Mathematics 30540 Syllabus 
Mathematical Statistics 
 
       
 We will assume a basic knowledge of probability theory, multivariable calculus, and linear algebra.


Topics to be covered

Estimation by maximum likelihood and the method of moments; interval estimation; and properties of estimators.

Hypothesis testing; type I and type II errors.

The normal distribution and related distributions, e.g., the chi-square, F, and t distributions.

Two sample problems.

Goodness of Fit tests.

Regression and the bivariate normal distribution.

Analysis of Variance.

This is not a "plug and chug" statistics course. The main goal of the course is to understand the
logical justification behind the various statistical tests.


Here are some text books which cover the material taught in this course.

Larsen and Marx, An Introduction to Math. Statistics and Its Applications(3rd ed.)

Rice, Rice, Math. Statistics and Data Analysis

DeGroot and Schervish, Prob. and Statistic, (3rd ed.)

The following excellent book is a bit too advanced  for this course.
However, it is useful to consult because it clarifies several point which are are bit vague
in the above more elementary books.

Casella and Berger, Statistical Inference(2rd ed.)

Grading:
Homework 100 points 
Midterm I 100 point
Midterm II 100 points
Final Exam 150 points

Office hours: Please see me in class for an appointment.