STAT 851.3

Welcome to STATS 851.3 (02). This course discusses the mathematical and statistical theory behind the statistical techniques used for fitting models in which the expected relationship is expressed by a linear equation in the model parameters. The emphasis is on carefully laying down the foundations using vector space theory and principles of statistical inference.

Students are expected to have had a course in Linear Algebra as well as an advanced course in Applied Statistics such as STAT 344.3 or STAT 345.3. Some of the material will also require facility working with multivariate probability distributions such as one might learn in a course in Mathematical Statistics. Moreover, students should have a certain degree of mathematical maturity to be able follow the subtleties of mathematical definitions and demonstrations.

The formal prerequisites are MATH 266.3 and STAT 342.3 and at least one of STAT 344.3 or STAT 345.3. If you are interested in taking the course, and do not have these prerequisites, you should be prepared to convince the instructor that you have sufficient equivalent background to succeed in the course.

• General information
• Planned schedule of topics