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824—Nonparametric Inference. (3) (Prereq: STAT 713 or consent of instructor) The general theory of nonparametric statistics, including order statistics, theory of ranks, U-statistics in nonparametric estimation and testing, linear rank statistics and their application to location and scale problems; goodness-of-fit, and other distribution-free procedures.

Course Homepage: Fall 2004

Usually Offered: Spring Semester in odd Years

Purpose of Course: The course develops the theory of nonparametric inference. It is intended for graduate students who have a thorough understanding of parametric inference.

Current Textbook: Introduction to the Theory of Nonparametric Statistics, by Ronald H. Randles and Douglas A. Wolfe, Krieger.

 
Topics Covered Time        
Order statistics and multinomial tests of fit 1 week
Concept of distribution-free statistics 2 weeks
U-statistics 2 week
Power of distribution-free tests 1 week
Asymptotic relative efficiency 2 weeks
Distribution-free estimation 1 week
Linear rank statistics 2 weeks
Special properties of one and two sample problems 2 weeks
Additional topics from Ch 12 as time permits

Contact Faculty: Edsel A. Peña
(Last Updated: July 11, 2008)

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