Introduction to Mathematical Statistics

Catalog description

An introduction to statistical inference at an intermediate mathematical level. The concepts of random variables and distributions, discrete and continuous, are reviewed. Topics covered include: expectations, variance, moments, the moment generating function; Bernoulli, binomial, hypergeometric, Poisson, negative binomial, normal, gamma and beta distribution; the central limit theorem; Bayes estimation, maximum likelihood estimators, unbiased estimators, sufficient statistics; sampling distributions (chi-square, t) confidence intervals, Fisher information; hypothesis testing, uniformly most powerful tests and multi-decision problems. Prereq: MATH 122 , MATH 124 or MATH 126 .