NYU Stern School of Business

Undergraduate College

STAT-UB.0015.001 (C22.0015): STAT INFER/REGRESS.ANALY

Spring 2012

Instructor Details

Greene, William

wgreene@stern.nyu.edu

212.998.0876

Tuesday

7-90 KMEC

 

Course Meetings

T, 6:00pm to 9:00pm

Tisch T-UC15


Final Exam: May 1

Schedule exceptions
    Class will not meet on: March 13
    Class will meet on:

 

Course Description and Learning Goals

This course has two parts. In the first we will develop topics in mathematical statistics including distribution theory, estimation theory for the method of moments and maximum likelihood estimation, and principles of statistical inference including confidence intervals and hypothesis testing. The second half of the course will examine linear, loglinear and nonlinear regression models.  The course is intended to provide background for research and practice in statistical and actuarial science

 

Course Pre-Requisites

I will assume that students are familiar with algebra, calculus, linear algebra and basic probability theory. A prior course in probability and statistics is assumed.

 

Course Outline

The course outline and all materials are placed on the course home page,

http://pages.stern.nyu.edu/~wgreene/MathStat/Outline.htm

 

Required Course Materials

The text for this course is Rice, J., Mathematical Statistics and Data Analysis, third edition, Brooks/Cole, 2007.

The second half of the course (the sessions on regression modeling) will draw heavily on Greene, W.,
Econometric Analysis, seventh edition, Prentice Hall, 2011. Students need not purchase this book -
access to electronic copies of the relevant chapters will be provided in class.
 

 

Assessment Components

Final grades for the course will be determined on the basis of the following components and weights:

*   Mid-term exam: 40%.

*  Final exam: 40%.

*  Homework assignments (details below): (8 @ 2.5%) 20% (in aggregate).

 

Grading

At NYU Stern we seek to teach challenging courses that allow students to demonstrate their mastery of the subject matter.  In general, students in undergraduate core courses can expect a grading distribution where: 

Note that while the School uses these ranges  as a guide, the actual distribution for this course and your own grade will depend upon how well  you actually perform in this course.

 

Professional Responsibilities For This Course

Attendance

 

Participation

In-class contribution is a significant part of your grade and an important part of our shared learning experience. Your active participation helps me to evaluate your overall performance.
You can excel in this area if you come to class on time and contribute to the course by:

 

Assignments

 

Classroom Norms

 

Stern Policies

General Behavior
The School expects that students will conduct themselves with respect and professionalism toward faculty, students, and others present in class and will follow the rules laid down by the instructor for classroom behavior.  Students who fail to do so may be asked to leave the classroom. 

 

Collaboration on Graded Assignments
Students may not work together on graded assignment unless the instructor gives express permission. 

 

Course Evaluations
Course evaluations are important to us and to students who come after you.  Please complete them thoughtfully.

 

Academic Integrity

Integrity is critical to the learning process and to all that we do here at NYU Stern. As members of our community, all students agree to abide by the NYU Stern Student Code of Conduct, which includes a commitment to:

The entire Stern Student Code of Conduct applies to all students enrolled in Stern courses and can be found here:

Undergraduate College: http://www.stern.nyu.edu/uc/codeofconduct
Graduate Programs: http://w4.stern.nyu.edu/studentactivities/involved.cfm?doc_id=102505

To help ensure the integrity of our learning community, prose assignments you submit to Blackboard will be submitted to Turnitin.  Turnitin will compare your submission to a database of prior submissions to Turnitin, current and archived Web pages, periodicals, journals, and publications.  Additionally, your document will become part of the Turnitin database.

 

Recording of Classes

Your class may be recorded for educational purposes

 

Students with Disabilities

If you have a qualified disability and will require academic accommodation of any kind during this course, you must notify me at the beginning of the course and provide a letter from the Moses Center for Students with Disabilities (CSD, 998-4980, www.nyu.edu/csd) verifying your registration and outlining the accommodations they recommend.  If you will need to take an exam at the CSD, you must submit a completed Exam Accommodations Form to them at least one week prior to the scheduled exam time to be guaranteed accommodation.

 

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