Master theoretical foundations, asymptotic inference, and scalable computational statistics for quantitative roles.
This intermediate course delivers a comprehensive treatment of probability spaces, random vectors, and inferential statistics. Students advance from calculus-based distribution derivations and asymptotic limit theorems to modern computational workflows, including resampling methods and Bayesian modeling. The curriculum provides the mathematical rigor needed for advanced academic study along with practical data analysis techniques for industry.
Two complete tracks. Study either or both — each has its own exam and certificate.
A mathematically rigorous foundation covering measure-theoretic probability concepts, univariate and multivariate distributions, asymptotic convergence, and classical estimation theory.
Rigorous formulation of probability measures, continuous and discrete random vectors, transformations, and generating functions.