Advanced Inference II. (3-0) 3 Credit Hours

Catalog description

Prerequisite: STA 7503 . Elements of asymptotics, different forms of stochastic convergence, laws of large numbers, central limit theorems, univariate and multivariate delta methods, asymptotic properties of maximum likelihood estimators, limit distribution of estimators, asymptotic relative efficiency, asymptotic confidence regions, tests of hypotheses, Neyman-Pearson theory, uniformly most powerful tests, unbiased tests, applications to exponential families, monotone likelihood ratio families, likelihood ratio tests, Wald tests, Rao/Score tests, asymptotic properties of tests, and duality between confidence regions and tests of hypotheses. This course has Differential Tuition.