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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: 1 2 3 4 5 6 7 8 9 10 11 12 12 13 14 15 16 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% 1 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