M378K INTRODUCTION TO MATHEMATICAL STATISTICS

Prerequisite and degree relevance:

The prerequisite is M362K. Students taking this course are usually majoring in

mathematics, actuarial science, or one of the natural sciences. M362K, 358K, and

378K form the core sequence for students in statistics.

Course description:

This is the first course in mathematical statistics and is taught from a classical

viewpoint. The major topics are: estimation of parameters, including maximum

likelihood estimation; sufficient statistics, and confidence intervals; testing of

hypotheses including likelihood ratio tests and the Neyman Pearson theory; the

distributions and other properties of some statistics that occur in sampling from

normal populations such as the gamma, beta, chi-squared, Student’s t, and F

distributions; and fitting straight lines.

The course is designed to give students some insight into the theory behind the

standard statistical procedures and also to prepare continuing students for the gradu

ate courses. Within the limits of the prerequisites, students are expected to reproduce

and apply the theoretical results; they are also expected to be able to carry out some

standard statistical procedures.