Methods of Mathematical Statistics

This subject introduces probability and the theory underlying modern statistical inference. Properties of probability are reviewed, univariate and multivariate random variables are introduced, and their properties are developed. It demonstrates that many commonly used statistical procedures arise as applications of a common theory. Both classical and Bayesian statistical methods are developed. Basic statistical concepts including maximum likelihood, sufficiency, unbiased estimation, confidence intervals, hypothesis testing and significance levels are discussed. Computer packages are used for numerical and theoretical calculations.