Fall 2019 - STAT 330 D100
Introduction to Mathematical Statistics (3)
Class Number: 4559
Delivery Method: In Person
Course Times + Location:
Mo 10:30 AM – 12:20 PM
AQ 3153, Burnaby
We 10:30 AM – 11:20 AM
WMC 3260, Burnaby
Exam Times + Location:
Dec 9, 2019
12:00 PM – 3:00 PM
SSCC 9002, Burnaby
Prerequisites:STAT 285, MATH 251, and one of MATH 232 or MATH 240.
Review of probability and distributions. Multivariate distributions. Distributions of functions of random variables. Limiting distributions. Inference. Sufficient statistics for the exponential family. Maximum likelihood. Bayes estimation, Fisher information, limiting distributions of MLEs. Likelihood ratio tests. Quantitative.
- Review of Probability and Univariate Distributions
- Multivariate Distributions
- Distributions of Functions of Random Variables
- Limiting Distributions
- Inference. Sufficient Statistics for the Exponential Family.
- Maximum Likelihood, Limiting Distributions
- Bayes Estimation
- Fisher Information
- Likelihood Ratio Tests
- Assignments (weekly assignments) 20%
- Midterms (2 midterms) 30%
- Final Exam 50%
Above grading is subject to change.
Probability and Statistics: The Science of Uncertainty (3rd ed) by Michael J. Evans and Jeffrey S. Rosenthal. Publisher: W.H. Freeman
Book is available for free online here.
Department Undergraduate Notes:
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