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Mathematical Statistics I (3)

Course Level: Undergraduate/Graduate

Probability, random variables, probability distributions and functions of random variables, generating functions, order statistics, the theory of point estimation, (maximum likelihood, minimum variance unbiased estimators, confidence intervals), and theory of hypothesis testing (Neyman-Pearson, likelihood ratio, etc.). Usually offered every fall. Prerequisite: MATH-310, MATH-313, and STAT-502 or equivalent.