Dear Students, Here is what we need to know up to now. Review of basic probability distributions in particular: chi-square, exponential, gamma, normal, Student’s r, uniform, F distribution Sections in which you can find this review are the following: 3.2 The exponential, Gamma and Chi-Square Illustrative examples: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 3.3 The normal distribution Illustrative examples: 1, 2, 3, 4, 5, 6, 7, 8 Theorem 1 & 2 5.2 Transformation of two random variables Illustrative examples: 3, 4, 5, 6 5.5 Random functions associated with normal distribution Illustrative examples: 1, 2, 3, 4 Theorems 1 and its Corollary Theorems 2 & 3 Chebyshev’s inequality and convergence in probability Illustrative examples: 1, law of large numbers, p. 216 Point Estimation 6.1 Descriptive statistics, sample mean and sample variance Illustrative examples: 1, 2, 3, 4, 5 6.2 Exploratory data analysis Illustrative example: 5 6.3 Order statistics Illustrative examples: 1,2, 3 6.4 Maximum likelihood estimation & unbiased estimators & Rao - Cramer inequality & efficiency of estimators Illustrative examples: 1, 2, 3, 4, 5, 6, 7 Be sure that you understand illustrative examples. I encourage you to study in groups. Enjoy it! With my best - Bozenna Pasik-Duncan
