Statistics 6501:


The main topics to be covered in the 6501 and 6502 sequence are Limit Theorems, Estimation, Hypothesis Testing, Bootstrapping, and Bayesian Estimation and Inference.  Before we engage in the study of these topics we will review some probability and statistics topics, such as random variables and probability simulation.

Computers: We will use the R statistical language to demonstrate and apply many of the ideas in the course. R code will be given in class and you will be given assignments related to these examples. 

Required Texts:

  • Rice: Mathematical Statistics and Data Analysis, 3nd Edition, Duxbury 2007

References:

  • Bain and Engelhard, Introduction to Probability and Mathematical Statistics, 2nd Edition, Duxbury 1992.
  • Casella and Berger, Statistical Inference, Duxbury 1990.
  • Hogg and Craig, Introduction to Mathematical Statistics, 5th Edition, Prentice Hall 1995.
  • Roussas, A Course in Mathematical Statistics, 2nd Edition, Academic Press 1997.