Mar 29, 2024  
Graduate Bulletin 2007-09 
    
Graduate Bulletin 2007-09 [Archived Catalog]

STAT 528 - Introduction to Mathematical Statistics


Distribution of mean and variance in normal samples, sampling distributions derived from the normal distribution, Chi square, t and F. Distribution of statistics based on ordered samples. Asymptotic sampling distributions. Introduction to multivariate normal distribution and linear models. Sufficient statistics, maximum likelihood, least squares, linear estimation, other methods of point estimation, and discussion of their properties. Cramer-Rao inequality and Rao-Blackwell theorem. Tests of statistical hypotheses, simple and composite hypotheses, likelihood ratio tests, power of tests.

Preparation for Course
P: 519 with a grade of C or higher.

Cr. 3.
Notes
Note: Prerequisites in mathematics and statistics are intended as a guide and may be satisfied through completion of equivalent or more advanced courses. Consent of the course instructor can substitute for completion of specified prerequisites, and students are invited to discuss their eligibility for enrollment with their advisors or the instructor of the course.
Dual Level Course
Dual Level, Undergraduate-Graduate