Mathematical Statistics

Course Objective: This course aims to give an introduction to mathematical statistics with applications. Prerequisites include calculus, linear algebra, and probability at the undergraduate level.

Instructor:

• Lecture: Shuyang LING (sl3635@nyu.edu)

• Recitation leader: Yuntian YE (yy1947@nyu.edu)

Time/Location:

• Lecture: 1:15PM - 2:30PM on Mondays and Wednesdays, Shanghai time, PDNG 204

• Recitation: 1:15PM - 2:30PM on Fridays, Shanghai time, PDNG 211

• Both sessions are available on Zoom via NYU Class.

Office hours:

• Shuyang Ling, Room 1162-3, 10AM - 11AM on Wednesdays, also available on Zoom

• Yuntian Ye, TBD

Textbook:

• All of Statistics: A Concise Course in Statistical Inference by Larry Wasserman. It is available free of charge on Springerlink if you are connected to the NYU wireless networks.

• Statistical Inference, 2nd Edition by George Casella and Roger L. Berger. It is available on Amazon.com. This is a classic textbook on statistical inference, covering essential parts of statistical inference in depth.

• Probability and Statistics, 4th Edition by Degroot and Schervish.

• Applied Linear Regression Models, 4th Edition by Kutner, Nachtsheim, and Neter.

Course schedule: The slides will be updated after each lecture. The full lecture notes are here, which are based on the four textbooks above.