TMS065: Probability and Statistics, an introductory course

Textbook

"Mathematical statistics and data analysis"

by John A. Rice

(can be purchased at the Cremona bookshop)




Course content (§§ 1.1-1.6, 2.1-2.2, 3.1-3.5, 4.1-4.4, 5.1-5.3, 7.1-7.3, 8.1-8.5, 9.1-9.6, 15.1-15.4):

  • Parameter estimation, sampling error, confidence interval.
  • Method of moments, maximum likelihood estimation.
  • Hypotheses testing, one-sample tests, chi-square tests.
  • Simple linear regression.
  • Introduction to Bayesian inference.