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Jordan University of Science & Technology
Department of Mathematics & Statistics
Math 330: Mathematical Statistics
Fall 2012
Prerequisite: Math 230 (Probability Theory)
Instructor: Abdel-Razzaq Mugdadi
Office Hours: Monday, Wednesday: 11:15-12:45
Text Book: Mathematical Statistics with Applications, 7th edition
by D. Wackerly, W. Mendenhall and R. Scheaffer
You will be responsible for the material we cover in the class from inside and from
outside the textbook.
Course Objectives: A course in the theory of statistics provides students with a basic
foundation for more specialized statistical methodology courses. Topics include point
estimation including method of moments, maximum likelihood estimation, uniform
minimum variance estimation, and properties of the associated estimators; hypothesis
testing including uniformly most powerful, likelihood ratio tests. Application to normal
distribution(s), Chi-Square test for independence.
Course Description:
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Subject
Review Probability distributions and probability densities.
Distributions of functions of random variables.
Sampling distribution from normal distribution.
Sufficiency, minimal sufficiency.
Unbiased and consistent estimators.
Rao-Blackwell theorem, completeness
UMVUE, minimum variance bounds
Estimation, MLE, large sample properties
LSE
Bayes estimators
Interval estimation
Interval estimation
Hypothesis testing: Introduction
Neyman-Pearsom lemma.
Hypothesis testing, one sided alternative(monotone likelihood ratio)
Hypothesis testing, two sided alternatives (likelihood ratio tests)
Chi-Square test for independence
Grading System:
Quizzes :
First Exam:
Second Exam:
Final Exam:
`
10% see the dates
25% Wednesday October 17, 2012
25% Wednesday November 28, 2012
40%
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Quizzes:
You will have quiz on the following dates:
Monday October 1, 2012
Wednesday October 10, 2012
Wednesday October 31, 2012
Monday November 12, 2012
Wednesday November 21, 2012
Monday December 10, 2012
Make-up:
There is no make up on quizzes . Thus, I will cancel the grade of the lowest quiz. If you
miss two quizzes with a valid written excuse for two emergencies, I will give you a
make-up for only one quiz and I will choose that quiz.
Make-ups on exams are given only under extreme Circumstances, and you need to
provide a written excuse for your absence
Calculator: You have to bring your own calculator to the quizzes and the exams
Tables:
You have to bring the necessary tables with you to the exams and the
quizzes.
Extra credit: I may give extra credits after one of the exams or at the end of the
semester (depends on the grades of the students. DO NOT DEPEND ON ANY EXTRA
CREDIT). You will loose part or all of these credits in case you miss any of the classes.
References:
1. Hogg, R. V., Craig, A. T., and Mckean, J. Introduction to Mathematical Statistics,
2004. Pearson Education
2. Evans, M. and Rosenthal, J. Probability and Statistics: The science of Uncertainty.
2009. Freeman, New York, NY.
3. Casella, G. and Berger, R. Statistical Inference, 2nd edition
4. Mukhopadhyay, N. Probability and Statistical Inference
:‫تعليمات‬
‫ كل طالب يتغيب عن امتحان يجب أن يقدم عذره خالل أسبوع ( كحد أقصى من عقد االمتحان ) وإال يفقد حقه‬.1
.‫بتقديم االمتحان التكميلي‬
‫ أي محاولة غش يقوم بها الطالب يطبق عليه نظام تأديب الطلبة وفي حالة ضبط الطالب متلبسا بالغش أثناء‬.2
.‫) من نظام تأديب الطلبة‬6( ‫تأدية االمتحان تطبق عليه المادة‬
‫ بدون عذر فانه يفصل من ذلك المساق حسب تعليمات منح‬%10 ‫ إذا تغيب الطالب عن أي مساق أكثر من‬.3
.‫درجة البكالوريوس‬
2