Mathematical Statistics

Catalog description

This course explores the mathematical foundations of statistical inference, with a focus on theory and selective applications. It is designed to provide essential preparation for the Society of Actuaries Exam P (Probability). The course begins with a brief review of probability concepts from MATH 4251 , then covers topics such as multivariate discrete random variables, the distribution of order statistics, and linear combinations of independent random variables along with their moments. Additional topics include conditional expectation and variance, functions of univariate and bivariate random variables, sampling distributions, and the Central Limit Theorem. Students will also study common estimators and their properties, methods of estimation, the Neyman–Pearson Lemma, Likelihood Ratio Tests, and widely used hypothesis testing procedures. Prerequisite(s): MATH 2013 >= C and MATH 4251 >= C Lecture Hours: 3 Lab Hours: 0 Other Hours: 0 Contact Hours: 3 Repeatability: May not be repeated for credit. Grade Mode: Normal (A, B, C, D, F) Schedule Type (Primary): Lecture Click here for the Schedule of Classes.