Welcome to Stat 547C Website. Please, click on the desired link below.
The Introduction has been modified (mostly cosmetics changes) on Sunday, Sept 13. Sorry for any inconvenience.
This assignment has been last modified on Sunday, Sept 14. Sorry for any inconvenience. Assignment 1 will be due on Wednesday, September 23, in class.
Assignment 2 will be due on Wednesday, Oct 13 (because Monday is a holiday). This assignment has been last modified on Oct. 8. A hint has been added to Problem 2 and a typo has been corrected in Problem 3. Sorry for any inconvenience.
The Multivariate Normal lecture notes have been last updated on October 24, 2009.
The notes on Asymptotics have been updated on Nov. 18. Some typos in the characteristic function and CLT parts have been corrected.
Assignment 4 Part 1 will be due on Monday, Nonvember 9. The midterm will take place on Monday, November 16 (in class).
Assignment 5 will be due on Monday, Nov. 30 (in class).
Please, use the following dataset to construct the asymptotic 95% confidence intervals for the correlation coefficient.
Please, find below the Final Project. It will be due on December 18. Have fun!
The Final Project has been updated on Dec. 1, 4:30pm. Please, use the updated version!
The Final Project has been updated again on Dec. 2 4:30pm. Please, use the last updated version!
Update on Friday, Dec 11: A typo in Problem 2 (the denominator of the variance estimate) has been corrected. Moreover, a hint to derive the asymptotic distribution of the estimaor of sigma^2 has been added.
The material in the MCMC posting below is related to the "optional" lecture on MCMC and is not relevant for the Final Project.
Note: There was a glitch with the earlier posted version of MCMC. The corrected version has been uploaded on Dec 23, 2009.