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I am a grad student. I am struggling with core statistics courses: probability, statistical inference.

In probability, for example, prove unbiased estimator for uniform. In statistical inference, find the UMVUE for an estimator.

American stat dept has either highly qualified foreign students, or the couple of Americans who are struggling.

I would like to learn this and have a good foundation. Looking to pass the Ph.D. exam in the future.

All I do is study, but still get 60/100 on my midterms.

My problem is, the prof never tests on what he taught, but there are always students that passes, and continue on.

I don't know what to do anymore. What are your suggestions?

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closed as primarily opinion-based by Glen_b, gung, mpiktas, Nick Cox, Scortchi Jan 29 '14 at 9:22

Many good questions generate some degree of opinion based on expert experience, but answers to this question will tend to be almost entirely based on opinions, rather than facts, references, or specific expertise. If this question can be reworded to fit the rules in the help center, please edit the question.

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    $\begingroup$ Are you going to office hours? Many times the instructor is not telling what is on the test during class, but during sessions in his office. $\endgroup$ – Ben Voigt Jan 29 '14 at 4:39
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    $\begingroup$ Unfortunately, this doesn't appear to be a question about statistics but about effective learning strategies. Perhaps more importantly, "what are your thoughts" is not a question with a clear, supportable-with-references answer, but simply invites opinion (making it off topic everywhere on the network). Either way, it's off topic here. $\endgroup$ – Glen_b Jan 29 '14 at 4:44
  • $\begingroup$ Agree with Glen. We can't help you if you don't provide us with more narrow focus to what your problem is. Moreover, if you're a student in grad school, you already know how to study pretty effectively. $\endgroup$ – rocinante Jan 29 '14 at 4:53
  • $\begingroup$ Perhaps more constructively, consider the advice in the help on asking questions. If you focus your question appropriately as suggested there, it might be on topic at say the academia stackexchange, or perhaps with additional changes, might come close enough to be on topic here. $\endgroup$ – Glen_b Jan 29 '14 at 6:56
  • $\begingroup$ @Glen_b Would "suggestion" be better? I will look up a few examples later today to illustrate what I'm saying. $\endgroup$ – user13985 Jan 29 '14 at 15:35
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Theory is important but I find to truly gain insight you need to do exercises and understand data, usually through programming statistics (like R). This link and this link have some good resources, have a dig for something appropriate for you. It is absolutely fine to start at the bottom level (everybody does so sometime), the important thing is to keep going.

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  • $\begingroup$ true that, but without getting the theory down, empirical practice could only go so far. For example, I am great R programmer, I am poor at probably theory. I can't publish papers. $\endgroup$ – user13985 Feb 2 '14 at 17:43

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