STSCI 6730 - Mathematical Statistics I

(crosslisted) MATH 6730

Fall. 4 credits.

Prerequisite: Undergraduate real analysis and probability (MATH 3110, MATH 4710)

F. Bunea.

This course will focus on the finite sample theory of statistical inference, emphasizing estimation, hypothesis testing, and confidence intervals. Specific topics include: uniformly minimum variance unbiased estimators, minimum risk equivariant estimators, Bayes estimators, minimax estimators, the Neyman-Pearson theory of hypothesis testing, and the construction of optimal invariant tests.