Theoretical Statistics II

3 Units

Point estimation: maximum likelihood, moment estimators. Methods of evaluating estimators including mean squared error, consistency, "best" unbiased and sufficiency. Hypothesis testing; likelihood ratio and union-intersection tests. Properties of tests including power function, bias. Interval estimation by inversion of test statistics, use of pivotal quantities. Students are responsible for mathematical derivations, and full proofs of principal theorems. Offered as STAT 446 and PQHS 482 . Prereq: STAT 445 or PQHS 481 .