Fall 2012 PHD Course

B9822-001: (PhD) Mathematical Methods II

R - Full Term, 05:00PM to 05:00PM

Location: URI 328

Instructor: Assaf Zeevi


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This is a basic course in mathematical statistics at the graduate level. It assumes knowledge of univariate calculus and a nodding acquaintance with multivariate calculus. The first part of the course includes a brief review of probability theory, distributions functions of univariate and multivariate random variables, sampling theory and convergence concepts. The second part of the course covers statistical inference (parameter estimation and tests of hypothesis). The third part of the course provides an introduction to several statistical methods, including ANOVA and linear regression.

 

There will be regular homework assignments, a midterm and a final. The midterm and final will be open book. Homework will be an individual effort, but help may be obtained from fellow students.

 



Assaf Zeevi

Kravis Professor of BusinessAssaf Zeevi is the Vice Dean for Research and Henry Kravis Professor of Business at the Graduate School of Business, Columbia University. His research is broadly focused on the formulation and analysis of mathematical models of complex systems. He is particularly interested in the areas of stochastic modeling and statistics, and their synergistic application to problems arising in service operations, revenue management, and financial services...

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