Statistical Inference

Catalog description

Classical, likelihood, and Bayesian approaches to statistical inference. Foundations of point and interval estimation, and properties of estimators (bias, consistency, efficiency, sufficiency, robustness). Testing: Type I and II errors, power, likelihood ratios; Bayes factors, posterior probabilities of hypotheses. The predictivist perspective. Applications include estimation and testing in normal models; model choice and criticism. Prerequisite: STA 702, STA 711 and 721; recommended co-requisite: STA 831 or consent of instructor.