MAST 627
Mathematical Statistics
Fall 2021
Topics
- Distributions of functions of random variables
- Sampling distributions of sample mean and variance
- Order statistics and sample quantiles
- Unbiased estimation, efficiency and Cramér–Rao bound
- Method of moments and maximum likelihood
- Consistency and limiting distributions
- Sufficiency, completeness and minimum-variance unbiased estimation
- Rao–Blackwell and Lehmann–Scheffé theorems
- Hypothesis testing
- Time permitting: Bayesian inference
Readings
- R. V. Hogg, J. W. McKean and A. T. Craig. Introduction to Mathematical Statistics, 8th edition. Pearson, 2019; 6th or 7th editions also accepted.
- G. Casella and R. L. Berger. Statistical Inference, 2nd edition. Duxbury (reference for problems and examples).
Sources
- Syllabus or course outline ↗Fall 2021
- Historical Fall 2021 outline. First-page header says MAST 627/881; filename and footers say MAST 672/881. Printed header code is preserved without silently resolving the discrepancy. Textbook requirement status unspecified.