Prerequisites: MAA203, MAA204
MAA304 will open with a recap of convergences of random variables and convergences of distributions. The class will then investigate asymptotic statistics (asymptotic properties of MLE, asymptotic confidence intervals, asymptotic test theory etc.) and information theory for statistics (efficiency, Cramer-Rao theory etc.). Finally, students will be given an introduction to Bayesian statistics.
This class examines Markov chains, Poisson processes, renewal processes and pure Markov chains. Starting with the theoretical aspects of process analysis, our lectures will then cover further applications and discuss modeling for issues appearing across various fields.
- Teaching coordinator: Thibaut Mastrolia