Syllabus for Professor Jin Feng's Math 628



Office: 623 Snow Hall;  Phone: 864-3764; Office Hour: Tuesday and Thursday, 11:00am - 12:00 am.


  • Textbook:   Introduction to Probability and Mathematical Statistics, 2nd edition by Bain/Engelhardt. Duxbury Classic Series

  • Prerequisite:  Math 627 or equivalent in a calculus based probability course.


  • Course Outline:  
  • Chapt 8. Statistics - smaple mean, proportion, variance, their sampling distributions; some common distributions based on normal samples - chi-square, t and F.
  • Chapt 9. Point Estimation - methods of moments and maximum likelihood; unbiased minimum variance estimation, mean squared error, efficiency, consistency and asymptotic distributions, Bayes estimation.
  • Chapt 10. Sufficiency and completeness - the factorization theorem and the exponential family.
  • Chapt 11. Interval estimation - confidence intervals for means and variances based on one sample and comparison based on two samples; exact and approximate confident intervals.
  • Chapt 12. Test of hypotheses - test for means and variances (and other parameters); Neyman-Person lemma, uniformly most powerful test, likelihood ratio tests (t and F).
  • Chapt 13. Goodness of fit test (as time allows).

  • Homework: Regular homework will be given, which counts for 20 percent of total grade.

  • Exams: Two midterm exams and one final (exact date to be announced).

  • Grading Policy:   Letter grades will be assigned according the numerical grades as follow: A: 90-100, B: 80-89, C: 70-79, D 60-69, F: 0 - 59
  • Numerical grades are 100-point cumulative grades of the following:
  • Homework 20 percents
    Midterm 1 20 percents
    Midterm 2
    20 percents
    Final exam 20 percents
    Total 100 points total

  • This syllabus is subject to change at the discretion of the instructor.
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