# Mathematical statistics
---
## Statistics
- Mean (average)
- Mode
- Median
- Interquartile range (IQR)
- Percentile
- Standard deviation
## Hypothesis testing
- P value
- Confidence interval (CI)
- Type I error
- Type II error
- Null hypothesis
- Alternate hypothesis
- Chi square test
- T test
- Z test
- F test
## Sampling
- Uniform sampling
- Convolution sampling
- Acceptance-Rejection sampling
- Box-Muller method
- Correlated SP sampling

## Parameter Estimation
- Method of Moments (MOM)
- Maximum likelihood estimation (MLE)
- Likelihood function
- Loglikelihood function
- Bias
- Fisher information
- Efficiency
- Cramer-Rao bound
-
## Linear regression
- OLS
- GLS
- Gauss-Markov theorem
- Heteroskedasticity
- SSR
- SSE
- R square
## Monte Carlo methods 
- Crude MC
- Antithetic MC
- Markov chain Monte Carlo (MCMC)
## Bayesian inference
