Statistics 100B: Introduction to Mathematical Statistics
Announcements

First lecture is on Monday, 08 January 2018
Location: Public Affairs Building 1234
Day/time: MWF 14:00  14:50.
See you then!
For the course syllabus click
here.
Useful links:
http://www.socr.ucla.edu
It's online, therefore it exists!
http://wiki.stat.ucla.edu/socr/index.php/SOCR_EduMaterials
Download R and packages.
Download RStudio.
Labs
Handouts
1. Summary of discrete and continuous distributions (review from Statistics 100A).
The next five links are the statistical tables needed for the entire quarter (from "Mathematical Statistics and Data Analysis", by John Rice, Doxbury Press, Second Edition (1995)).
Table 1: Standard normal distribution table (Z).
Table 2: Chisquare distribution table.
Table 3: t distribution table.
Table 4: F distribution table (95th percentiles).
Table 5: F distribution table (99th percentiles).
2. Some review material from
Statistics 100A.
3. Simulation of random variables.
4. Covariance and correlation.
5. Poisson, Exponential, and Gamma distributions.
6. Moment generating functions and properties.
7. Joint moment generating functions and properties.
8. Practice questions on gamma distribution.
9. Multivariate normal distribution.
10. Central limit theorem: proof and examples.
11. Distributions related to
normal (chi square, t, F).
12. Exam 1  practice exam I.
13. Exam 1  practice exam II.
14. Exam 1  practice exam III.
12a. Exam 1  practice exam I  solutions.
13a. Exam 1  practice exam II  solutions.
14a. Exam 1  practice exam III  solutions.
15. Fall 2016 exam 1.
15a. Fall 2016 exam 1  solutions.
16. Properties of estimators 
Fisher information, CramerRao inequality.
17. R commands for MSE (three different estimators
for p).
18. See R commnds of handout #17.
19. Method of maximum likelihood.
20. Order statistics.
21. Method of moments.
22. Simple regression analysis.
23. Midterm 1 solutions.
24. Practice exam for midterm 2.
25. Practice exam for
midterm 2  solutions.
26. Confidence intervals.
27. Bootstrap confidence
intervals.
Practice problems
Practice 1.
Practice 1  solutions.
Practice 2.
Practice 2  solutions.
Practice 3.
Practice 3  solutions.
Practice 4.
Practice 4  solutions.
Practice 5.
Practice 5  solutions.
Homework
Homework 1. Due
by 22:00 on Friday, 01/12.
Homework 1  solutions.
Homework 2. Due
by 22:00 on Wednesday, 01/17.
Homework 2  solutions.
Homework 3. Due
by 22:00 on Friday, 01/19.
Homework 3  solutions.
Homework 4. Due
by 22:00 on Thursday, 01/25.
Homework 4  solutions.
Homework 5. Due
by 22:00 on Tuesday, 01/30.
Homework 5  solutions.
Homework 6. Due
by 22:00 on Wednesday, 02/07.
Homework 6  solutions.
Homework 7. Due
by 22:00 on Tuesday, 02/13.
Homework 7  solutions.
Homework 8. Due
by 22:00 on Tuesday, 02/20.
Homework 8  solutions.
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