Math 234: Mathematical Statistics

Michael O'Neil
Spring 2014, New York University


Course description

This course is intended as a thorough mathematical introduction to the theory of statistics, intended to be taken after sufficiency in probability is obtained at the level of Math 233: Theory of Probability. Topics covered in this class will include: sampling theory, hypothesis testing, point (parameter) estimation, regression, tests of significance, likelihood methods, and Bayesian statistics. Topics in computational statistics will be covered using Python and Pandas (see Homework *).

Download a copy of the syllabus here.

Office hours are Tuesday 10am-11am and Wednesday 4pm-5pm in WWH 1105A.

The course text is All of Statistics by Larry Wasserman.

Announcements

Important information for the course will appear below as necessary.

  • The midterm is scheduled for in-class on Thursday, March 13th.
  • The final is scheduled by NYU and is Thursday, May 15th, 4:00pm-5:50pm in room WWH 312.

References

The course textbook All of Statistics by Wasserman is the only required text. It can be accessed online through Springer from NYU connected computers at:

Several other sources might be useful for studying and reference:

  • Freedman, Pisani, and Purves, Statistics.
  • Rice, Mathematical Statistics and Data Analysis.
  • McKinney, Python for Data Analysis
  • Schaum's Outline of Statistics
  • Schaum's Outline of Probability and Statistics
  • Durrett, The Essentials of Probability

The following Python tutorials might be useful:

Homework assignments

Below is a list of homework assignments along with the due date. Remember that each assignment is due at the beginning of class on the due date.

  • Install (or get access to) Python and Pandas. I recommend installing Anaconda as a one-stop shopping experience to getting Python up and running on your machine: Watch the 10 minute intro video to Pandas here: Experiment with the above Python tutorials through Codeacademy and Google.
  1. (Due 2/14/14) Problems from All of Statistics:
    • Section 1.10: 15, 19
    • Section 2.14: 4, 9, 14, 16, 20, 21
  2. (Due 2/21/14) Problems from All of Statistics:
    • Section 2.14: 17
    • Section 3.8: 1, 3, 4, 6, 7
  3. (Due 2/28/14) Problems from All of Statistics:
    • Section 3.8: 8, 10, 13, 15, 16
  4. (Due 3/7/14) Problems from All of Statistics:
    • Section 3.8: 17, 21, 22
    • Section 5.8: 2, 4
  5. (Due 3/14/14) Problems from All of Statistics:
    • Section 2.14: 8
    • Section 3.8: 2
    • Section 5.8: 6, 14
    • Section 6.6: 1, 3
    • Section 9.14: 1
  6. (Due 4/4/14) Problems from All of Statistics:
    • Section 9.14: 2 (ignore part d), 4, 5, 6 (ignore part d)
  7. (Due 4/11/14) Click here for the PDF
  8. (Due 4/18/14) Problems from All of Statistics:
    • Section 10.11: 2, 5, 6, 8, 13
  9. (Due 4/25/14) Problems from All of Statistics:
    • Section 11.12: 1, 3, 5, 6
  10. (Due 5/2/14) Problems from All of Statistics:
    • Section 13.10: 1, 2, 4, 5
  11. (Due 5/9/14) Problems from All of Statistics:
    • Section 20.7: 1, 4, 8