Academics

STAT 512 Statistical Inference
Review of random variables; transformations, conditional expectation, moment generating functions, convergence, limit theorems, estimation; Cramer-Rao lower bound, maximum likelihood estimation, sufficiency, ancillarity, completeness. Rao-Blackwell theorem. Hypothesis testing: Neyman-Pearson lemma, monotone likelihood ratio, likelihood-ratio tests, large-sample theory. Contingency tables, confidence intervals, invariance. Introduction to decision theory. Prerequisites: STAT 395 and STAT 421, STAT 423, STAT 504, or BIOST 512 (concurrent registration permitted for these three) Offered: Autumn