Mathematical Statistics (2024): Lecture 15

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More than you ever wanted to know about the sample variance for a normal distribution...

In this video:
🔹 The Asymptotic Distribution of the Sample Variance 0:35
🔹 The Distribution of (n-1)(S^2)/(sigma^2) 33:25
🔹 The t-Distribution 50:16
🔹 A Conversational Intro to Confidence Intervals 1:03:47

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Great Lecture. And Please tell, do we cover hypothesis testing in this course?

thatsfantastic
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Excellent lecture, professor! I really liked the way you introduced the y-distribution and later brought the convergence in distribution to show how t-distribution converging to the Normal.

AbhijitGuptamjj