Over the past year, I began my first year as a Masters student in Statistics at the University of Wisconsin-Madison. As an undergraduate, I had not had the chance to take a probability theory course. My first introduction to probability theory was during my first semester while taking via the a mathematical statistics course. During the first, I often struggled or felt slow compared to my peers in the course and felt insecure about my ability to obtain essential concepts in the class. After finishing the first academic year, I learned that this is something many graduate students feel, especially during the first semester. My overall goal in this post is to briefly introduced the topic of mathematical statistics and some key concepts to understand from probabilty theory. This post functions more so as a way for me to understand the concept better, and learn to explain it better to others.

What is Mathematical Statistics?

According to Wikipedia, Mathematical Statistics refers to the application of probability theory to statistics as opposed to the techniques for collecting statistical data. Essentially, while the branch of statistics can deal to philosophical questions about

with the treatment of statistics from a mathmetical point of view