MATHEMATICAL STATISTICS II
Estimation theory, efficiency, Neyman-Pearson theory of hypothesis testing, confidence regions, decision theory, likelihood ratio theory, current research topics in mathematical statistics.
Prerequisites & course information
Requisites: STAT/MATH 709 Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Spring 2026 Learning Outcomes: 1. Define and distinguish different notions of optimality in point estimation, hypothesis testing, and confidence sets. Audience: Graduate 2. Apply standard techniques to derive optimal estimators, hypothesis tests, and confidence sets. Audience: Graduate 3. Study statistical inference procedures for parametric and non-parametric models. Audience: Graduate 4. Investigate asymptotic analysis of point estimators, hypothesis tests, and confidence sets. Audience: Graduate 5. Understand and critique current research in mathematical statistics. Audience: Graduate Learning Outcomes: 1. Define and distinguish different notions of optimality in point estimation, hypothesis testing, and confidence sets. Audience: Graduate 2. Apply standard techniques to derive optimal estimators, hypothesis tests, and confidence sets. Audience: Graduate 3. Study statistical inference procedures for parametric and non-parametric models. Audience: Graduate 4. Investigate asymptotic analysis of point estimators, hypothesis tests, and confidence sets. Audience: Graduate 5. Understand and critique current research in mathematical statistics. Audience: Graduate
Sources
- Course catalogue ↗2026-2027
- Catalogue entry ↗
Catalogue variants
- MATHEMATICAL STATISTICS II · 4 credits.