Mathematical Statistics I

Department: 
MATH
Course Number: 
4261
Hours - Lecture: 
3
Hours - Lab: 
0
Hours - Recitation: 
0
Hours - Total Credit: 
3
Typical Scheduling: 
Every fall semester

Sampling distributions, Normal, t, chi-square and F distributions. Moment generating function methods, Bayesian estimation and introduction to hypothesis testing

Prerequisites: 

MATH 3215 or MATH 3225 or MATH 3670 or MATH 3770 or ISyE 3770 or CEE 3700

Course Text: 

At the level of Introduction to Mathematical Statistics, 7th edition by Hogg, Craig, and McKean

Topic Outline: 
  • Sampling distributions (including chi-square, t, F, and distributions of order statistics)
  • Change-of-variable method and moment-generating-function methods
  • Limiting distributions
  • Point and interval estimations including the maximum likelihood method and Bayesian estimation
  • Hypothesis testing including the Neyman-Pearson fundamental lemma and UMP tests