Statistics 304, Autumn Quarter, 2001
Statistics 304, Autumn Quarter, 2001
Distribution functions and friends: inverse distribution functions, representing functions, quantile functions, Q/Q plots, probability and inverse probability transformations.
Change-of-variables for probability densities: univariate and multivariate, standard examples.
Computer algebra: Maple
Measures of location: mean, median, mode: $g$-means, medians, and modes; Jensen, Holder, Cauchy-Schwarz inequalities.
Measure of spread: SD, mean absolute deviation, Gini's mean difference; interrelations, examples.
Integration to the limit: MCT, DCT, the sandwich theorem.
Switching the order of summation/integration: Fubini's theorem
Moment generating functions (real argument): examples, characterization of the region of finiteness, power series expansion.
Integration of complex valued functions.
Moment generating functions (complex argument).
Characteristic functions: examples, inversion formulas, uniqueness theorems,
Convergence in distribution: criteria for convergence.
Limit theorems: expansion of the characteristic function about $t=0$, weak law of large numbers, global CLT, local CLT for densities.
Cumulants and cumulant generating functions: examples, properties.
Edgeworth expansion for densities and friends: expansions for the cdf, the normalizing transformation, the Cornish-Fisher transformation.
The Euler-Maclaurin summation formula: Sheppard's correction for cumulants, The Kolassa/McCullagh Edgeworth expansion for lattice distributions.
Saddlepoint expansion: exponential tilting, saddle point expansion for densities.
Last update: 1/04/01