Theory of Statistics II

Catalog description

Point estimation, properties of estimators, sufficiency and completeness, single parameter interval estimation, hypothesis testing, most powerful and UMP tests, likelihood ratio tests; the multivariate normal distribution, random vectors and covariance matrices; linear and quadratic forms. The general linear model and the Cochran-Fisher theorem. Hypothesis testing and confidence regions for a vector of parameters. Prerequisite(s): Undergraduate level STT 4610 Minimum Grade of D and Undergraduate level MTH 2530 Minimum Grade of D Course Level: Undergraduate Schedule Type(s): Lecture Grade Mode: Standard