MATH 6420 - Mathematical Statistics II

Credits: 3

Theory of point estimation; sufficiency, completeness, unbiased estimation, Cramer-Rao inequality. Maximum likelihood estimation, Bayes and minimax procedures; Neyman-Pearson theory of testing hypotheses; power function, most powerful and uniformly most powerful tests. Theory of confidence estimation and interrelationship with tests of hypotheses; shortest length confidence intervals; likelihood ratio tests; nonparametric procedures. Prerequisite: MATH 6410.

Repeatable:
No