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STAT 450: Statistical Theory
Course outline:
- Distribution Theory.
- Basic concepts of probability.
- Distributions
- Expectation and moments
- Moment generating functions.
- Distribution of transformations
- Point estimation
- Maximum likelihood estimation.
- Method of moments.
- Optimality Theory.
- Bias, mean squared error.
- Sufficiency.
- Uniform Minimum Variance (UMV) Unbiased Estimators.
- Hypothesis Testing
- Neyman Pearson optimality theory.
- Most Powerful, Uniformly Most Powerful, Unbiased tests.
- Confidence sets
- Pivots
- Associated Hypothesis Tests
- Inversion of hypothesis tests to get confidence sets.
- Decision Theory.
Richard Lockhart
2002-09-03