Mathematical Statistics with Mathematica

Colin Rose
Theoretical Research Institute,  Sydney
colin@tri.org.au

Murray D. Smith
University of Sydney
Murray.Smith@econ.usyd.edu.au

Abstract
We present a unified approach for doing mathematical statistics with Mathematica. At one extreme, our package PDF empowers even the "statistically challenged" with the ability to perform complicated operations without realizing it. At the other extreme, it enables the professional statistician to tackle tricky multivariate distributions, generating functions, transformations, symbolic maximum likelihood estimation, unbiased estimation, checking (and correcting) of textbook formulae, and so on. By taking full advantage of the latest v4 Assumptions technology, the PDF package can produce exceptionally clean and neat symbolic output.