BST231 Statistical Inference

Spring 2019
MW 9:45 – 11:15, Kresge 200
1-24-2019

Instructor: Robert Gray

Office: CLS 11002
Telephone: 632-2446
E-mail: gray@jimmy.harvard.edu
Office hours: By appointment

TA’s: Kaitlyn Cook and Jonathan Larson

E-mail: kaitlyncook@g.harvard.edu, jlarson01@g.harvard.edu
Office hours: TBA

Lab: Fridays, 9:45-11:15 FXB G10

Course web site: https://canvas.harvard.edu/courses/55666

Prerequisite: BIO 230

Grading: Frequent homework assignments (35%), a midterm exam (30%), and a final
exam (35%)

Textbook (required): Casella G and Berger RL (2002) Statistical Inference, 2nd Edition.
Supplementary Notes (pdf on course website)
Textbook (optional): Lehmann EL (1999) Elements of Large Sample Theory. Springer-
Verlag, New York.

Overview

This course focuses primarily on the theory of inference for finite dimensional parametric
models. The main topics covered are criteria for evaluating and comparing estimators
and hypothesis tests, and optimality of procedures. There will also be considerable
emphasis on asymptotic theory. The course is based on Chapters 6-10 of Casella and
Berger (C&B) and the Supplementary Notes.

Homework and Exams

Homework assignments will be frequent (perhaps weekly), and generally due on

Wednesdays. The midterm and final exams will be held in class and will be closed book
exams. The exams are tentatively planned for Wednesday March 13 and Monday May
13.

Schedule of Topics

Topics are organized by units, listed below, which will be covered sequentially. Slides
for each unit will be posted on the course web site prior to the corresponding lectures.
Unit 1 Models and Families of Distributions (C&B sections 3.4 3.5; Supplementary
Notes Sections 1 and 2)

Unit 2 Principles of Data Reduction (C&B Chapter 6)

Unit 3 Methods of Estimation (C&B Section 7.2; Supplementary Notes Section 3)

Unit 4 Properties of Estimators (C&B Sections 7.3, 10.1.1; Supplementary Notes

Sections 4.1, 4.2, 5)

Unit 5 Asymptotic Distributions (Supplementary Notes Section 4.3 and Appendices;

Parts of C&B Sections 10.1 and 10.2)

Unit 6 Distribution of MLE’s and Asymptotic Efficiency (Supplementary Notes Sections

4.4 and 6; C&B Sections 10.1 and 10.2)

Unit 7 Hypothesis Testing (C&B Sections 8.1, 8.2)

Unit 8 Theory of Optimal Tests (C&B Section 8.3)

Unit 9 Testing with Nuisance Parameters (Supplementary Notes Section 7)

Unit 10 Likelihood Ratio, Score and Wald Tests (Supplementary Notes, Section 8, C&B
Section 10.3)

Unit 11 Asymptotic Properties of Hypothesis Tests (Supplementary Notes, Section 9,

C&B Section 10.3)

Unit 12 Confidence Intervals (C&B Chapter 9, Section 10.4)