Mathematical Statistics.

Catalog description

This course develops the mathematical foundations of statistics. Topics covered include sampling distributions; estimation methods, including matching moments, percentile matching, and maximum likelihood estimation; properties of estimators, including bias, variance, mean square error, consistency, efficiency, and UMVUE; statistical inference methods, including the construction of confidence intervals for unknown parameters; and hypothesis testing, including the Neyman-Pearson lemma, significance and power, the likelihood ratio test, and information criteria. SP2, 8-wk, Asynchronous.