MATH 7560 Probability and Statistics II
Probability and Statistics II
Various types of convergence, independent increments, stable laws, central limit problem. Central limit theorems, x^2 distribution, contingency tables. Sampling distributions for normal populations (t, x^2, F). Estimation of parameters: minimum variance, maximum likelihood, sufficiency, nonparametric estimation. Hypothesis testing: Neyman-Pearson lemmas, general linear models, analysis of variances and covariance, regression. Introduction to time series, sampling design, and Bayesian theory.
credit hours: 3
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