Lectures on Statistics

Lectures on Statistics

These notes are based on a course that the author gave at UIUC in 1996 and again in 1997. No prior knowledge of statistics is assumed. A standard first course in probability is a prerequisite, but the first 8 lectures review results from basic probability that are important in statistics. Some exposure to matrix algebra is needed to cope with the multivariate normal distribution in Lecture 21, and there is a linear algebra review in Lecture 19.