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Syllabus for Math 466, Section 003, Fall 2026

Location and Times

Math 466, Section 003, meets in C E Chavez Bldg, Rm 104, TTh 8:00-9:15am.

Course Description

According to the catalogue:
Sampling theory. Point estimation. Limiting distributions. Testing Hypotheses. Confidence intervals. Large sample methods.

Course Prerequisites or Co-requisites

  1. MATH 464 - Theory of Probability.
  2. or equivalent coursework with instructor permission.

Instructor and Contact Information

Information Data
Instructor Professor Marek Rychlik
Office Mathematics 605
Telephone 1-520-621-6865
Email rychlik@arizona.edu
Instructor Homepage/Web Server http://alamos.math.arizona.edu
Course Homepage http://alamos.math.arizona.edu/math466
Course Homepage (Mirror) http://marekrychlik.com/math466

Office Hours

Semester: Spring, 2026
Personnel Day of the Week Hour Room Comment
Marek Rychlik Monday 5:30pm-6:30pm Math 589B Zoom Link Regular office hours
Marek Rychlik Wednesday 5:00pm-6:00pm Math 589B Zoom Link Regular office hours
Marek Rychlik Friday 10:00am-11:00am Math 589B Zoom Link Regular office hours

Office hours by appointment are welcome. Please contact me by e-mail first, so that I can activate a Zoom link for the meeting.

Course Format and Teaching Methods

The course format is that of a conventional lecture, with in-class discussion and additional web-delivered content. All lectures will be recorded and available on Zoom and Panopto.

Written homework will be assigned regularly and graded using Gradescope.

In addition, the course incorporates required programming assignments. Numerical experimentation is essential to understanding and using the course subject matter. The assignments will be graded by an autograder implemented in Gradescope.

Course Objectives

This course is an introduction to the theory of stochastics. The student will gain understanding of the following fundamental concepts:

  1. Sampling theory
  2. Point estimation
  3. Limiting distributions
  4. Testing Hypotheses
  5. Confidence intervals
  6. Large sample methods

Learning outcomes

Students who successfully complete this course are expected to be able to:

Generative AI use IS permitted or encouraged

In this course you are welcome and expected to use generative artificial intelligence/large language model tools, e.g. ChatGPT, Dall-e, Bard, Perplexity. Using these tools aligns with the course learning goals such as developing writing and programming skills, and ability to effectively use available information. Be aware that many AI companies collect information; do not enter confidential information as part of a prompt. LLMs may make up or hallucinate information. These tools may reflect misconceptions and biases of the data they were trained on and the human-written prompts used to steer them. You are responsible for checking facts, finding reliable sources for, and making a careful, critical examination of any work that you submit. Your use of AI tools or content must be acknowledged or cited. If you do not acknowledge or cite your use of an AI tool, what you submit will be considered a form of cheating or plagiarism. Please use the following guidelines for acknowledging/citing generative AI in your assignments:

Absence and Class Participation Policy

Importance of attendance and class participation

Participating in course and attending lectures and other course events are vital to the learning process. As such, attendance is required at all lectures and discussion section meetings. Students who miss class due to illness or emergency are required to bring documentation from their healthcare provider or other relevant, professional third parties. Failure to submit third-party documentation will result in unexcused absences.

Missed Exams

Students are expected to be present for all exams. If a verifiable emergency arises which prevents you from taking an in-class exam at the regularly scheduled time, the instructor must be notified as soon as possible, and in any case, prior to the next regularly scheduled class. Make-up exams and quizzes will be administered only at the discretion of the instructor and only under extreme circumstances. If a student is allowed to make up a missed exam, (s)he must take it at a mutually arranged time. No further opportunities will be extended. Failure to contact your instructor as stated above or inability to produce sufficient evidence of a real emergency will result in a grade of zero on the exam. Other remedies, such as adjusting credit for other exams, may be considered.

COVID-19 related policies

As we enter the semester, the health and wellbeing of everyone in this class is the highest priority. Accordingly, we are all required to follow the university guidelines on COVID-19 mitigation. Please visit http://www.covid19.arizona.edu for the latest guidance.

UA policies

The UA's policy concerning Class Attendance, Participation, and Administrative Drops is available at: http://catalog.arizona.edu/2015-16/policies/classatten.htm The UA policy regarding absences for any sincerely held religious belief, observance or practice will be accommodated where reasonable, http://policy.arizona.edu/human-resources/religious-accommodation-policy . Absences pre-approved by the UA Dean of Students (or Dean Designee) will be honored. See: http://uhap.web.arizona.edu/policy/appointed-personnel/7.04.02

Required Texts or Readings

Required Textbook

Mathematical Statistics with Applications. 7th Edition. Dennis Wackerly, William Mendenhall, Richard L. Scheaffer

Optional Reference Textbook

Introduction to probability theory. Hoel, Paul G., Stone, Charles J., Port, Sidney C.

Assignments and Examinations

Notes on exam administration

Midterm examinations are planned to be administered during the class time. The final examination follows the University final exam schedule.

If, due to unforseen circumstances, they cannot be held in person, they are held on Zoom using the "gallery view" mode.The exam papers for not in-person tests will be distributed on-line by D2L and collected electronically using D2L "dropbox" feature.

Exam/assignment listing with date and grade contribution

Exam or Assignment Date Grade contribution
Midterm 1 TBD 20%
Midterm 2 TBD 20%
Final Examination December 17 (Thursday), 8:00am - 10:00am 30%
Homework See D2L 30%

Homework Assignments

Written homework consists of approximately twelve assignments equally contributing to the grade, each worth 30/12 = 2.5% of the grade. The assignments are posted and collected via Gradescope, which is cloud-based software for semi-automatic grading. Things to keep in mind:

Written homework is assigned regularly throughout the semester, for a total of approximately 80 problems. Two types of homework will be assigned:

  1. Homework which consists of selected exercises in the required textbook.
  2. Some custom homework will be composed by the instructor. Some of the custom problems will require programming.

Homework submission requirements

Using Gradescope for grading differs from other grading systems. Mainly, it uses AI to allow the instructor to accurately grade a larger number of problems than it would be possible otherwise. Some grading is completely automated (e.g., solutions to problems with a numerical answer). More comples answers may be grouped automatically by using Machine Learning, OCR and image analysis. However, it is possible to completely confuse the system by improperly structuring the submitted document. Therefore, please read the instructions below carefully and re-visit them as needed. Note that Gradescope supports automatic regrade requests which you can use if all fails.

The solutions must be structured in such a way that Gradescope can read them and that its 'AI' can interpret them. Your homework must be submitted as a PDF document, even if you use scanner or phone to capture images. Two typical workflows will be as follows:

  1. Download the blank assignment (also called a 'template') from Gradescope.
  2. Read and understand exactly what answers you need to provide. The space to enter the answer is a blue box, and marked with a label such as 'Q1.1' ("Question 1, part 1").
  3. Work out the problem on "paper" (real or virtual), to obtain the answers. They must fit in the designated boxes in the 'template'. The size of the box is a hint from the instructor about the size of the answer (typically a number or a math formula) when entered by hand, using regular character size.
  4. The recommended way to fill out the 'template' is paperless, by using suitable software and hardware (digital pen or tablet). I use a free program Xournal for this and it works great. You need to use it in combination with a digital pen or a tablet. It can produce a PDF easily, ready for submission to Gradescope.
  5. You can also print the assignment on (real) paper, fill out the answers and scan the marked up document back to PDF format. However, the position of the boxes must be exactly (to a fraction of an inch) as in the original. Also, you may encounter a variety of "quality control" issues, especially if you are using a digital camera to scan the paper solution. All issues can be solved by a mix of the right hardware and software, but may not be the best time investment. The least troublesome way to scan is to use a real, flatbed scanner, e.g. in the library.
  6. Upload the resulting document (a PDF of the 'template' marked up with your answers) to Gradescope. Your PDF must contain your name and student id in designated spaces. The Gradescope 'AI' will look for your name and student id, to properly associate it with your account.
  7. After grading, the grade will be transmitted to D2L (Brightspace) and will be added to your 'Final Calculated Grade' automatically.
  8. Do not reduce handwriting size! Reduce the size of your answer using
    • closed form expressions;
    • appropriate math functions, e.g., absolute value, min and max.
  9. Under no circumstances write outside the provided space (boxes). Gradescope, and the grader only considers the content of the designated boxes.
  10. IMPORTANT! Do not insert pages in the solution template. This will confuse Gradescope, and will result in reduced score and/or will require re-submission. However, you are encouraged to submit scratchwork. You should create pages at the end of the document. Similarly, if you run out of space in the template for your solution, you can continue the solution on a newly created page at the end of the document, adding a note in the template: "Solution continued on page 13" where page 13 will contain the continuation.

Programming and Software

The class will have small programming assignments. It is expected that you will be using software to gain insights into the assigned problems and subject matter. The programming assignments must be submitted in formats supported by Gradescope and the instructor. The number of programming languages will be limited two two or three. R will be supported and it is encouraged that you use it as it is most compatible with the course content.

For illustrating some aspects of the course, I will be using these programs (easy to download and free to use):

Final Examination

The final examination is scheduled for: December 17 (Thursday), 8:00am - 10:00am.

The time, date and general exam rules are set by the University and can be found at these links:

Grading Scale and Policies

The student in the class normally receives a letter grade A, B, C, D or E.

The cut-offs for the grades are:

Grade % Range
A90%+
B80-90%
C70-80%
D60-70%
E0-60%

Normally, individual tests and assignments will not be "curved". However, grade cut-offs may be lowered at the end of the semester (but not raised!) to reflect the difficulty of the assignments and other factors that may cause abnormal grade distribution.

The grade will be computed by D2L and the partial grade will be updated automatically by the system as soon as the individual grades are recorded.

General UA policy regarding grades and grading systems is available at https://catalog.arizona.edu/policy-type/grade-policies

Safety on Campus and in the Classroom

For a list of emergency procedures for all types of incidents, please visit the website of the Critical Incident Response Team (CIRT):

https://cirt.arizona.edu/case-emergency/overview
Also watch the video available at
https://arizona.sabacloud.com/Saba/Web_spf/NA7P1PRD161/common/learningeventdetail/crtfy000000000003560

Classroom Behavior Policy

To foster a positive learning environment, students and instructors have a shared responsibility. We want a safe, welcoming and inclusive environment where all of us feel comfortable with each other and where we can challenge ourselves to succeed. To that end, our focus is on the tasks at hand and not on extraneous activities (i.e. texting, chatting, reading a newspaper, making phone calls, web surfing, etc).

Threatening Behavior Policy

The UA Threatening Behavior by Students Policy prohibits threats of physical harm to any member of the University community, including to one's self. See: http://policy.arizona.edu/education-and-student-affairs/threatening-behavior-students .

Accessibility and Accommodations

Our goal in this classroom is that learning experiences be as accessible as possible. If you anticipate or experience physical or academic barriers based on disability, please let me know immediately so that we can discuss options. You are also welcome to contact Disability Resources (520-621-3268) to establish reasonable accommodations. For additional information on Disability Resources and reasonable accommodations, please visit http://drc.arizona.edu/ .

If you have reasonable accommodations, please plan to meet with me by appointment or during office hours to discuss accommodations and how my course requirements and activities may impact your ability to fully participate. Please be aware that the accessible table and chairs in this room should remain available for students who find that standard classroom seating is not usable. Code of Academic Integrity Required language: Students are encouraged to share intellectual views and discuss freely the principles and applications of course materials. However, graded work/exercises must be the product of independent effort unless otherwise instructed. Students are expected to adhere to the UA Code of Academic Integrity as described in the UA General Catalog. See: http://deanofstudents.arizona.edu/academic-integrity/students/academic-integrity http://deanofstudents.arizona.edu/codeofacademicintegrity .

UA Nondiscrimination and Anti-harassment Policy

The University is committed to creating and maintaining an environment free of discrimination, http://policy.arizona.edu/human-resources/nondiscrimination-and-anti-harassment-policy . Our classroom is a place where everyone is encouraged to express well-formed opinions and their reasons for those opinions. We also want to create a tolerant and open environment where such opinions can be expressed without resorting to bullying or discrimination of others.

Additional Resources for Students

UA Academic policies and procedures are available at: http://catalog.arizona.edu/2015-16/policies/aaindex.html Student Assistance and Advocacy information is available at: http://deanofstudents.arizona.edu/student-assistance/students/student-assistance

Confidentiality of Student Records

http://www.registrar.arizona.edu/ferpa/default.htm .

Subject to Change Statement

Information contained in the course syllabus, other than the grade and absence policy, may be subject to change with advance notice, as deemed appropriate by the instructor.

Significant Dates (from the Registrar's Website)

Undergraduate

      

Fall 2026 - Undergraduate Regular Academic Session

Date Event
August 24, 2026 Classes Begin
September 7, 2026 Labor Day - No Classes
November 11, 2026 Veterans Day - No Classes
November 26-29, 2026 Thanksgiving Recess - No Classes
December 9, 2026 Last Day of Classes and Laboratory Sessions
December 10, 2026 Reading Day - No Classes or Finals
December 11-17, 2026 Final Examinations

Official dates are maintained by the University of Arizona Registrar.

Material Covered

We will focus on Chapters 7-10 of the book. The textbook contents are listed below.
Topic Chapter.Section Title Page Date
1 1 What Is Statistics?
2 1.1 Introduction 1
3 1.2 Characterizing a Set of Measurements: Graphical Methods 3
4 1.3 Characterizing a Set of Measurements: Numerical Methods 8
5 1.4 How Inferences Are Made 13
6 1.5 Theory and Reality 14
7 1.6 Summary 15
9 2 Probability
10 2.1 Introduction 20
11 2.2 Probability and Inference 21
12 2.3 A Review of Set Notation 23
13 2.4 A Probabilistic Model for an Experiment: The Discrete Case 26
14 2.5 Calculating the Probability of an Event: The Sample-Point Method 35
15 2.6 Tools for Counting Sample Points 40
16 2.7 Conditional Probability and the Independence of Events 51
17 2.8 Two Laws of Probability 57
19 2.9 Calculating the Probability of an Event: The Event-Composition Method 62
20 2.10 The Law of Total Probability and Bayes’ Rule 70
21 2.11 Numerical Events and Random Variables 75
22 2.12 Random Sampling 77
23 2.13 Summary 79
26 3 Discrete Random Variables and Their Probability Distributions
27 3.1 Basic Definition 86
28 3.2 The Probability Distribution for a Discrete Random Variable 87
29 3.3 The Expected Value of a Random Variable or a Function of a Random Variable 91
30 3.4 The Binomial Probability Distribution 100
31 3.5 The Geometric Probability Distribution 114
32 3.6 The Negative Binomial Probability Distribution (Optional) 121
33 3.7 The Hypergeometric Probability Distribution 125
34 3.8 The Poisson Probability Distribution 131
35 3.9 Moments and Moment-Generating Functions 138
36 3.10 Probability-Generating Functions (Optional) 143
37 3.11 Tchebysheff’s Theorem 146
38 3.12 Summary 149
40 4 Continuous Variables and Their Probability Distributions
41 4.1 Introduction 157
42 4.2 The Probability Distribution for a Continuous Random Variable 158
43 4.3 Expected Values for Continuous Random Variables 170
44 4.4 The Uniform Probability Distribution 174
45 4.5 The Normal Probability Distribution 178
46 4.6 The Gamma Probability Distribution 185
47 4.7 The Beta Probability Distribution 194
50 4.8 Some General Comments 201
51 4.9 Other Expected Values 202
52 4.10 Tchebysheff’s Theorem 207
53 4.11 Expectations of Discontinuous Functions and Mixed Probability Distributions (Optional) 210
54 4.12 Summary 214
56 5 Multivariate Probability Distributions
57 5.1 Introduction 223
58 5.2 Bivariate and Multivariate Probability Distributions 224
59 5.3 Marginal and Conditional Probability Distributions 235
60 5.4 Independent Random Variables 247
61 5.5 The Expected Value of a Function of Random Variables 255
62 5.6 Special Theorems 258
63 5.7 The Covariance of Two Random Variables 264
64 5.8 The Expected Value and Variance of Linear Functions of Random Variables 270
65 5.9 The Multinomial Probability Distribution 279
66 5.10 The Bivariate Normal Distribution (Optional) 283
67 5.11 Conditional Expectations 285
68 5.12 Summary 290
70 6 Functions of Random Variables
71 6.1 Introduction 296
72 6.2 Finding the Probability Distribution of a Function of Random Variables 297
73 6.3 The Method of Distribution Functions 298
74 6.4 The Method of Transformations 310
75 6.5 The Method of Moment-Generating Functions 318
76 6.6 Multivariable Transformations Using Jacobians (Optional) 325
77 6.7 Order Statistics 333
78 6.8 Summary 341
80 7 Sampling Distributions and the Central Limit Theorem
81 7.1 Introduction 346
82 7.2 Sampling Distributions Related to the Normal Distribution 353
83 7.3 The Central Limit Theorem 370
84 7.4 A Proof of the Central Limit Theorem (Optional) 377
85 7.5 The Normal Approximation to the Binomial Distribution 378
86 7.6 Summary 385
88 8 Estimation
89 8.1 Introduction 390
90 8.2 The Bias and Mean Square Error of Point Estimators 392
91 8.3 Some Common Unbiased Point Estimators 396
92 8.4 Evaluating the Goodness of a Point Estimator 399
93 8.5 Confidence Intervals 406
94 8.6 Large-Sample Confidence Intervals 411
95 8.7 Selecting the Sample Size 421
96 8.8 Small-Sample Confidence Intervals for μ and μ1 − μ2 425
97 8.9 Confidence Intervals for σ^2 434
98 8.10 Summary 437
100 9 Properties of Point Estimators and Methods of Estimation
101 9.1 Introduction 444
102 9.2 Relative Efficiency 445
103 9.3 Consistency 448
104 9.4 Sufficiency 459
105 9.5 The Rao–Blackwell Theorem and Minimum-Variance Unbiased Estimation 464
106 9.6 The Method of Moments 472
107 9.7 The Method of Maximum Likelihood 476
108 9.8 Some Large-Sample Properties of Maximum-Likelihood Estimators (Optional) 483
109 9.9 Summary 485
111 10 Hypothesis Testing
112 10.1 Introduction 488
113 10.2 Elements of a Statistical Test 489
114 10.3 Common Large-Sample Tests 496
115 10.4 Calculating Type II Error Probabilities and Finding the Sample Size for Z Tests 507
116 10.5 Relationships Between Hypothesis-Testing Procedures and Confidence Intervals 511
117 10.6 Another Way to Report the Results of a Statistical Test: Attained Significance Levels, or p-Values 513
118 10.7 Some Comments on the Theory of Hypothesis Testing 518
119 10.8 Small-Sample Hypothesis Testing for μ and μ1 − μ2 520
120 10.9 Testing Hypotheses Concerning Variances 530
121 10.10 Power of Tests and the Neyman–Pearson Lemma 540
122 10.11 Likelihood Ratio Tests 549
123 10.12 Summary 556
126 11 Linear Models and Estimation by Least Squares
127 11.1 Introduction 564
128 11.2 Linear Statistical Models 566
129 11.3 The Method of Least Squares 569
130 11.4 Properties of the Least-Squares Estimators: Simple Linear Regression 577
131 11.5 Inferences Concerning the Parameters βi 584
132 11.6 Inferences Concerning Linear Functions of the Model Parameters: Simple Linear Regression 589
133 11.7 Predicting a Particular Value of Y by Using Simple Linear Regression 593
134 11.8 Correlation 598
135 11.9 Some Practical Examples 604
136 11.10 Fitting the Linear Model by Using Matrices 609
137 11.11 Linear Functions of the Model Parameters: Multiple Linear Regression 615
138 11.12 Inferences Concerning Linear Functions of the Model Parameters: Multiple Linear Regression 616
139 11.13 Predicting a Particular Value of Y by Using Multiple Regression 622
140 11.14 A Test for H0 : βg+1 = βg+2 = · · · = βk = 0 624
141 11.15 Summary and Concluding Remarks 633
143 12 Considerations in Designing Experiments
144 12.1 The Elements Affecting the Information in a Sample 640
145 12.2 Designing Experiments to Increase Accuracy 641
146 12.3 The Matched-Pairs Experiment 644
147 12.4 Some Elementary Experimental Designs 651
148 12.5 Summary 657
150 13 The Analysis of Variance
151 13.1 Introduction 661
152 13.2 The Analysis of Variance Procedure 662
153 13.3 Comparison of More Than Two Means: Analysis of Variance for a One-Way Layout 667
154 13.4 An Analysis of Variance Table for a One-Way Layout 671
155 13.5 A Statistical Model for the One-Way Layout 677
156 13.6 Proof of Additivity of the Sums of Squares and E(MST) for a One-Way Layout (Optional) 679
157 13.7 Estimation in the One-Way Layout 681
158 13.8 A Statistical Model for the Randomized Block Design 686
159 13.9 The Analysis of Variance for a Randomized Block Design 688
160 13.10 Estimation in the Randomized Block Design 695
161 13.11 Selecting the Sample Size 696
162 13.12 Simultaneous Confidence Intervals for More Than One Parameter 698
163 13.13 Analysis of Variance Using Linear Models 701
164 13.14 Summary 705
166 14 Analysis of Categorical Data
167 14.1 A Description of the Experiment 713
168 14.2 The Chi-Square Test 714
169 14.3 A Test of a Hypothesis Concerning Specified Cell Probabilities: A Goodness-of-Fit Test 716
170 14.4 Contingency Tables 721
171 14.5 r × c Tables with Fixed Row or Column Totals 729
172 14.6 Other Applications 734
173 14.7 Summary and Concluding Remarks 736
176 15 Nonparametric Statistics
177 15.1 Introduction 741
178 15.2 A General Two-Sample Shift Model 742
179 15.3 The Sign Test for a Matched-Pairs Experiment 744
180 15.4 The Wilcoxon Signed-Rank Test for a Matched-Pairs Experiment 750
181 15.5 Using Ranks for Comparing Two Population Distributions: Independent Random Samples 755
182 15.6 The Mann–Whitney U Test: Independent Random Samples 758
183 15.7 The Kruskal–Wallis Test for the One-Way Layout 765
184 15.8 The Friedman Test for Randomized Block Designs 771
185 15.9 The Runs Test: A Test for Randomness 777
186 15.10 Rank Correlation Coefficient 783
187 15.11 Some General Comments on Nonparametric Statistical Tests 789
190 16 Introduction to Bayesian Methods for Inference
191 16.1 Introduction 796
192 16.2 Bayesian Priors, Posteriors, and Estimators 797
193 16.3 Bayesian Credible Intervals 808
194 16.4 Bayesian Tests of Hypotheses 813
195 16.5 Summary and Additional Comments 816
198 Appendix 1 Matrices and Other Useful Mathematical Results 821
199 A1.1 Matrices and Matrix Algebra 821
200 A1.2 Addition of Matrices 822
201 A1.3 Multiplication of a Matrix by a Real Number 823
202 A1.4 Matrix Multiplication 823
203 A1.5 Identity Elements 825
204 A1.6 The Inverse of a Matrix 827
205 A1.7 The Transpose of a Matrix 828
206 A1.8 A Matrix Expression for a System of Simultaneous Linear Equations 828
207 A1.9 Inverting a Matrix 830
208 A1.10 Solving a System of Simultaneous Linear Equations 834
209 A1.11 Other Useful Mathematical Results 835
212 Appendix 2 Common Probability Distributions, Means, Variances, and Moment-Generating Functions 837
213 Appendix 2.Table 1 Discrete Distributions 837
214 Appendix 2.Table 2 Continuous Distributions 838
217 Appendix 3 Tables 839
218 Appendix 3.Table 1 Binomial Probabilities 839
219 Appendix 3.Table 2 Table of e−x 842
220 Appendix 3.Table 3 Poisson Probabilities 843
221 Appendix 3.Table 4 Normal Curve Areas 848
222 Appendix 3.Table 5 Percentage Points of the t Distributions 849
223 Appendix 3.Table 6 Percentage Points of the χ 2 Distributions 850
224 Appendix 3.Table 7 Percentage Points of the F Distributions 852
225 Appendix 3.Table 8 Distribution Function of U 862
226 Appendix 3.Table 9 Critical Values of T in the Wilcoxon Matched-Pairs, Signed-Ranks Test; n = 5(1)50 868
227 Appendix 3.Table 10 Distribution of the Total Number of Runs R in Samples of Size (n 1 , n 2 ); P(R ≤ a) 870
228 Appendix 3.Table 11 Critical Values of Spearman’s Rank Correlation Coefficient 872
229 Appendix 3.Table 12 Random Numbers 873
232 Index 896