Mathematical Statistics

Catalog description

Various topics in Mathematical Statistics. Distributions of functions of random variables and sample quantities, moment generating functions, exponential families, order statistics, and the Central Limit Theorem. Point estimation and its evaluation, including unbiasedness, consistency, and sufficiency. Interval estimation and pivotal quantity. Common large and small sample applications. Hypothesis testing elements and common large and small sample cases. Neyman-Pearson Lemma and Likelihood Ratio Tests. Prereq: STAT 302 and MATH 223 .