Mathematical Statistics

Catalog description

Neyman-Pearson theory (hypothesis testing), type I and II errors, power functions, generalized likelihood ratio tests. Two-sample confidence intervals and hypothesis tests. Sampling distributions, including the t, chi-square and F, all rigorously defined. Sufficient statistics, Fisher information, minimum variance estimators. Introduction to regression and Bayesian estimators. Some listed topics are tested on Actuarial Exam C. Prerequisite(s): A MAT 467. Offered spring semester only.