Statistics 205: Nonparametric Statistics
Spring 2008 ● T Th 12:50-2:05 PM ● Hewlett 103
Nancy R. Zhang ● nzhang atstanford ● Office Hours: Tues 2:15-4:00 PM Sequoia Hall 141
| TA: | Nick Annoni | Office hours Wednesday 2:30-5 PM (ndannoni@stanford.edu) | |||
| Grader: | Peter Banwarth | (banwarp@gmail.com) | |||
| Required Text: | |||||
| Lehmann, E., Nonparametrics: Statistical Methods Based on Ranks, revised first edition. | |||||
| Efron, B. and Tibshirani, R., An Introduction to the Bootstrap. | |||||
| Pre-requisites: | |||||
| Any introductory statistics course. | |||||
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Anouncements: 4/7: The bookstore will have extra copies of the Lehmann text by 4/15. In the meantime, if you don't have the book, you can pick up photocopies of chapters 1 & 2 at Helen's office in the Stat department. 4/20: Note that the syllabus has been updated. 4/30: Note that the syllabus has been updated, midterm is next Tuesday, in class. You can bring 1 (double sided) page of notes. You also should bring calculators. Photocopies of tables from back of book will be provided. 5/8: Midterm solutions will be posted shortly, they are currently being graded and scores will be posted by Sunday. 5/8: After the current homework assignment, there will be one more homework. 5/12: Typo for problem
6.10 in homework 5: the question listed 10 numbers rather than 8: it
appears that a decimal point was replaced 6/3: Please turn in your projects to me personally on Friday (June 6) before 5 pm at the latest. If I am not there slip under my door.
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| Tentative Plan: | |||||
| Week | Date | Topic | Assigned problems | ||
| 1 | Tues | 4/1 | Lehmann 1: Review, Introduction | ||
| Thurs | 4/3 | Lehmann 1: Asymptotic null, ties | Due 4/10: Lehmann Chpt 1: 8, 23, 24, 49,92 | ||
| 2 | Tues | 4/8 | Lehmann 1: Two sided alternatives, other topics | Problem set 1 solutions, correction , grading criteria. | |
| Thurs | 4/10 | Lehmann 2: Introduction to population models | Due 4/17: Lehmann Chpt 1: 60, 99, Chpt 2: 1, 2, 6 | ||
| 3 | Tues | 4/15 | Lehmann 2: Power | Problem set 2 solutions, grading criteria | |
| Thurs | 4/17 | Lehmann 2: Power | Due 4/24: Lehmann Chpt 2: 10,13,16,44,52, Appendix 35 | ||
| 4 | Tues | 4/22 | Lehmann 2: Effect estimation | Problem set 3 solutions, grading criteria | |
| Thurs | 4/24 | Lehmann 3: Paired Comparisons | Due 5/1: Lehmann Chpt 2: 20, 21, Chpt 3: 34, 35, Chp 4: 6,13 | ||
| 5 | Tues | 4/29 | Lehmann 4: Population Model for Paired Comparisons | Problem set 4 solutions, grading criteria | |
| Thurs | 5/1 | Lehmann 5: Kruskal Wallis Test | |||
| 6 | Tues | 5/6 | Midterm | Last year's midterm, 2008 midterm solutions, grading criteria | |
| Thurs | 5/8 | Efron & Tibshirani 4-6: Plug-in principle, Bootstrap std. err. R examples | Due 5/15: Efron & Tibshirani: 6.2, 6.5, 6.10, 7.3, 12.5 | ||
| 7 | Tues | 5/13 | Efron & Tibshirani 12-14: Bootstrap confidence intervals. R examples, mathmark.txt | Problem set 5 solutions, grading criteria | |
| Thurs | 5/15 | Efron & Tibshirani 10-11: Bias estimates, Jackknife R examples | Due 5/22: Efron & Tibshirani: 11.3, 11.10, 11.13, 15.4, 16.4 | ||
| 8 | Tues | 5/20 | Efron & Tibshirani 15-16: Hypothesis testing R examples | Problem set 6 solutions | |
| Thurs | 5/22 | Efron & Tibshirani 9: Regression models | |||
| 9 | Tues | 5/27 | Efron & Tibshirani 8: Advanced bootstrap topics R examples for 5/20 and 5/22 | ||
| Thurs | 5/29 | Final Project | |||
| 10 | Tues | 6/3 | Final Project | ||
| Grading Policy: | |||||
| Homeworks (roughly weekly): 40% | |||||
| Midterm: 30% | |||||
| Final: 30% | |||||