STAT 653 - Mathematical Statistics

Credits: [3]

Description: This is a graduate-level course on mathematical statistics. Emphasis will be given on developing appropriate mathematical theory to solve a variety of statistical inference problems comprising point estimation, confidence interval construction, and tests of hypotheses. The course will cover estimation theory based on sufficiency, completeness, ancillarity, Rao-Cramer Inequality, Rao-Blackwell Theorem, Lehmann-Scheffé Theorem, Basu theorem, moment estimates, maximum likelihood estimates, and Bayesian estimation. Likelihood Ratio tests will be derived for a variety of problems. Mathematical maturity with statistical inference will be very helpful.
Course ID: 057099
When Offered: Spring.
Prerequisite: Stat 651.
Components: Lecture
Grading Method: A-F