Theory of Probability and Statistics II

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Graduate Standing or Permission of InstructorPoint estimation including method of moments, maximum likelihood and Bayes. Properties of point estimators, mean squared error, unbiasedness, consistency, loss functions. Large sample properties of maximum likelihood estimators. Exponential families, sufficiency, completeness, ancilarity, Basu's theorem. Hypothesis tests, Neyman-Pearson lemma, uniformly most powerful tests, likelihood ratio tests, Bayes tests. Interval estimation, inverting tests, piv→STAT 5543→unlocks 6 courses

6 mapped courses list STAT 5543 as a prerequisite. See on the map →

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