Math 6262

Fall 1998

Professor Spruill

Office hours: Mon. 1-2, Weds. 2-3

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.
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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:
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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.

The spreadsheet, including formulas, for our sample proportion estimation example is available here if you have a spreadsheet program that reads (I think most do) SYLK files.