Portland-State-University 2019-2020 Bulletin

Stat 662 Advanced Mathematical Statistics II

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. Recommended prerequisites: Mth 511, Stat 563.

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3
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  • 600