Rejoice. What was once lost is now found. The essays that I wrote for my graduate statistics classes in 1990 were found on 5 1/4 inch floppies and an old PC was brought out of retirement to retrieve them. I converted old WordPerfect 4.2 files into MS Word, and from there to PDF.

In my opinion, these are useful because they put many basic points bluntly, points that some stats books ignore because they are too obvious to point out. All mistakes are mine, of course. Special thanks to Mike MacKuen, who was at Wash U when I was in graduate school. He taught a great regression class that taught me the virtues of Monte Carlo simulation.

I never tried to publish these and did not write them with an intention to do so.

Here's a guide:

"Sampling Distribution of the Normal Mean" SamplingDistNormalMean.pdf (or doc)

An introduction to the idea that repeated sampling from a population will result in a distribution of estimates, and that sampling distribution has some very excellent properties.

"The Central Limit Theorem with Illustrations" CentralLimitThmIllustrated.pdf (or doc)

The nice properties of the sampling distribution that were discovered in "Sampling Distribution of the Normal Mean" are shown to be considerably more general. The Central Limit Theorem says "the sampling distribution of the mean is Normal" (under conditions X,Y,Z) for samples drawn from nonNormal distributions.

"Sampling Distribution of the Mean of a Uniform Variable" SamplingDistUniformMean.pdf (or doc).

This demonstrates the ideas of "The Central Limit Theorem with Illustrations" in greater detail for the Uniform distribution.

"Simulation of Bivariate Regression" SimBivarRegression.pdf (or doc). There is a separate appendix for that one called "SimBivarRegression_Appendix.pdf" (or doc).

This applies the ideas from the previous essays to the estimates of the parameters of a linear regression model.

      Name                    Last modified      Size  Description
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      CLTBIN4.SAS             07-Oct-2003 08:17   61K  
      CLTGAM.SAS              07-Oct-2003 08:17   33K  
      CLTUNIF.WPF             07-Oct-2003 08:17   38K  
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      SamplingDistNormalMe..> 07-Oct-2003 08:17  158K  
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      SamplingDistUniformM..> 07-Oct-2003 08:17   94K  
      SamplingDistUniformM..> 07-Oct-2003 08:17   54K  
      SimBivarRegression.doc  07-Oct-2003 08:17  100K  
      SimBivarRegression.pdf  07-Oct-2003 08:17   96K  
      SimBivarRegression_A..> 07-Oct-2003 08:17  378K  
      SimBivarRegression_A..> 07-Oct-2003 08:17  105K