Theory of Statistical Inference I

COURSE
Course NumberStat 870
Course TitleTheory of Statistical Inference I
Section Number12838
CLASS
ClassroomRoom 335, Jabara Hall
Meeting Time2:00 p.m. - 3:15 p.m., Monday and Wednesday
COVERAGE
TextbookTheory and Methods of Statistics, by P. K. Bhattacharya and Prabir Burman, 2016, Academic Press. ISBN 978-0-12-802440-9
Coverage Selected materials on
  • Unbiased estimators, MSCPE and MSE criteria
  • Minimum variance-covariance matrix Unbiased estimators, Minimum variance unbiased estimators
  • Cramer-Rao lower bound, Efficient estimators
  • Different types of convergence, Asymptotical unbiased estimators, Consistent estimators, Asymptotically efficient estimators
  • Best asymptotically normal estimators
  • Properties of maximum likelihood estimators
  • Most powerful tests
  • Properties of likelihood ratio tests
Index Page General Info Grading Calendar Assignment