STAT 512

Statistical Inference
4.0 credits

Course Description

Review of random variables; transformations, conditional expectation, moment generating functions, convergence, limit theorems, estimation; Cramer-Rao lower bound, maximum likelihood estimation, sufficiency, ancillarity, completeness. Rao-Blackwell theorem. Hypothesis testing: Neyman-Pearson lemma, monotone likelihood ratio, likelihood-ratio tests, large-sample theory. Contingency tables, confidence intervals, invariance. Decision theory. Prerequisite: STAT 395 and STAT 421, STAT 423, STAT 504, or BIOST 512 (concurrent registration permitted for these three). Offered: A.

Current Time Schedule

Autumn, 2022

SLN/Section Time Location Instructor
21826 A
Open

M W F 10:30AM - 11:20AM

W 12:30PM - 1:20PM

W 12:30PM - 1:20PM

GWN 301

HSEB 145

HSEB 145

Yen-Chi Chen

Yikun Zhang

Zhen Miao

 

 

21827 B
Open

M W F 10:30AM - 11:20AM

W 12:30PM - 1:20PM

W 12:30PM - 1:20PM

GWN 301

HSEB 145

HSEB 145

Yen-Chi Chen

Yikun Zhang

Zhen Miao

OFFERED JOINTLY WITH STAT 512A/ GRADS ONLY, STAT MAJORS ONLY