AMS-205

AMS 205 - MATHEMATICAL STATISTICS

General Description: This is an introduction of mathematical statistics aimed at graduate students with a background of univariate and multivariate calculus and elementary knowledge of probability and statistics. If you have not taken a calculus or a probability class for some time, you are advised to refresh your knowledge by reading a calculus book that includes multivariate integration as well as Chapter 1 of the textbook. The first third of the class consists of a review of some topics of Probability Theory, that are important for statistical inference. We use a level of formality that is above that of an upper division probability class for science and engineering students, but without using measure theory. The rest of the class will cover topics of classic statistical inference. We will focus on the methods and principles of point estimation and will browse through the methods for interval estimation and hypothesis testing.
Textbook:

Grading: There will be one midterm (30%, Tues., Nov. 06), two quizes (10%, Thus., Oct. 18 and 10%, Tues., Nov. 20) and a final exam (35%, Tues., Dec 11, 07:30-10:00 PM). Exams and quizes will be based on the homework.
Homework: There will be regularly spaced homework, three of them will be graded (5% each), the rest will not be graded. The solutions will be discussed in class, some will be posted on the web page. Homework will give a very close indication of the material that will be covered in exams and quizes.

B. S.

11/20/07