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STAT 5600

Mathematical Statistics I

0.5 credit · Graduate

Statistical decision theory; likelihood functions; sufficiency; factorization theorem; exponential families; UMVU estimators; Fisher's information; Cramer-Rao lower bound; maximum likelihood, moment estimation; invariant and robust point estimation; asymptotic properties; Bayesian point estimation.

2022

Readings

  • Title: Statistical Inference, Second Edition Authors: George Casella and Roger L. Berger Publisher: Duxbury - Thompson Learning, 2002.

Prerequisites & course information

Also offered at the undergraduate level, with different requirements, as STAT 4500 , for which additional credit is precluded.

Sources