e-mail: huibin.zhou@yale.edu.

Office hours: Monday and Wednesday 10:30-11:30, or by appointment

**Class Time: **
Tuesday, Thursday 10:30-11:45, 24 Hillhouse Avenue, Room 107. An
informal recitation class will be offered at 6:15-7:00 on Wednesday.

**T.A.: **Cong Huang
(cong.huang@yale.edu).

**Textbook: **
Erich Lehmann and George Casella, ``Theory of Point Estimation''.

We will cover core material from chapters 1 through 6.

**Grade: **

Weekly Homework: 45%

Midterm: 15%

Final Exam: 30%

Participation: 10%

** Course Description:**
A systematic development of the mathematical theory of statiscal inference
focussing on optimality in estimation: Best unbiased, best invariant,
minimax, Bayes, admissibility, efficiency, asymptotics.

** Course Homepage: **
http://www.stat.yale.edu/~hz68/610/

**Homeworks**

HW1 : Chapter 1: Problems 1.2, 1.8, 4.1, 4.13, 5.1 Due Thursday Sept 8
in class. Homework 1

HW2 : Chapter 1: Problems 5.6, 5.7, 5.25, 6.1, 6.3 Due Friday
Sept 16

HW3 : Chapter 1: Problems: 6.6, 6.7, 6.16, 6.29, 6.31(a) Due Friday Sept
23

HW4 : Chapter 1: Problems: 6.35, 6.36, 7.9; Chapter 2: 1.15 Due
Thursday Sept 29

HW5 : Chapter 2: 1.12, 1.18, 1.20, 2.8, 2.19, 2.24 Due
Friday Oct 7

HW6 : Chapter 2: 5.3, 5.9, 5.13, 5.22, 5.27 Due
Friday Oct 14

HW7 : Chapter 3: 1.6, 1.11, 3.6, 3.10 Due Friday Oct 21

** Midterm Exam
**
HW8 : Chapter 4: 1.1, 2.8 Due Friday Oct 28

HW9 : Chapter 4: 2.15(a, b), 3.3, 3.4, 4.4, 7.1a, 7.3a

HW10: Chapter 5: 5.4, 5.7(a,b), 6.1.

HW11: Chapter 5: 1.9, 1.21, 2.9 (a, b, c), 7.14, 7.15.

Note: (i) for part (c) of 2.9, you could just prove a weaker version of the result by replacing " for m<1/sqrt(n) ... " with " there is a positive constant m_0, independent of n, such that ...". There is a typo in this part, please replace max{R(-m,...),...} by max{R(0,...),...}

(ii) For problem 7.14, there are four parts, but at least one part of the problem is not right. Your job is to find the first wrong part and explain it.

(iii) The statement of problem 7.15 may not be right. So if you can not get an admissibilty result, try to show that the estimator is inadmissible.

Due 2:30pm, Dec 9th.