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Semester: | Fall 2020 |
Number: | 0144-550-001 |
Instructor: | Nara Yoon |
Days: | Monday 6:00 pm - 8:30 pm |
Note: | Hybrid Online/In-Person Class |
Location: | Garden City - Hagedorn Hall of Enterprise 204 |
Credits: | 3 |
Notes: |
Open Only To Students In The M.S. In Mathematics |
Course Materials: | View Text Books |
Description: |
Students explore advanced probability and statistics from the point-of-view of measure theory. Students will also explain expectation distributions, laws of large numbers, and central limit theorems. Additionally, students will be exposed to a theoretical treatment of statistical inference and will apply sufficiency, estimation, hypothesis testing, and nonparametric methods. |
Learning Goals: |
● Apply the techniques of measure theory. This will be assessed by Quiz 1 and the mid-term examination. ● Explain the measure-theoretic formulation of probability theory. This will be assessed by Quizzes 2 & 3, and the mid-term examination. ● Explain the classical theory of sums of independent random variables: laws of large numbers. This will be assessed by the mid-term examination. ● Explain technical topics relating to notions of convergence, a.s. convergence techniques. This will be assessed by the mid-term examination. ● Apply conditional distributions and conditional expectations. This will be assessed by Quizzes 2 & 3, and the mid-term examination. ● Explain unbiased estimation. This will be assessed by Quiz 4-6, and the mid-term examination. ● Apply parametric estimation. This will be assessed by Quizzes 7 & 8, and the final examination. ● Apply nonparametric estimation. This will be assessed by Quiz 9, and the final examination. ● Apply hypothesis testing. This will be assessed by Quiz 10 and the final examination. *The learning goals displayed here are those for one section of this course as offered in a recent semester, and are provided for the purpose of information only. The exact learning goals for each course section in a specific semester will be stated on the syllabus distributed at the start of the semester, and may differ in wording and emphasis from those shown here. |
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