Course description

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.


Class notes

  1. Chapter 1: Probability

  2. Chapter 2: Random Variables

  3. Chapter 3: Joint Distributions


Homework and participation assignments

Please read the grading rubric before submitting homework.

Final Exam

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.


Acknowledgements and License

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.