PROBABILITY AND STATISTICAL INFERENCE III.

Catalog description

Pre-requisites: MATH 485 or permission of the instructor. This course covers advanced topics in probability and statistical inference including discrete and continuous multivariate distributions, moment generating functions, proof of the central limit theorem, properties of estimators including efficiency and sufficiency, best linear unbiased estimators (BLUE), maximum likelihood estimation, the Neyman-Pearson lemma and likelihood ratio tests. The course concludes with a practical student-project component in which students apply methods learned to the analysis of a real-world data set.