OWINFO course info
Lecture notes
Data sets
Previous examinations
Teaching schedule
Download R
Start with R
Introduction to R
Install Statgraphics

This course is the successor of the course 2S990.
Lecturer:
A. Di Bucchianico, HG 10.17, phone
+31 (0)40 247 2902, email:
Instructor: S. Kuhnt, HG 10.23, phone +31 (0)40 247 2208, email:
Prerequisites: in order to successfully participate in this course, it
is essential to have passed the examination for the course 2S270:
Probability theory and statistics.
Software: R, to be obtained from www.rproject.org, and Statgraphics (to be obtained from the TU/e software website)
. I wrote an introduction to R which includes some exercises.
There is a PowerPoint presentation for a very quick introduction to R .
Material:
 Lecture notes Measures of Location and Scale
 Bain and Engelhardt, Introduction to probability and mathematical
statistics, Brooks/Cole, 2000.
 Statistisch Compendium (lecture notes nr. 2218)
Previous examinations
 November 30, 2001 (written
examination + solutions in Dutch)
 January 25, 2002 (written
examination + solutions in Dutch)
 November 28, 2002 (written
examination + solutions in Dutch).
 January 24, 2003 (written
examination + solutions in Dutch).
 November 27, 2003 (written examination + solutions
in Dutch).
 January 23, 2004 (written examination)
 November 26, 2004 (written examination)
 January 21, 2005 (written examination)
 November 25, 2005 (written examination + solutions in Dutch)
 January 19, 2006 (written examination + solutions in Dutch)
 January 25, 2007 (written examination )
 March 23 , 2007 (written examination + solutions in Dutch)
 November 14, 2007 (written examination + solutions in Dutch)
Data sets
In lecture notes (LN): copper (Example 1.1), suicide ( Example 1.2) , darwin (Example 1.3) and mercury (Example 1.13)
In Section 1.3 of Introduction to R (IR): eggs, supermarket, telephone, light, and clouds.
In Bain and Engelhardt (BE): example 4.6.3 = example 11.1.1, exercise 4.24 = exercise 11.2
Schedule
Week 
Topic 
Sections in lecture (LN). Introduction to R (IR), or book (BE) 
Recommended exercises (new 20072008 numbering!) 
1 
Statistical
software, measures of location and dispersion, boxplots

LN 1.11.3,
IR 1.11.2 ,
R script 
LN 1.12, IR 5, 6, 7, LN 1.9, 1.14;
solutions: IR 5, 6, 7 
2 
Empirical distributions and equivariance 
LN 1.41.5
R script 
IR 8; LN 1.15, 1.17, 1.18, 1.6
solution: IR 8 
3 
Outliers; Point estimation: construction (MME and ML) 
LN 1.6.11.6.2;
BE 9.19.2
R script

LN 1.22, 1.26, 1.28 ; BE 9.1, 9.4, 9.5, 9.8: examination Nov. 2005: 4a, Jan. 2006: 4b 
4 
Point estimation: Mestimators, performance 
LN 1.7.11.7.2, BE 8.1, 8.2, 9.3, 9.4 only pp. 316318 
BE 9.17, 9.22, 9.24, 9.33, 9.34 af, 9.40, LN 1.41, 1.45, 1.46, examination Nov. 2003: 3, Nov. 2005: 4c, Jan. 2006: 2 
5 
no teaching 


6 
Sufficiency and completeness 
BE 10.1  10.3, 10.4 only definition of completeness +
LehmannScheffé 
BE 10.1, 10.2, 10.10, 10.21,
10.31, examination Nov. 2002: 1 ab, Nov. 2003: 1, Jan. 2004: 2, Nov. 2005: 4b, Jan. 2006: 4a 
7 
Sampling distributions 
BE 8.3  8.5 
(use both statistical tables and R): IR 1, 2, 3; BE 8.1, 8.5, 8.8, 8.10, 8.11, 8.16,
8.17 a+b; examination Nov. 2002: 3b, Jan. 2006: 3a + 4c 
8 
Interval estimation
(small R script to compute confidence intervals) 
BE 11.1  11.3,11.5 
(use both statistical tables and R): BE 11.1, 11.2, 11.4, 11.12, 11.20, 11.29 ab, IR: 9, examination Nov. 2003: 5, Jan. 2004: 4c, Nov. 2005: 4b, Jan. 2006: 1c, 3b 
9 
Hypothesis testing 
BE 12.1  12.5;

BE 12.1, 12.3, 12.5, 12.8, 12.9, IR: 11, 12, examination Nov. 2001: 2 a+b, Nov.
2002: 5, Jan. 2003: 5, Nov. 2005: 1 , Jan. 2006: 1 
10 
Hypothesis testing 
BE 12.6  12.8 
BE 12.16, 12.17, 12.27, examination Jan. 2003: 4 , Nov. 2005: 5 , Jan. 2006: 5 
