Course Information
Course Code MATH 3P85
Course Title Mathematical Statistics II
Description Multivariate, marginal and conditional distributions, independence, expectation, covariance, conditional expectation. Functions of random variables, transformation techniques, order statistics. Some special and limiting distributions. Proof of central limit theorem. Point estimation: efficiency, consistency, law of large numbers, sufficiency, Rao-Blackwell theorem MVUE. Interval estimation. Hypothesis testing: Neyman-Pearson theory, likelihood ratio test, Bayesian inference.
Course Format Lectures, 3 hours per week; lab/tutorial, 1 hour per week.
Prerequisite(s) MATH 2P82.