Theoretical Statistics I

Catalog description

Topics provide the background for statistical inference. Random variables; distribution and density functions; transformations, expectation. Common univariate distributions. Multiple random variables; joint, marginal and conditional distributions; hierarchical models, covariance. Distributions of sample quantities, distributions of sums of random variables, distributions of order statistics. Methods of statistical inference. Offered as STAT 445 and PQHS 481 . Prereq: Graduate Student standing or MATH 223 .