Instructor

• Name: David Dalpiaz
• Email: Click Here
• Office: Room 36, 703 S. Wright
• Office Hours: Click Here

Teaching Assistants

• Name: Rentian Yao
• Email: Click Here
• Office Hours: Click Here

Course Description

Course Catalog: Distributions, transformations, order-statistics, exponential families, sufficiency, delta-method, Edgeworth expansions; uniformly minimum variance unbiased estimators, Rao-Blackwell theorem, Cramer-Rao lower bound, information inequality; equivariance.

The above description is based on the Illinois Course Catalog. This version of the course will cover at least the first twelve chapters of Larry Wasserman’s “All of Statistics.” As such, topics will include:

• Probability
  • Probability
  • Random Variables
  • Expectation
  • Inequalities
  • Convergence of Random Variables
• Statistical Inference
  • Models, Statistical Inference and Learning
  • Estimating the CDF and Statistical Functionals
  • The Bootstrap
  • Parametric Inference
  • Hypothesis Testing and p-values
  • Bayesian Inference
  • Statistical Decision Theory
  • Causal Inference

For more detailed information on coverage, please see the table of contents for All of Statistics.

• This section of STAT 510 is not intended for PhD students in Statistics.

Textbooks

• Required: LW - All of Statistics
  • Larry Wasserman
• Required: ER - Probability and Statistics - The Science of Uncertainty
  • Michael Evans, Jeffrey Rosenthal
• Required: JM - Mathematical Statistics: Old School
  • John Marden
• Optional: CB - Statistical Inference
  • George Casella Roger Berger
• Optional: HMC - Introduction to Mathematical Statistics
  • Robert Hogg, Joseph McKean, Allen Craig

Larry Wasserman’s (LW) “All of Statistics” will dictate the content and pace of the course. When reading from LW is posted, it is required. The two additional required texts, ER and JM will be used for supplemental reading. Readings from these two sources will be considered optional. ER is generally at a “lower” level than LW while providing more detail. JM is a bit more advanced, often used for the PhD version of this course. The optional textbooks are not needed to complete the course but listed because CB is a highly referenced text and HMC covers the prerequisite material.

Each of the three required text are freely available. In particular, LW can be found via the Illinois library:

• All of Statistics @ UIUC Library

In addition to the textbooks, you may find the following “cheat sheet” useful:

• The Probability and Statistics Cookbook

Prerequisites

Students are expected to have completed STAT 410 at Illinois, or equivalent coursework which would amount to a two-semester calculus-based mathematical statistics sequence of courses.

Office Hours

For Spring 2021, all office hours will be held online via Zoom.

The office hour schedule is always subject to change. As such, the dates and times will be posted each week along with the course materials.

David’s office hours will transition to his other course, STAT 432, at 8:00 PM. You are welcome to stay for the 8:00 PM - 9:00 PM hour, but priority will be given to questions related to STAT 432.

Office hours are by far our preferred forum for discussing individual specific questions. In office hours, our response time will be literally instant. Also, since we are both present in the same physical location (or together on Zoom), follow-up is both expected, and easy. Using electronic forms of communication such as Piazza or email will have a slow response rate and a much lower communication bandwidth. In other words, please come to office hours!

Because our class is rather small, office hours will be a rather informal meeting. As such, if the instructor and a student are engaged in causal conversation not directly related to a pressing matter in STAT 510, like a homework question, please just jump into the conversation and interrupt! If office hours are “busy” the instructor may institute an informal queuing system, but the hope is to keep office hours more relaxed and informal.

If you would like to schedule a private meeting outside of regular office hours, please send an email suggesting two possible times, on two different days. (A total of four suggested times.) We have a preference for time-slots directly adjacent to current office hours. Please also indicate a brief agenda for the meeting. Requests to schedule a meeting at a time less than 24 hours in the future are unlikely to be granted.

Piazza

This course will use Piazza for some course communications.

• Register: https://piazza.com/illinois/spring2021/stat510
• Access Code: IREADTHESYLLABUS

Please register your account with your University email.

The course staff will attempt to check Piazza at least once a day during the week, thus you can often expect a response within 24 hours, except for weekends. If you need a quicker response, you should consider office hours as an alternative.

The course staff would strongly prefer the use of Piazza to GroupMe or similar services not officially supported by the course. The course staff feels that a GroupMe may exclude members of the course, whereas all are welcome on Piazza.

Private posts have been disabled. Any private matters should be discussed over email where your identity is known and private. Some anonymous posting is disabled. (You may post anonymously to your classmates, but not the course staff.)

Additional Piazza policy can be found in a pinned post on Piazza.

Email Policy

STAT 510 will follow a strict email policy. Instead of email, consider Piazza! Any quick, non-private communication should take place there.

If you’d like to email the instructor or course staff, consider the following:

• Is your question about course administration? If so, have you read the syllabus? If your question is easily answered in the syllabus, we will either refer you to the syllabus, or ignore your email.
• Is your question about part of an assignment? First and foremost: You should ask it in office hours. After that, consider Piazza. As a last resort, use email, but there is a good chance you will be re-directed to Piazza.

If you choose to send an email, you must adhere to the following three rules. If you do not, your email will be considered less import than other emails which follow the rules and response time will be slower.

• All email must originate from an @illinois.edu email address or appear as sent on behalf or an @illinois.edu address.
  • Depending on the situation, failure to follow this rule may make a response impossible.
• Your subject line must begin with exactly the following: [STAT 510]
  • Failure to follow this step exactly may result in your email simply not being answered.
• After the above, put a single space, followed by a useful but short description of your message.

## good
[STAT 510] Grade feedback question

## bad
## improper format
## non-descriptive subject
[stat510] hi

## bad
## improper format
[STAT510] Grade feedback question

## bad
## improper format
## subject too long
## information found in syllabus or website
[STAT 510]when is the first exam and what is covered on the exam?

If your email is sent between 9:00 AM Monday and 11:59 PM Thursday, and you follow the above directions, we will try our best to respond within 24 hours. Questions about an assessment sent the same day the assessment is due will likely not receive a response before the assessment is due. Plan accordingly.

Course Staff Emails

Homework

There will be 10 homework assignments throughout the semester. For more information about homework, see the Homework Policy.

Exams

There will be two exams, a midterm (Exam 01) and a final (Exam 02). Both exams will be proctored through the use of the CBTF Online.

• Exam 01: Monday, March 15
• Exam 02: Monday, May 10

Conflict exams will be available and scheduled through the CBTF.

Deadlines

Except for the exams, all deadlines are at 11:59 PM, Champaign time, on the listed day.

Gradescope

Both homework and exams will use Gradescope. Please sign up as soon as possible. To get associated with the course, please use access code KYKJVY. (Note, we will remove any account without a NetID on the official course roster.)

Assessment Weights

The homework sub-score will be the average of the 10 homework assignments. While buffer points are available for homework assignments, your homework subscore cannot exceed 100%.

Grading Scale

The instructor reserves the right to lower, but not raise, grade cutoffs. However, this policy should not create an expectation that this will happen. Asking for a change in cutoffs will make any change in cutoffs less likely.

Grading in the course is not competitive. There is nothing (other than some statistical realities) that would prevent the entire class from receiving a grade of A.

Grade Disputes

If you feel an assignment was graded incorrectly, you have one week from the date you received a grade to discuss it with the instructor. After one week, grading is final except for exceptional circumstances. You may not simply ask for a re-grade, but instead must justify to the instructor why the grading was done incorrectly. By disputing any grading, you agree to allow the instructor to review the entire assessment in question for other errors missed during grading. Requests must be sent via email. (Failure to follow the email policy will result in your request being denied.) Grade disputes over trivial points will likely be met with frustration. (A grade on a single assignment is not reflective of your overall grade in the course. The generous buffer points should more than make up for a single point deduction on a single assignment.)

All grade disputes must be discussed with the course instructor. Teaching Assistants and Course Assistants do not have authority to modify grades.

Academic Integrity

The official University of Illinois policy related to academic integrity can be found in Article 1, Part 4 of the Student Code. Section 1-402 in particular outlines behavior which is considered an infraction of academic integrity. These sections of the Student Code will be upheld in this course. Any violations will be dealt with in a swift, fair, and strict manner. In short, do not cheat, it is not worth the risk. You are more likely to get caught than you believe. If you think you may be operating in a gray area, you most likely are.

Under no circumstances should course materials be provided to Course Hero, Chegg, or any similar for-profit website. The course staff will seek the harshest possible academic integrity penalty for any students who do so.

Safety

The university values your safety. Please read this document or watch this video.

Disability Accommodations

To obtain disability-related academic adjustments or auxiliary aids, students with disabilities must contact the course instructor and the Disability Resources and Educational Services (DRES) as soon as possible. To contact DRES, you may visit 1207 S. Oak St., Champaign, call 217-333-4603, e-mail disability@illinois.edu or go to the DRES website.

To ensure appropriate accommodation is provided in a timely manner, please provide your Letter of Accommodation during the first week of class. Letters received after a relevant assessment has been administered will likely cause logistical issues that could result in an inability to accommodate.

If you have accommodations identified by the Division of Rehabilitation-Education Services (DRES) for exams, please email your Letter of Accommodations to Carleen Sacris, CBTF Manager, at sacris1@illinois.edu.

The Extended Syllabus

For some thoughts on teaching philosophy, some explanation of policies, and some general tips for success, please see The Extended Syllabus.

Changes

The instructor reserves the right to make any changes he considers academically advisable. Such changes, if any, will be announced. Please note that it is your responsibility to keep track of the course proceedings.