STAT 4500
Parametric Estimation (Honours)
Preliminaries on probability theory; exact and asymptotic sampling distributions; unbiasedness, consistency, efficiency, sufficiency and completeness; properties of maximum likelihood estimators; least squares estimation of location and scale parameters based on order statistics and sample quantiles; Best Asymptotically Normal (BAN) estimators.
2022
Readings
- Title: Statistical Inference, Second Edition Authors: George Casella and Roger L. Berger Publisher: Duxbury - Thompson Learning, 2002.
Prerequisites & course information
Prerequisite(s): STAT 3559 or permission of the School. Also offered at the graduate level, with different requirements, as STAT 5600 , for which additional credit is precluded. Lectures three hours a week.
Sources
- Course catalogue ↗2026–2027
- STAT 4500A F22 ↗2022