Lectures: 3 sessions / week, 1 hour / session
This graduate level course on Mathematical Statistics includes the following topics:
One semester beginning graduate real analysis and measure theory, as in MIT course 18.125, specifically Chapters 1-5 of the book Real Analysis and Probability, by R. Dudley, 2nd ed., Cambridge University Press, 2002. One or more previous courses in probability or statistics will be helpful background but are not required.
Printed lecture notes (sections from a book in progress) will be distributed as we go along.
There will be problem sets, a midterm exam, and a final exam. Students with A’s on the midterm and A averages on the first 7 problem sets will have the option of writing an expository term paper instead of doing the last three problem sets and taking the final exam.
The grade will be based 50% on problem sets and 50% on either the final exam or a term paper.