AMS 412: Mathematical Statistics

Estimation, confidence intervals, Neyman-Pearson lemma, likelihood ratio test, hypothesis testing, chi-square test, regression, analysis of variance, nonparametric methods.

Supplementary Textbook: John E. Freund’s Mathematical Statistics with Applications by Irwin Miller and Marylees Miller, 8th edition, 2012, Pearson

Learning Outcomes

By the end of this course, students should successfully be able to:

1. Calculate and evaluate point estimators.
2. Formulate, construct and interpret confidence intervals about parameters in a statistical model.
3. Formulate statistical hypotheses, construct appropriate hypotheses tests and interpret results.
4. Formulate linear regression models, fit these models and interpret the results.
5. Formulate one-way ANOVA models, fit these models and interpret the results.
6. Construct distribution-free hypotheses testing procedures.