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STAT 512

Techniques of Mathematics for Statistics

3 units

Fall 2018

Topics

  • Matrix algebra and vector spaces
  • Orthogonality and least squares
  • Probability and convergence
  • Differentiation and Taylor expansions
  • Generating functions
  • Riemann–Stieltjes integration
  • Multivariable calculus
  • Numerical optimization
  • Maximum likelihood and asymptotics

Readings

  • A. I. Khuri. Advanced Calculus with Applications in Statistics, 2nd edition.
    recommended
Sources