STAT 340

Download as PDF

Probability and Inference 2

Statistics College of Physical and Mathematical Sciences

Course Description

Random variables; transformations; estimation and hypothesis testing; sampling distributions; central limit theorem; law of large numbers.

When Taught

Fall and Winter

Min

3

Fixed

3

Fixed

3

Fixed

0

Recommended

Stat 123 and Stat 124

Title

Transformations

Learning Outcome

Find the distribution of a transformation of random variables, including the Chi-squared and derived distributions t and F.

Title

Sampling Distributions

Learning Outcome

Explore the sampling distributions for means and totals of random samples from common distributions.

Title

Convergence

Learning Outcome

Apply convergence in probability and distribution to prove the Law of Large Numbers and participate in proving the Central Limit Theorems for means and proportions.

Title

Sufficiency

Learning Outcome

Find sufficient statistics in one-parameter problems.

Title

Point Estimation

Learning Outcome

Derive method of moments, maximum likelihood, and Bayesian estimators.

Title

Interval Estimation

Learning Outcome

Construct confidence intervals using pivots and credible intervals.

Title

Evaluation

Learning Outcome

Evaluate point estimators with respect to bias, variance, and MSE.

Title

Simulation

Learning Outcome

Examine sampling distributions and evaluate estimators using simulation.

Title

Critical Thinking

Learning Outcome

Increase analytical confidence and critical thinking skills.

Title

Hypothesis Testing

Learning Outcome

Apply the Neyman-Pearson lemma to derive the rejection region for problems involving simple hypotheses.