important

Note: McGill’s new Course Catalogue will replace the eCalendar. The Course Catalogue is expected to go live the week of April 22nd. When the new site is published, "mcgill.ca/study" will be redirected to the new Course Catalogue website.

Course information on this site is not reflective of offerings for the 2025–2026 academic year. Some irregularities may occur as we move operations to the incoming Course Catalogue.

MATH 556 Mathematical Statistics 1 (4 credits)

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Distribution theory, stochastic models and multivariate transformations. Families of distributions including location-scale families, exponential families, convolution families, exponential dispersion models and hierarchical models. Concentration inequalities. Characteristic functions. Convergence in probability, almost surely, in Lp and in distribution. Laws of large numbers and Central Limit Theorem. Stochastic simulation.

Terms: Fall 2024

Instructors: Khalili, Abbas (Fall)

Back to top