STAT 4201: Introduction to Mathematical Statistics I

Basic concepts in mathematical statistics, including probability, discrete and continuous distributions and densities, mathematical expectation, functions of random variables, transformation techniques, sampling distributions, order statistics.

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

Supplementary Textbooks:

  1. Probability by Jim Pitman, 1993, Springer
  2. An Introduction to Probability and Statistics by Vijay K. Rohatgi and A. K. Md. Ehsanes Saleh, 3rd edition, 2015, Wiley


Learning Outcomes

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

  • Understand the basic concepts in probability and statistics.
  • Compute probabilities and statistics of discrete and continuous distributions.
  • Comprehend the probabilistic methods needed to analyze and critically evaluate statistical models and arguments.
  • Recognize the importance of statistical ideas.