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CAS MA 581 Probability Boston University

Basic probability, conditional probability, independence. Discrete and continuous random variables, mean and variance, functions of random variabl...

CAS MA 582 Mathematical Statistics Boston University

Point estimation including unbiasedness, efficiency, consistency, sufficiency, minimum variance unbiased estimator, Rao-Blackwell theo...

CAS MA 583 Introduction to Stochastic Processes Boston University

Basic concepts and techniques of stochastic process as they are most often used to construct models for a variety of prob...

CAS MA 585 Time Series and Forecasting Boston University

Autocorrelation and partial autocorrelation functions; stationary and nonstationary processes; ARIMA and Seasonal ARIMA model iden...

CAS MA 589 Computational Statistics Boston University

Topics from computational statistics that are relevant to modern statistical applications: random number generation, sampling, Monte ...

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