ORF 524: Statistical Theory and Methods

Fall Semester, 2004 TTh 3:00 - 4:20 in BCF

http://www.orfe.princeton.edu/~jqfan/fan/classes/524.html

Instructor. Jianqing Fan, Professor. Office: E-332 E-Quad. Phone: 258-7924. E-mail: jqfan@princeton.edu

Teaching Assistant. Heng Peng, E-418, E-quad, pheng@princeton.edu

Office Hours: Tuesday 11:00-12:00, Thursday 4:30-5:30, or by appointments.

Syllabus and Others: click here

Lecture notes 1.

Lecture notes 2

Homework Assignments:

Hw1 -- due Sept. 21, 2004: Problems 1.1.2, 1.1.12, 1.2.12, 1.2.14, 1.5.3, 1.5.6

HW2 -- due Sept. 28, 2004: Problems 1.5.7, 1.5.14, 1.6.11(e)-(f), 1.6.5, 1.6.36 (a)--(d)

HW3 -- due Oct. 5, 2004: Problems 2.1.2, 2.1.9, 2.1.15, 2.2.9, 2.2.10(b)&(e), 2.2.17,

Homework #4 --- due Oct. 19, 2004

HW5 -- due Nov 2, 2004: Problem 3.2.8(a), (c), 3.3.5(a), (b), 3.3.9, Problem 3.4.3 (a), (b), 3.4.5

HW6 -- due Nov. 9, 2004: 3.3.8, 3.4.11(a), (b), 4.1.2, 4.1.6 (You need to show 4.1.5 first in order to prove 4.1.6), 4.2.2

HW7 --- due Nov. 16, 2004: Problems 4.3.5, 4.3.6, 4.9.4(a), (b), 4.9.9, 4.4.1

HW8 --- due Nov. 23, 2004: Problems 4.4.5, 4.4.8, 4.4.9, 4.4.13, 4.5.1

HW9 --- due Dec. 9, 2004: Problems 5.2.5, 5.3.13, 5.3.14, 5.3.17, 5.3.24