Mathematical Statistics

Catalog description

Distributions related to the normal. Estimation: consistency, unbiasedness, mean square error, sufficiency, method of moments, maximum likelihood estimates, confidence limits and intervals. Bayesian intervals. Tests of hypotheses: tests of simple hypotheses, Neyman-Pearson lemma, Bayes procedures, composite hypotheses, generalized likelihood ratio tests. Non-parametric procedures. Simple linear regression. (Offered every other spring.).