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Mathematical Statistics

Credits: 3

Prerequisites: MA 223, MA 224

Statistical central limit theorem. Decision theory. Estimation: properties of estimators, point estimation, confidence intervals. Hypothesis testing: simple and composite hypothesis, Neyman-Pearson lemma, sequential methods, relationship to estimation. Normal distribution tests: t-test, chi-square, F-test. Introduction to non-parametric methods, regression and analysis of variance.

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