This course is an introduction to mathematical statistics at the advanced calculus level. Prerequisites are advanced calculus (equivalent to MTH 435 or 437), linear algebra (MTH 215) and a course in probability (equivalent to MTH 451). No previous knowledge of statistics is assumed, though. The emphasis is on mathematical methods rather than data analysis but applications (e.g. to signal processing) will be featured.
Topics include: Review of probability (especially conditioning, multivariate normal distribution, distribution of transformations), statistical modelling, methods of estimation and comparison of methods, optimality theory for estimates, confidence intervals and hypothesis testing, large sample methods and optimal tests, regression and analysis of variance.
Note: Please preregister for this course if you are interested in taking it. It will not run without adequate enrollment.
For further information please contact
Instructor: L. Pakula, Tyler 224, X4436, email@example.com
Text: Bickel and Doksum, Mathematical Statistics,
Time: TR 3:30-4:45
Room: Washburn 111