Mathematical Statistics 1. - 463 - MATH 556 - 001 | ||||||||||||
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Distribution theory, stochastic models and multivariate transformations. Families of distributions including location-scale families, exponential families, convolution families, exponential dispersion models and hierarchical models. Concentration inequalities. Characteristic functions. Convergence in probability, almost surely, in Lp and in distribution. Laws of large numbers and Central Limit Theorem. Stochastic simulation.
Fall Prerequisite: MATH 357 or equivalent Associated Term: Fall 2017 Registration Dates: Apr 04, 2017 to Sep 19, 2017 Lecture Schedule Type Lecture Instructional Method 4.000 Credits View Catalog Entry
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