Introduction to Probability and Mathematical Statistics

Catalog description

Calculus-based treatment of univariate probability and mathematical statistics. The use of simulation to illustrate and supplement topics will be emphasized, and students will be expected to write basic computer code. Probability topics will include: survey of common discrete and continuous probability distributions; fundamental rules of probability; conditional probability; sampling distributions; expected values and variances; linear combinations of random variables; central limit theorem. Mathematical statistics topics will include methods of point and interval estimation, including method of moments and maximum likelihood; properties of estimators, including bias and variance; methods of hypothesis testing, including likelihood ratio tests; properties of tests, including Type I and Type II error rates.