Advanced Theory of Statistical Inference I

4 credits

Foundations of parametric statistics: elementary decision theory, Bayesian methods, modes of convergence, central limit theorems, delta method, maximum likelihood estimation, regularity, hypothesis testing under fixed and local alternatives, parametric efficiency theory. Prerequisite: STAT 513. ; recommended: mathematical analysis from a course at the level of either MATH 426 or STAT 559. Offered: jointly with STAT 581; A.