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Statistics

Mathematical Statistics II

Build on Mathematical Statistics I to study hypothesis testing, likelihood-ratio tests, confidence intervals, and goodness of fit.

Instructor Dr. Waleed A. Yousef Adjunct Professor, University of Victoria, Canada
Two overlapping probability distributions with a highlighted tail

01

Course overview

Build on Mathematical Statistics I to study hypothesis testing, likelihood-ratio tests, confidence intervals, and goodness of fit.

02

What you will learn

In this new course, I will build upon my previous course, "Mathematical Statistics I: estimation," which was based on John Rice's textbook. In that course, I covered chapter 6 on some foundations and chapter 8 on point estimation.

In this new course, "Mathematical Statistics II: testing hypothesis," I will continue by teaching Chapter 9 which provides a cornerstone in statistics, "testing hypothesis". This course is the second in a series that aims at covering the second half of the textbook.

This course, and the entire series, are fundamental for scientists who want to gain a rigorous understanding, develop intuitive insights, and learn practical applications of Mathematical Statistics. It is essential for scientific fields and especially critical for those pursuing machine learning.

03

Lecture syllabus

Video titles and durations as published on Arabsera. The advertised lecture total may differ from the number of video entries, which can include introductions, tutorials, and split sessions.

Video titles and durations 11
  1. 00 Introduction
  2. 01-Testing Hypotheses: formal introduction
  3. 02-Neyman-Pearson Lemma
  4. 03-p-value, Duality, and GLR
  5. 04-CI from MLE
  6. 05-Practical example: asbestos measures
  7. 06-Practical example: Hardy-Weinberg Equilibrium
  8. 07-Poisson Dispression Test
  9. 08-Visualization for GOF : variants of histogram
  10. 09-Visualization for GOF: probability plots
  11. 10-Formalization of GOF -- Conclusion

04

Teaching support (check your plan)

  • Discussion groups & TA support
  • TA-human private chat mode
  • No TA-GPT (under construction)

05

Textbook

Rice, J.A., “Mathematical statistics and data analysis”. 3rd ed.

06

Certificate

Awarded after passing a brief sample exam, which you may attempt multiple times.