Portland-State-University 2014-2015 Bulletin

Stat 663 Advanced Mathematical Statistics III

Theory of estimation; tests of statistical hypotheses. Single and multi-parameter cases. Robustness. Classical notions, including lower bound theory, sufficiency, and maximum likelihood estimation. The Neyman-Pearson construction, likelihood ratio tests, robust analogues.

Credits

3

Prerequisite

Recommended prerequisites: Mth 511, Stat 563.
  • Up one level
  • 600