512—Mathematical Statistics. (3) (Prereq: STAT 511 or MATH 511 with a grade of C or higher) Functions of random variables, order statistics, sampling distributions, central limit theorem, quality of estimators, interval estimation, sufficient statistics, minimum-variance unbiased estimator, maximum likelihood, large-sample theory, introduction to hypothesis testing.
Sample Course Homepage: Recent Semester, Another Recent Semester
Usually Offered: Spring and Summer Semesters
Purpose: To provide a strong foundation in mathematical statistics for understanding the concepts and development of statistical methodology, and to prepare students for further study of statistical inference.
Current Textbook: Mathematical Statistics with Applications (7th Ed.), D. Wackerly, W. Mendenhall and R. Sheaffer, Duxbury, 2008.
Topics Covered |
|
Time |
Advanced Topics in Probability: Chi-square distribution, functions of a random variable, transformations, mixed distributions, order statistics |
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3 weeks |
Distribution Theory: Sampling distributions, central limit theorem, limiting distributions, t and F distributions |
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4 weeks |
Estimation: confidence intervals, sample size determination |
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3 weeks |
Estimation: Point estimators, maximum likelihood, asymptotic properties |
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3 weeks |
The above textbook and course outline should correspond to the most recent offering of the course by the Statistics Department. Please check the current course homepage or with the instructor for the course regulations, expectations, and operating procedures.
Contact Faculty: Karl Gregory, Joshua Tebbs