STAT 513

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 512. Offered: W.

Current Time Schedule

Winter, 2023

SLN/Section Time Location Instructor
20791 A
Open

T Th 8:30AM - 9:50AM

W 12:30PM - 1:20PM

W 12:30PM - 1:20PM

THO 125

DEM 104

DEM 104

Zaid Harchaoui

Medha Agarwal

Ronak Mehta

 

 

20792 B
Open

T Th 8:30AM - 9:50AM

W 12:30PM - 1:20PM

W 12:30PM - 1:20PM

THO 125

DEM 104

DEM 104

Zaid Harchaoui

Medha Agarwal

Ronak Mehta

OFFERED JOINTLY WITH STAT 513A/ GRADS ONLY, STAT MAJORS ONLY. QUIZZES W 12:30-1:20PM.