everything.study
STAT 5501

Mathematical Statistics II

0.5 credit · Graduate

Confidence intervals and pivotals; Bayesian intervals; optimal tests and Neyman-Pearson theory; likelihood ratio and score tests; significance tests; goodness-of-fit-tests; large sample theory and applications to maximum likelihood and robust estimation.

2021

Topics

  • alternative; UMP tests for testing certain composite hypotheses, UMP unbiased tests
  • Asymptotic relative efficiency of tests.
  • confidence sets (pivotal quantities, inverting acceptance regions of tests, Bayesian intervals)
  • criteria for selecting interval estimators, properties of confidence sets, asymptotic confidence
  • sets.
  • methods of the classical Hypothesis Testing Theory whose knowledge is required in various
  • valuable skills in constructing efficient testing procedures in parametric and nonparametric
  • settings.

Prerequisites & course information

Prerequisite(s): STAT 5600 or permission of the School. Also offered at the undergraduate level, with different requirements, as STAT 4507 , for which additional credit is precluded.

Sources