Mathematical Statistics: Basic Course

Education facts

Code: MASA03

<p>The course gives a proper introduction to probability and statistics based on a mathematical foundation.</p><p>The course is divided into two halves, the first covers probability theory and the second covers statistics. The course covers:</p> <p>Sample space, Events, Basic set theory, Axioms of probability. Conditional probability, Independent events. Stochastic variables in one and several dimensions. Expectation, variance, and covariance. Normal distribution, binomial distribution, Poisson distribution and other important distributions. Conditional distributions and conditional expectations. Sums and linear combination of random variables. The law of large numbers, the central limit theorem and the law of rare events (Poisson limit). Point estimates and their properties. Maximum likelihood, Least squares and plugin estimators. Principles of interval estimates and hypothesis testing. Non-parametric test. Methods for observed data from standard distribution such as normal distribution, Binomial, Poisson and related distribution. Approximation methods based on the normal and Poisson distribution. Correlation. Linear regression.</p>

Entry requirements

For admission to the course, general entry requirements as well as 45 credits of Science studies including knowledge equivalent to: MATA31 Analysis in One Variable, 15 credits MATA32 Algebra and Vector Geometry, 7.5 credits NUMA01 Computational Programming with Pyhon, 7.5 credits MATB21 Analysis in Several Variables 1, 7.5 credits MATB32 Linear Algebra, 7.5 credits Alternatively general entry requirements and knowledge equivalent to the courses: MATA21 Analysis in One Variable, 15 credits MATA22 Linear Algebra 1, 7.5 credits MATA23 Foundations of Algebra, 7.5 credits NUMA01 Computational Programming with Python, 7.5 credits MATB21 Analysis in Several Variables, 1 7.5 credits MATB22 Linear algebra 2, 7.5 credits

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Mathematical Statistics: Basic Course

  Lund University

  Start date: 31 August 2026

  End date: 17 January 2027

  Pace of study: 50 %