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ST 505 Spring 2012 Applied Nonparametric ... - NCSU Statistics

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Instructor: Dr. Judy Huixia Wang<br />

<strong>ST</strong> <strong>505</strong> <strong>Spring</strong> <strong>2012</strong><br />

<strong>Applied</strong> <strong>Nonparametric</strong> <strong>Statistics</strong><br />

Email: hwang3@ncsu.edu<br />

Office: 2311 Stinson Drive, 4270 SAS Hall<br />

Phone: (919) 513-1661<br />

Office hours: Monday 3pm-5pm or by appointment<br />

Lectures: MW 10:15AM - 11:30AM, 209 Cox Hall<br />

Teaching assistant: Woosung Jang Email: wjang3@ncsu.edu<br />

TA office hour: TBA<br />

Course webpage: http://www4.stat.ncsu.edu/~wang/courses/<strong>ST</strong><strong>505</strong>/index.html (The students are<br />

recommended to check this webpage regularly for handouts, homework assignments, solutions and<br />

announcements.)<br />

Required textbook:<br />

� Introduction to Modern <strong>Nonparametric</strong> <strong>Statistics</strong> by J. J. Higgins, Duxbury (Thomson).<br />

Text and a calculator should be brought to class daily.<br />

Supplemental Texts:<br />

� <strong>Nonparametric</strong> Statistical Methods, 2nd Edition, by M. Hollander and D. A. Wolfe, Wiley.<br />

� <strong>Applied</strong> <strong>Nonparametric</strong> Statistical Methods, P. Sprent and N. C. Smeeton.<br />

� R for Beginners, Paradis.<br />

Prerequisite: <strong>ST</strong> 372 (Inference and Regression) or <strong>ST</strong>421-422, <strong>ST</strong> 511 (Basic Statistical Inference<br />

and Experimentation) or equivalent.<br />

Course Objective<br />

The course provides an introduction to statistical estimation and inference methods that require<br />

relatively mild assumptions about the population distribution. Classical nonparametric hypothesis<br />

testing methods, Spearman and Kendall correlation coefficients, permutation tests, bootstrap methods,<br />

and nonparametric regressions will be covered.<br />

Homework Assignments<br />

Approximately 10 homework assignments will be given during the semester. Homework is due in class<br />

on the due date. Late homework (submitted before the solution/answer is posted) will receive 50%<br />

of the original score. Homework submitted after the solution is posted will not be graded and receive<br />

zero point. The lowest homework score will be dropped. You are permitted to work together on the<br />

homework sets, but each student is responsible for their own final write-up of each assignment. When<br />

asked to solve problems using a computer, please provide minimally computer output, circle all relevant<br />

results, and give appropriate discussion.


Examinations<br />

There will be two midterm exams and one final exam. All exams will be closed book and closed notes.<br />

However, one two-sided 8½ by 11 inch “cheat sheet” is allowed. You can bring a calculator to the<br />

exams, but sharing calculators is not allowed. The final exam will be cumulative. There are NO makeup<br />

exams, so please mark the exam dates on your calendar and plan ahead.<br />

Grading policy<br />

The course grade will be based on HWs and Exams:<br />

Relative weight Time<br />

Homework 30% About weekly<br />

Midterm #1 20% In class, 02/13/<strong>2012</strong><br />

Midterm #2 20% In class, 03/21/<strong>2012</strong><br />

Final Exam 30% In class, 05/07/<strong>2012</strong>, 8-11am<br />

Total 100%<br />

The final grade will be expressed as a percent between 0 and 100. Letter grade will be assigned<br />

following:<br />

A+ A A- B+ B B- C+ C C- D+ D D- F<br />

98-100 93-97 91-92 88-90 83-87 81-82 78-80 73-77 71-72 68-70 63-67 60-62

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