MATHEMATICAL STATISTICS I
An introduction to measure theoretic probability, random variables, and high-dimensional statistics; conditional expectation, sufficiency, and unbiased estimation; methods of large sample theory including laws of large numbers and central limit theorems.
Prerequisites & course information
Requisites: Declared in Statistics MS, Statistics PhD, Biomedical Data Science PhD, Biomedical Data Science MS, or Statistics Doctoral Minor Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Fall 2026 Learning Outcomes: 1. Define statistical estimation problems using rigorous mathematicallanguages Audience: Graduate 2. Derive basic statistical properties of an estimator such as bias andvariance Audience: Graduate 3. Analyze and compare different statistical estimators, and articulatethe strengths and weaknesses of each method Audience: Graduate 4. Apply theoretical tools such as concentration inequalities to newstatistical problems in the form of mathematical proofs Audience: Graduate 5. Articulate the distinctions between classical large-sample statisticaltheory and high-dimensional statistical theory, and critique recentstatistical research Audience: Graduate Learning Outcomes: 1. Define statistical estimation problems using rigorous mathematicallanguages Audience: Graduate 2. Derive basic statistical properties of an estimator such as bias andvariance Audience: Graduate 3. Analyze and compare different statistical estimators, and articulatethe strengths and weaknesses of each method Audience: Graduate 4. Apply theoretical tools such as concentration inequalities to newstatistical problems in the form of mathematical proofs Audience: Graduate 5. Articulate the distinctions between classical large-sample statisticaltheory and high-dimensional statistical theory, and critique recentstatistical research Audience: Graduate
Sources
- Course catalogue ↗2026-2027
- Catalogue entry ↗
Catalogue variants
- MATHEMATICAL STATISTICS I · 4 credits.