Statistics 712

Spring Semester, 1999

Dr. Robert Stine


Most of the class hand-outs are available from this page as PDF files. You'll need to have the Adobe Acrobat viewer to read these documents; it's available all over the web.

A previous version of this was distributed in the first class. It gives the class schedule, grading requirements, and ways to contact me. Its been revised to fit what we have done so far (1/28).

Class lecture material
This material is a combination of pdf files of the class lecture notes, JMP data files, and occasional handouts.

  1. Introduction
  2. Confidence intervals and tests, review
  3. Combining information sources
  4. Combining multiple sources
  5. Handling dependence
  6. Handling bias
  7. Multiplicity issues
  8. More on multiplicity
  9. Multiplicity in regression
  10. Lecture 10 was done together with lecture 9.
  11. Extrapolation with regression
  12. Lecture 12 covers material from the prior notes.
  13. Extrapolation with time series
  14. Calibrated forecasts
  15. Utility
  16. Certainty equivalent value
  17. Another approach to CEV
  18. Risk in financial markets
  19. Leverage and allocation methods
  20. More complex examples with principal components
  21. Introduction to hedging
  22. Regression and hedging
  23. Subjective confidence intervals
  24. Pooling subjective intervals
  25. Introduction to game theory; finish subjective intervals
  26. More game theory
  27. Auctions

Data sets from the casebook
You can get the data for the casebook examples either as a single zip file or as individual JMP files from this link.

Assignments and Exams
Each assignment is accompanied by one or more data files, in JMP format. Solutions are added after the due date.