Topics
include common density functions, probability functions, principle of
likelihood, the likelihood function, the method of maximum likelihood,
likelihood regions, tests of hypotheses, likelihood ratio tests, goodness of
fit tests, conditional tests, and confidence sets with a view towards
applications.
This course is intended for students who need a theoretical foundation
in mathematical statistics. Students who have taken it normally
take MATH 3132 in the second term. It continues where MATH 2030
left off, while providing a theoretical foundation for many of the
statistical procedures learned in MATH 1131 and in either MATH 1132
(no longer offered) or MATH 2131 (which has replaced 1132).
Topics will include multivariate probability distributions, functions of
random variables, sampling distributions, point estimation, confidence
intervals, relative efficiency, consistency, sufficiency, minimum
variance unbiased estimation, method of moments, maximum likelihood,
etc.
The text has not yet been determined.
Prerequisite:AS/SC/AK/MATH 2030 3.0 or permission of the course
coordinator.
Exclusion:AK/MATH 3030 3.0 (before SU95), AS/SC/MATH 3030 3.0 (before 1993/94), AK/MATH 3530 6.0.
Coordinator: Y. Wu
