Fall 2010   STAT 611: Mathematical Statistic I

Instructor:  Anindya Roy    Office: MP 435   phone: 410-455-2435
                  email: anindya@umbc.edu

Office Hours: TTH 4:00-5:00 pm, or by appointment.
Class meets::   TTH 7:10-8:25 in Math/Psych 103

Textbook:  Resnik:  Probability Path

Course prerequisites: Real analysis (math 301), master's level probability (Stat651). Must be familiar with combinatorial probability computation, random variables, basic probability distributions, independence, joint distribution, transformations and Jacobian, MGF.

Grading:    Homework 60%   Midterm 20%   Final 20%. I will give periodic homeworks, not all problems will be graded but you are expected to do all the problems. Both the midterm and the final will be in class, closed book, closed notes.

Course Description Probability theory for doctoral students. Probability measures, random variables, convergence concepts and limit laws, martingales (if time permits).

Additional reading:

Academic Honesty: By enrolling in this course, each student assumes the responsibilities of an active participant in UMBC's scholarly community in which everyone's academic work and behavior are held to the highest standards of honesty. Cheating, fabrication, plagiarism, and helping others to commit these acts are all forms of academic dishonesty, and they are wrong. Academic misconduct could result in disciplinary action that may include, but is not limited to, suspension or dismissal. To read the full Student Academic Conduct Policy, consult the UMBC student handbook, the Faculty Handbook or the UMBC Policies section of the UMBC directory.

WEBPAGE:   http://www.math.umbc.edu/~anindya/Stat611/F2010/stat611.html