**Math 665**: Statistical Inference

*Spring 2019 Graduate Course Syllabus*

**NJIT Academic Integrity Code**: All Students should be aware that the Department of Mathematical Sciences takes the University Code on Academic Integrity at NJIT very seriously and enforces it strictly. This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams. Under the University Code on Academic Integrity, students are obligated to report any such activities to the Instructor.

## Course Information

**Course Description**: Review of sampling distributions. Data reduction principles: sufficiency and likelihood. Theory and methods of point estimation and hypothesis testing, interval estimation, nonparametric tests, introduction to linear models.

**Number of Credits**: 3

**Prerequisites**: MATH 662 or departmental approval.

**Course-Section and Instructors**

Course-Section |
Instructor |

Math 665-102 |
Professor W. Guo |

**Office Hours for All Math Instructors**: Spring 2019 Office Hours and Emails

**Required Textbooks**:

**Title** |
*Introduction to Mathematical Statistics* |

**Author** |
Hogg, McKean, and Craig |

**Edition** |
7th |

**Publisher** |
Pearson |

**ISBN #** |
978-0321795434 |

**University-wide Withdrawal Date**:The last day to withdraw with a **w** is **Monday, April 8, 2019**. It will be strictly enforced.

## Course Goals

**Course Objectives and Description**: This course will focus on mathematical methods for statistical inference. Topics include review of sampling distributions, data reduction principles: sufficiency and likelihood, theory and methods of point estimation and hypothesis testing, interval estimation, bootstrap procedures and the EM algorithm.

**Course Outcomes**: On successful completion, students will be able to demonstrate understanding of the following topics:

- Consistency and asymptotic normality

- Delta method

- Maximum likelihood estimation

- Sufficiency

- Minimum variance unbiased estimation

- Hypothesis tests; uniformly most powerful tests; likelihood ratio tests

- Sequential probability ratio test

**Course Assessment**: Will be based on regular homework, two midterm exams, and one final exam.

## Policies

**DMS Course Policies**: All DMS students must familiarize themselves with, and adhere to, the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly.

**Grading Policy**: The final grade in this course will be determined as follows:

**Homework** |
25% |

**Midterm Exam** |
35% |

**Final Exam** |
40% |

Your final letter grade will be based on the following tentative curve.

**A** |
90 - 100 |
**C+** |
70 - 74 |

**B+** |
80 - 89 |
**C** |
60 - 69 |

**B** |
75 - 79 |
**F** |
0 - 59 |

**Attendance Policy**: Attendance at all classes will be recorded and is **mandatory**. Please make sure you read and fully understand the Math Department’s Attendance Policy. This policy will be strictly enforced.

**Homework Policy**: Homework assignments are due within a week unless announced otherwise by instructor. Late homework will not be accepted.

**Exams**: There will be two midterm exams held in class during the semester and one comprehensive final exam. Exams are held on the following days:

Midterm Exam |
March 5, 2019 |

Final Exam Period |
May 10 - 16, 2019 |

The final exam will test your knowledge of all the course material taught in the entire course. Make sure you read and fully understand the Math Department's Examination Policy. This policy will be strictly enforced.

**Makeup Exam Policy**: To properly report your absence from a midterm or final exam, please review and follow the required steps under the DMS Examination Policy found here:

**Cellular Phones**: All cellular phones and other electronic devices must be switched off during all class times.

## Additional Resources

**Accommodation of Disabilities**: Disability Support Services (DSS) offers long term and temporary accommodations for undergraduate, graduate and visiting students at NJIT.

If you are in need of accommodations due to a disability please contact Chantonette Lyles, Associate Director of Disability Support Services at 973-596-5417 or via email at lyles@njit.edu. The office is located in Fenster Hall, Room 260. A Letter of Accommodation Eligibility from the Disability Support Services office authorizing your accommodations will be required.

For further information regarding self identification, the submission of medical documentation and additional support services provided please visit the Disability Support Services (DSS) website at:

**Important Dates** (See: Spring 2019 Academic Calendar, Registrar)

Date |
Day |
Event |

January 22, 2019 |
T |
First Day of Classes |

February 1, 2019 |
F |
Last Day to Add/Drop Classes |

March 17 - 24, 2019 |
Su - Su |
Spring Recess - No Classes, NJIT Open |

April 8, 2019 |
M |
Last Day to Withdraw |

April 19, 2019 |
F |
Good Friday - No Classes, NJIT Closed |

May 7, 2019 |
T |
Friday Classes Meet/ Last Day of Classes |

May 8 & 9, 2019 |
W & R |
Reading Days |

May 10 - 16, 2019 |
F - R |
Final Exam Period |