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Nov 17, 2024
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2024-2025 Graduate Catalog
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MATH 6470 - Sequential Statistical Inference Credits: 3
Sequential parametric estimation; stopping rules and stopping variables; lower-bound for variance of an estimate; Wald’s equation; Wald’s sequential probability ratio test and its properties. Fundamental Identity of Sequential Analysis; fixed-width confidence estimation; special sequential tests of composite hypotheses. Prerequisite: MATH 6420, or both MATH 6410 and MATH 5420.
Repeatable: No
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