Mathematical Statistics 245 (MS245)

An intro to concepts relating to probability distributions.

This material covers introductory statistical concepts, such as bivariate distributions and moment-generating functions.

This document contains a brief summary and many examples of point estimators, order statistics, relative efficiency, method of moment estimators, method of maximum likelihood estimators, Neyman-Pearson Lemma, likelihood ratio test, Bayesian statistics (conjugate priors, noninformative priors, credibility intervals, squared error loss functions, absolute error loss functions, etc.).

This document contains comprehensive summaries of point estimators, order statistics, relative efficiency, method of moment estimators, method of maximum likelihood estimators, Neyman-Pearson Lemma, likelihood ratio test, Bayesian statistics (conjugate priors, noninformative priors, credibility intervals, squared error loss functions, absolute error loss functions, etc.). This document also contains a brief summary of general hypothesis tests and p-values.