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UNDERGRADUATE PROGRAM | |
GRADUATE PROGRAM |
Advanced Statistical Inference. (3) (Prereq: STAT 713 or consent of instructor) The advanced theory of statistical inference, including the general decision problem; Neyman-Pearson theory of testing hypotheses; the monotone likelihood ratio property; unbiasedness, efficiency, and other small sample properties of estimators; asymptotic properties of estimators, especially maximum likelihood estimators; and general sequential procedures.
Usually Offered: Fall Semester in odd Years
Current Textbook: The Bayesian Choice by Christian P. Robert, Springer-Verlag, 2001.
| Topics Covered | Chapters | Time |
| Introduction | 1 | 1.5 weeks |
| Decision-Theoretic Foundations | 2 | 2 weeks |
| Priors | 3 | 1.5 weeks |
| Baysian Estimation | 4 | 1 week |
| Tests and Confidence Regions | 5 | 3 weeks |
| Admissibility and Complete Classes | 8, 10.4, 10.5 | 3 weeks |
| Invariance | 9 | 2 weeks |
The above textbook and course outline should correspond to the most recent offering of the course by the Statistics Department. Please check the current course homepage or with the instructor for the course regulations, expectations, and operating procedures.
Contact Faculty: Edsel Pena
(Last Updated: July 11, 2008)
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