AMS 412: Mathematical Statistics

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

Supplementary Textbook: John E. Freund’s Mathematical Statistics with Applications by Irwin Miller and Marylees Miller, 8th edition, 2018, Pearson

Learning Outcomes

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

1. Calculate and evaluate point estimators.
2. Formulate and construct confidence intervals for parameters in a statistical model, and interpret the results.
3. Formulate statistical hypotheses, construct appropriate hypothesis tests, and interpret the 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 hypothesis testing procedures and interpret the results.