MATH 556 — Mathematical Statistics 1

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.

• Rating: 3.00 out of 5 from 57 student reviews
• Difficulty: 4.00 out of 5
• Credits: 4
• Faculty: Faculty of Science
• Department: Mathematics and Statistics
• Taught by: Johanna Neslehova
• Prerequisite: MATH 323, MATH 356, or equivalent

Sections offered

• Section 001 (Lec), Wed Fri 8:35-9:55 am — 5 seats open