STAT 3P85 - Mathematical Statistics II

Multivariate, marginal and conditional distributions, independence, expectation, covariance, conditional expectation. Functions of random variables, transformation techniques, order statistics. Special and limiting distributions. Proof of central limit theorem. Point estimation: efficiency, consistency, law of large numbers, sufficiency, Rao-Blackwell theorem MVUE. Interval estimation. Hypothesis testing: Neyman-Pearson theory, likelihood ratio test, Bayesian inference.

Course Format: Lectures, 3 hours per week; lab/tutorial, 1 hour per week.
Prerequisite(s): STAT (MATH) 2P03 and STAT 2P82 (MATH) or permission of the instructor
Course Notes: This course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term. This course has been approved by the Society of Actuaries as a VEE credit in Mathematical Statistics.
Exclusions: Completion of this course will replace previously assigned grade and credit obtained in MATH 3P85.