512—Mathematical Statistics. (3) (Prereq: STAT 511 or MATH 511 with a grade of C or higher) Functions of random variables, order statistics, sampling distributions, central limit theorem, quality of estimators, interval estimation, sufficient statistics, minimum-variance unbiased estimator, maximum likelihood, large-sample theory, introduction to hypothesis testing.
Usually Offered: Spring and Summer Semesters
Purpose: To provide a strong foundation in mathematical statistics for understanding the concepts and development of statistical methodology, and to prepare students for further study of statistical inference.
Current Textbook: Mathematical Statistics with Applications (7th Ed.), D. Wackerly, W. Mendenhall and R. Sheaffer, Duxbury, 2008.
|Advanced Topics in Probability:
Chi-square distribution, functions of a random variable, transformations, mixed distributions, order statistics
Sampling distributions, central limit theorem, limiting distributions, t and F distributions
confidence intervals, sample size determination
Point estimators, maximum likelihood, asymptotic properties
The above textbook and course outline should correspond to the most recent offering of the course by the Statistics Department. Please check the current course homepage or with the instructor for the course regulations, expectations, and operating procedures.