Mathematical Statistics OpenCourseWare: A Free Graduate Level Statistics Course by MIT on the Study of Sample Theory
Massachusetts Institute of Technology (MIT) offers a free OpenCourseWare for students interested in mathematical statistics. The 'Mathematical Statistics' course is a graduate-level study of estimations, decision theory, hypothesis testing and confidence intervals. Prerequisites for this course include coursework in real analysis and measure theory and some knowledge of probability or statistics.
Mathematical Statistics: Course Specifics
| Degree Level | Free | Audio | Video | Downloads |
|---|---|---|---|---|
| Graduate | Yes | No | No | Yes |
| Lectures/Notes | Study Materials | Tests/Quizzes |
|---|---|---|
| Yes | Yes | Yes |
Mathematical Statistics: Course Description
MIT's 'Mathematical Statics' course is taught by Professor Richard Dudley, who also wrote the book upon which the course is designed. The information referenced from the book is presented in the lecture notes. Students study a variety of topics related to statistics, including the sequential probability ratio test, estimation and convexity. Other topics include Stein's phenomenon and James-Stein estimators and M-estimates and the efficiency of estimators. The ideas behind, and uses of, large sample theory are also introduced. Students explore these topics through problem sets, a recommended term paper and exams. Prior coursework in real analysis and measure theory, as well as some knowledge of probability or statistics, will be beneficial to students interested in the 'Mathematical Statistics' course.
Course materials include lecture notes, ten problem sets, a mid-term and final exam and a description of an optional term paper. To download materials or learn more, visit the mathematical statistics course page.
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