This course covers mathematical statistics and probability. Topics covered include basic set theory & probability theory utilizing proofs, transformation methods to find distribution of a function of a random variable, expected values, moment generating functions, well-known discrete and continuous distributions, exponential and location-scale family distributions, multivariate distributions, order statistics, hierarchical and mixture models, types of convergence, Delta methods, the central limit theorem, and direct and indirect methods of random sample generation. This course is a rigorous treatment of statistics that lays the foundation for 625.726 and other advanced courses in statistics.
Multivariate calculus and 625.403 Statistical Methods and Data Analysis or equivalent.
Course all programs:
Applied and Computational Mathematics