Mathematical Statistics I

Course: AMT 112 2.0 Mathematical Statistics I (Compulsory)

Course content: Distributions of Random Variables: Algebra of Sets, Set Functions, The Probability Set Function, Random Variables, The Probability Density Function, The Distribution Function, Certain Probability Models, Mathematical Expectation; Conditional Probability and Stochastic Independence: Conditional Probability, Marginal and Conditional Distributions, The Correlation Coefficient, Stochastic Independence; Some Special Distributions: The Binomial, Trinomial, and Multinomial Distributions, The Poisson Distribution, The Gamma and Chi-Square Distributions, The Normal Distribution, The Bivariate Normal Distribution; Distributions of Functions of Random Variables: Sampling Theory, Transformations of Variables of the Discrete Type, Transformations of Variables of the Continuous Type, The t and F Distributions, Extensions of the Change-of-Variable Technique, Distributions of Order Statistics, The Moment-Generating-Function Technique, Expectations of Functions of Random Variables

Recommended Readings: