STATS 403

Main Course

Mathematical Statistics

Description

Lecture, three hours; discussion, one hour. Limited to Master of Applied Statistics students. Basic concepts of mathematical statistics and their applications. Mathematics used to prove various statistical theories, with emphasis on real-world applications. Estimation and statistical inference. Random variables and their distributions; random vectors, their means, variances, variance covariance matrix; and important limit theorems such as central limit theorem. Letter grading.