The first of a two-part sequence on: Probability, random variables, discrete and continuous distributions, order statistics, limit theorems, point and interval estimation, uniformly most powerful tests, likelihood ratio tests, chi-square and F tests, nonparametric tests. PREREQ: MATH 3326 and MATH 3352. Offered Odd Years in the Fall Semester.
For this sequence of courses, we will stick closely to Chapters 1-10 of the third edition of “Mathematical Statistics and Data Analysis”, by John A. Rice. This is a well-known textbook to use as an introduction to mathematical statistics at the advanced undergraduate level.
Tentatively, we will plan on covering the material in Chapters 1-6 in Math 4450, and Chapters 7-10 in Math 4451.
Please read the grading rubric before submitting homework.
Homework 2, due Wed Sep 17, 11:59pm. TeX file. In class discussion
Homework 3, due Wed Sep 24, 11:59pm. TeX file. In class discussion.
Homework 4, due Wed Oct 1, 11:59pm. TeX file. In class discussion.
Homework 5, due Fri Oct 10, 11:59pm. TeX file. In class discussion.
Homework 6, due Wed Nov 5, 11:59pm. TeX file.
Homework 7, due Wed Nov 12, 11:59pm. TeX file. In class discussion.
Homework 8, due Fri Nov 21, 11:59pm. TeX file.
Homework 9, due Tue Dec 9, 11:59pm TeX file
Homework 10 (Final Exam Review), due Sun Dec 14, 11:59pm TeX file
The final exam will be help in our regular classroom on Dec 18, 10:00 a.m. – 12:00 p.m. The final exam will be comprehensive, closed book.
This course and the code involved are made available with an MIT license. Some components follow a Creative Commons Attribution non-commercial license. A longer list of acknowledgments is available.