Mathematical Statistics

STAT 52800

3

STAT 51900


Spring


Sufficiency and completeness, the exponential family of distributions, theory of point estimation, Cramer-Rao inequality, Rao-Blackwell Theorem with applications, maximum likelihood estimation, asymptotic distributions of ML estimators, hypothesis testing, Neyman-Pearson Lemma, UMP tests, generalized likelihood ratio test, asymptotic distribution of the GLR test, and sequential probability ratio test.