Course Directors: Dr. Eugene Demidenko
Optional if student tests out.
- Course description: This course will cover the fundamental concepts and methods in mathematics and probability necessary to study statistical theory. Topics will include univariate and multivariate probability distributions with emphasis on the normal distribution, conditional distributions, mathematical expectation, convergence in probability and distribution, and the central limit theorem. Relevant concepts and methods from univariate and multivariate calculus will be introduced as necessary, along with related topics in linear and matrix algebra. Computational methods for statistics, including nonlinear optimization and Monte Carlo simulation will be introduced. Special attention will be given to students' active learning by programming in a statistical software package. The course will meet for 3 hours per week.