ST701 – Statistical
Theory I

Updated 12/10/2016
 Name: Ryan Martin
 Office: 5238 SAS Hall
 Phone: 9195151920
 Email: rgmarti3 AT ncsu.edu (best way to contact me)
 Course syllabus: PDF file
 Teaching Assistant: Mr. Rahul Ghosal (email: rghosal AT ncsu.edu)
 Weekly meetings:
 Lecture: TTh 8:30–9:45am in SAS Hall 1108
 Lab: T 10:15–11:05am in SAS Hall 1108.
 Office hours:
 with instructor, Thursday 11am–12pm, or by appointment.
 with TA, in SAS Hall 1101, Monday 3–5pm.
 Textbook: Casella & Berger Statistical Inference, 2nd Edition. [link]
 Software: R is free to download at http://cran.rproject.org/
 Corequisites: MA405 (linear algebra) and MA425/511 (real analysis)
Please check this section occasionally for updates to the schedule or other information.
12/10: Have a nice holiday break!
12/10: The exams have been graded and there was a very wide performance range—mean about 78 and standard deviation about 20. My overall assessment is that the exam was a little bit too hard and a little bit too long; I say a "little bit" because there were about 7 students whose unadjusted scores were over 100! Anyway, I decided to adjust the scores slightly by adding 7 points to each raw score, and a summary of the (adjusted) scores is here.
12/05: My solutions to the final exam are here. It may take me a few days to finish the grading, but you probably have other exams to focus on for the time being. When the grading is done and scores are posted on moodle, I'll add one more announcement here.
11/30: The TA will hold his regular office hours on Monday before the final exam.
11/27: I hope you had a nice holiday weekend. As promised, solutions for the two sets of review problems are here and here, and solutions for the two exams from last fall are here and here. The lab session on Nov 28th will go over some of these problems. It is likely that there are some mistakes in my prepared solutions, though these should only possibly be in terms of the numerical answers, not the approach taken. So if you can follow my approach but get a different numerical answer than I did, then it is safe for you to assume that I made a mistake.
11/21: Here are some review materials to help you prepare for the upcoming final exam. Keep in mind that, last fall, the course had two midterms and a final exam, whereas this time there is only one midterm and final. So certain aspects from both Exams 2 and 3 from last fall are relevant to our exam this time. In particular, two sets of review problems are here and here, and the two exams from last fall are here and here. Solutions to all of these things will be posted soon.
10/19: Scores for Exam 1 are posted on the course moodle page. A summary of the distribution of scores is here.
10/17: I will try to have the exams graded and ready to return to you by Thursday class, but that might not happen; if not this Thursday, then I'll have the graded exams for you by next Tuesday. In the meantime, here are my solutions to the exam if you want to take a look.
10/12: At students' request, I pushed the exam start time back 30 minutes. So, the exam will be Tuesday, October 17th, 9–11am.
10/11: Solutions to the review problems are here and solutions to the old exam are here.
10/08: For lab this Tuesday (October 10th), the TA will do some review activities, e.g., answer students' questions about previous homework problems, discussion some of the exam review problems, etc.
10/06: Here is some various information about our upcoming exam, on Tuesday, October 17th.
 The exam will cover all the material in Chapters 1–3, excluding Sections 2.4, 3.4–3.6; Section 3.6 will be part of the material for Exam 2.
 For the exam, you may use a onepage (front and back, regular size paper) sheet of handwritten notes. Feel free to write whatever you want on this paper, the only condition is that it be handwritten, not printed out.
 Here are some practice problems, some are fairly easy and some are less so. This is just to give you something to think about, there is no need to answer write out solutions to all of them.
 Here is the exam I gave last fall, which was based on a slightly smaller chunk of material than what we have covered so far. Note that this exam was "too easy" and that I will try to make the exam harder than this one; but this is still useful as it gives you some idea about my style of questions.
09/26: There are now some (rough) notes for the lab sessions posted below.
09/20: Just a reminder that October 5th is fall break so we will not have class that day.
08/23: The first homework assignment has been posted, see below. Also, I have activated the Moodle page for this course, where I'll be posting your grades, so please check to make sure you can see it.
08/23: I've posted my office hours: Thursday 11am–12pm.
08/17: Grades for this course will be posted on "moodle", which can be accessed from the WolfWare website here. Please check your grades occasionally to be sure that your scores have been recorded correctly.
08/17: Here are a few important dates—I will remind you of these things in class when the time is near.
 There will be no class on Thursday, October 5th, for Fall Break or on Thursday, November 23rd, for Thanksgiving.
 The midterm exam is tentatively scheduled for Tuesday, October 17th, and the final exam will be held on Tuesday, December 5th from 8–11am, based on the schedule set by the university.
08/17: Welcome to ST701!
Probability Theory, Chapter 1 in Casella & Berger.
Transformations and Expectations, Chapter 2 in Casella & Berger.
Common Families of Distributions, Chapter 3 in Casella & Berger.
Multiple Random Variables, Chapter 4 in Casella & Berger.
Properties of a Random Sample, Chapter 5 in Casella & Berger.
The lab sessions for ST701 are run by the TA, Mr. Rahul Ghosal, and will consist of working out solutions to some extra problems, from the textbook or elsewhere. Rough notes from these lab sessions will be posted here shortly after the lab date. Notes from the first few labs are in one file; separate files for each will be posted for each lab starting on 09/26/2017.
Labs up to and including 09/19/2017. Notes are here.
Lab on 09/26/2017. Notes are here.
Lab on 10/03/2017. Notes are here.
Lab on 10/10/2017. Go over some review materials for the exam, e.g., questions in the review packet.
Lab on 10/24/2017. Go over Stein's Lemma (in Lemma 3.6.5) with application in Example 3.6.6, and Problem 4.4.
Lab on 10/31/2017. Problems 4.14, 4.26, and 4.27; maybe 4.31.
Lab on 11/07/2017. Joint distributions of more than two random variables, in Section 4.6. Notes are here.
Lab on 11/14/2017. Definition and properties of the multinomial distribution, pages 180–182 in the text.
Lab on 11/21/2017. Distribution of order statistics and examples, Section 5.4.
Lab on 11/28/2017. Go over some of the review and old exam problems.
Homework will be collected at the beginning of class on the day it's due. The assigned problems will usually be taken from the textbook, but I may occasionally include some problems of my own. You are welcome to discuss the homework with your classmates, but each student must submit their own independent writeup of the solutions. Copying the work of others (which includes your classmates, people who post materials on the web, etc) is not acceptable. Solutions will be posted here shortly after the due date.
Homework 1 — Due Tuesday 09/05/2017.
From Chapter 1 of Casella & Berger: Exercises 1.1, 1.4, 1.5, 1.6, 1.13, 1.23; Bonus: 1.12. SolutionsHomework 2 — Due Tuesday 09/19/2017.
From Chapter 1 of Casella & Berger: Exercises 1.24, 1.34, 1.38, 1.40 [part corresponding to (c) only], 1.46, 1.51, 1.53. SolutionsHomework 3 — Due Tuesday 10/03/2017.
From Chapter 2 of Casella & Berger: Exercises 2.9, 2.11, 2.17, 2.24, 2.25, 2.26, 2.33. SolutionsHomework 4 — Due Friday 10/13/2017. (In my mailbox by 3pm)
From Chapter 3 of Casella & Berger: Exercises 3.15 [use PMF in Eq (3.2.10)], 3.19, 3.24(a), 3.26(b), 3.38. SolutionsHomework 5 — Due Thursday 11/02/2017.
From Chapters 3–4 of Caslla & Berger: Exercises 3.46, 4.1, 4.5, 4.10, 4.15, 4.17, 4.20. SolutionsHomework 6 — Due Tuesday 11/21/2016.
From Chapter 4 of Caslla & Berger: Exercises 4.24, 4.34(a), 4.45, 4.54, 4.55, 4.59. Solutions