Mathematical Statistics

Mathematical Statistics

Description
The main goal is to uncover the mathematical machinery behind core probabilistic and statistical concepts and properties. Topics in the first half include set operations, laws of probability, conditional probability, common discrete and continuous distributions, sampling distributions, moment generating functions and law of large numbers. The second half of the course focuses on two fundamental concepts in statistical inference: estimation and hypothesis testing. Finally we introduce important topics including linear regression and analysis of variance.
Date
Sep 23, 2019
Tags
Statistics
This series contain the notes I've taken for courses STAT 6510 and STAT 6520 - Mathematical Statistics I & II. The text book recommended for this course is Mathematical Statistics with Applications (7th edition) by Wackerly, Mendenhall and Sheaffer.