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: STAT 519 with a grade of C or higher.

Cr. 3.
Dual Level Course
Undergraduate-Graduate