Statistics 100B: Introduction to Mathematical Statistics

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  • For the course syllabus click here.

    Useful links:

  • http://www.socr.ucla.edu

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  • http://wiki.stat.ucla.edu/socr/index.php/SOCR_EduMaterials
  • Download R and packages.
  • Download RStudio.

    Labs

    Handouts

  • 1. Summary of discrete and continuous distributions (review from Statistics 100A).
  • The next five links are the statistical tables needed for the entire quarter (from "Mathematical Statistics and Data Analysis", by John Rice, Doxbury Press, Second Edition (1995)).
    Table 1: Standard normal distribution table (Z).
    Table 2: Chi-square distribution table.
    Table 3: t distribution table.
    Table 4: F distribution table (95th percentiles).
    Table 5: F distribution table (99th percentiles).
  • 2. Some review material from Statistics 100A.
  • 3. Simulation of random variables.
  • 4. Covariance and correlation.
  • 5. Poisson, Exponential, and Gamma distributions.
  • 6. Moment generating functions and properties.
  • 7. Joint moment generating functions and properties.
  • 8. Practice questions on gamma distribution.
  • 9. Multivariate normal distribution.
  • 10. Central limit theorem: proof and examples.
  • 11. Distributions related to normal (chi square, t, F).

    Practice problems

  • Practice 1.

    Homework

  • Homework 1. Due by 22:00 on Tuesday, 08/14.
  • Homework 2. Due by 22:00 on Tuesday, 08/14.
  • Homework 3. Due by 22:00 on Wednesday, 08/15.

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