STAT 450
Mathematical Statistics
Fall 2026
Topics
- Distributions of functions of random variables
- Sampling distributions of normal means and variances
- Order statistics and sample quantiles
- Unbiasedness, efficiency and Cramér–Rao bounds
- Method of moments and maximum-likelihood estimation
- Consistency and limiting distributions
- Sufficiency, minimal sufficiency and completeness
- UMVUE, Rao–Blackwell and Lehmann–Scheffé theorems
- Hypothesis testing
Readings
- Listed textbook (requirement not stated): R. V. Hogg, J. W. McKean and A. T. Craig. Introduction to Mathematical Statistics, 8th edition. Pearson, 2019.
- Reference (not explicitly required): G. Casella and R. L. Berger. Statistical Inference, 2nd edition. Duxbury. Used for problems and examples.
Fall 2024 · STAT 450
Readings
- Introduction to Mathematical Statistics, 8th Edition, by R.V. Hogg, J.W. McKean and A.T. Craig, Pearson, 2019. (However, 6th or 7th Editions are also ok.).
- Statistical Inference (2nd Edition), by G. Casella and R. L. Berger, Duxbury.
Fall 2023 · STAT 450
Readings
- Introduction to Mathematical Statistics, 8th Edition, by R.V. Hogg, J.W. McKean and A.T. Craig, Pearson, 2019. (However, 6th or 7th Editions are also ok.).
- Statistical Inference (2nd Edition), by G. Casella and R. L. Berger, Duxbury.
Fall 2022 · STAT 450
Readings
- Introduction to Mathematical Statistics, 8th Edition, by R.V. Hogg, J.W. McKean and A.T. Craig, Pearson, 2019. (However, 6th or 7th Editions are also ok.).
- Statistical Inference (2nd Edition), by G. Casella and R. L. Berger, Duxbury.
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
- Course catalogue ↗2026–2027
- Syllabus or course outline ↗Fall 2026
- Historical course outline ↗Fall 2024
- Historical course outline ↗Fall 2023
- Historical course outline ↗Fall 2022
- Syllabus or course outline ↗Fall 2021
- Fall 2026 outline. Course header explicitly lists STAT 450, MAST 672, MAST 881. The 6th and 7th editions of Hogg et al. are also accepted.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- 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.