Course: STAT 562 –Theory of Statistics 2

Semester: Spring 2018

Prerequisites: Stat 561 or equivalent course

Instructor: Dr. Robert Mnatsakanov, 126 Stansbury Hall

Office Phone: (304) 293-9994
e-mail: Robert.Mnatsakanov@mail.wvu.edu

Homepage: stat.wvu.edu/~rmnatsak

Schedule: Tuesday and Thursday 2:30 p.m. – 3:45 p.m.

Location: Room 252 Hodges Hall

Office Hours: Wednesday: 3:00 – 5:00 p.m.

Course Objectives: The objectives of this course are to study the different types of
convergences of the sequence of random variables. The asymptotic properties of
maximum likelihood estimates of parameters will be studied as well. The derivation
of different confidence intervals for parameters and functions based on the order statistics
will be studied. The concepts of sufficient and ancillary statistics will be discussed. The
uniformly most powerful and likelihood ratio tests statistics will be introduced and
studied. Nonparametric estimates of a probability density function and quintile function
will be discussed. Finally, the goodness of fit tests based on the empirical distribution
function will be introduced.

Expected Learning
Outcomes:

1. Students will be able to calculate the maximum likelihood estimates of parameters

in different probabilistic models as well as to study the properties of the log-
likelihood tests.

2. Students will gain the ability to apply different techniques to derive the
confidence intervals for unknown parameters of the distribution.

3. Students will be able to solve many practical problems from the theory of statistics.

4. Students will be able to understand the construction of distribution free test

statistics like Chi-square, Kolmogorov-Smirnov tests, Sign test among others.

5. Students will be able to understand the properties of kernel type estimates of the
density and regression functions.
Required Textbook:

Introduction to Mathematical Statistics (6th edition), Robert Hogg, Joseph McKean, and
Allen Craig

Grading: 2 Exams (@ 30% each 60%

Final Exam 30%
Homework assignments: 10%

Exam #1: Feb. 8, Thursday

Exam #2: April 5, Thursday

Final Exam: May 4, Friday

Time: 8a.m. - 10a.m.

Grade Assignment: 100 – 91 A

90 – 81 B
80 – 71 C
70 – 61 D
60 – 0 F

Grading Policy: No make–up exams except by prior arrangement with instructor

Social Justice
Statement: West Virginia University is committed to social justice. Our
university does not discriminate on the basis of race, sex, age,
disability, veteran status, religion, sexual orientation, color, or
national origin.

Any student who, bacause of disability, may require special

arrangements in order to meet course requirements should contact
the instructor as soon as possible to make necessary
accommodations.