameter situation).

March 5, 2012 There was a misprint in question 2(b) of the third assignment. There should be a negative in the exponent in the definition of the Laplace distribution. I have posted a corrected version of the assignment. Sorry for any inconvenience.

March 4, 2012 the fifth set of lecture notes has now been posted.

March 4, 2012 The questions and a solution set for last weeks midterm test have now been posted.

February 22, 2012 The third assignment has now been posted. Please note that I have changed the due date to Wednesday March 7 to ensure sufficient time to cover bootstrap hypothesis testing.

February 22, 2012 I have posted the R script and results for the simulation study looking at the studentized bootstrap intervals which I was doing at the end of class on Thursday Feb 16.

February 15, 2012 I have posted the script for yesterday's simulation study as well as an earlier example of the nonparametric bootstrap.

February 15, 2012 The solutions for the second assignment have been posted.

February 9, 2012 The solutions for the first assignment have been posted.

February 3, 2012 The second assignment has been posted and is due at the start of class on Monday February 13.

February 1, 2012 The fourth set of lecture notes has now been posted.

January 23, 2012 The first assignment has been posted below and is due at the start of class on Monday January 30, 2012.

January 19, 2011 Due to some gaps in the prerequisite course, I am revising the topics in this course. The previous third set of lecture notes have been removed and a new set posted which cover some important material from Chapter 5 of Hogg, McKean and Craig. We shall return to bootstrap confidence intervals when we have covered this material. Sorry for this necessity but it is important that everyone knows the precise definitions and properties of estimation and testing that we shall cover before proceeding. I will revise the course outline and repost this weekend.

January 16, 2012 R code for the examples done in class last week has been posted below.

January 8, 2012 The second set of lecture notes have been posted.

January 2, 2012 Happy new year and welcome Stats 3CI3 Computational Methods for Inference. The course outline and the first set of lecture notes have now been posted. This course will use the statistical programming language R quite extensively and students are strongly encouraged to download their own copy of R. It is available free of charge from http://cran.r-project.org for Windows, Linux or Macintosh operating systems.

Lecture Notes


Copies of my lecture notes will be posted here each week.



R Code for Examples

I will post the R code for examples done in class here.


Assignments


Assignments will be posted here approximately one week before they are due and their solutions will be posted approximately one week after the due date. Assignments are due at the start of class on their due date, late assignments will not be accepted except in extreme circumstances.



Midterm Test


The midterm test and solutions will be posted here shortly after the test date.





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This page is maintained by Angelo Canty, cantya@mcmaster.ca
Last updated on April 5, 2012