Math 6262

Fall 1996

Professor Spruill

Office hours: Weds. 11-12, Thurs. 1-2

• Geometric solution to an odd-even with lying problem.
• Plot of a normal gamma prior.
• Grading Your grade for the course will be determined by your performance on a midterm exam, a final exam, and problem sets. Each will count one third. Problems will be assigned during the quarter, mainly from the course text, Introduction to Mathematical Statistics, a Decision Theoretic Approach, by T.S. Ferguson.

  The following problems in Ferguson are suggested.
  
  Page  Problems
  28	1-3
  34	1-3
  42	1-4
  51	1-6,8
  56	all
  59	all
  63	1-3
  67	1-4
  69	1-4
  70	1,2
  75	1-4
  79	3
  88	1,2,4
  94	3,4,5,8,9
  104	1
  119	1,2
  125	1,3,5
  131	1,2
  
  
  
  Some important references are as follows:
  

Berger, J.W.(1985). Statistical Decision Theory and Bayesian Analysis. Springer-Verlag,New York.

In Berger see probs
pg 384	#43
pg 287	#'s 3,4,5,7,10
pg 513	#'s 1,2,4

Blackwell, D. and Girshick, M. (1954). Theory of Games and Statistical Decisions. Wiley,New York.

DeGroot, M. (1970) Optimal Statistical Decisions. McGraw-Hill, New York.

Lehmann, E.L. (1959). Testing Statistical Hypotheses. Wiley,New York.

Lehmann, E.L. (1983). Theory of Point Estimation. Wiley,New York.