Introduction to Mathematical Statistics

3 Units

An introduction to statistical inference at an intermediate mathematical level. The concepts of random variables and distributions, discrete and continuous, are reviewed. Topics covered include: expectations, variance, moments, the moment generating function; Bernoulli, binomial, hypergeometric, Poisson, negative binomial, normal, gamma and beta distribution; the central limit theorem; Bayes estimation, maximum likelihood estimators, unbiased estimators, sufficient statistics; sampling distributions (chi-square, t) confidence intervals, Fisher information; hypothesis testing, uniformly most powerful tests and multi-decision problems. Prereq: MATH 122 , MATH 124 or MATH 126 .