STAT 421: Statistical Theory II

Course description

Theory focused framework for statistical inference: evaluation of point estimators (bias, variance, mean square error, relative efficiency, consistency), methods of point estimation (method of moments, maximum likelihood estimation), sufficiency (Fisher-Neyman Factorization Theorem), uniform minimum variance unbiased estimators, interval estimation (confidence intervals from normal samples and large samples), and theory underlying hypothesis testing. (Prereq: STAT 420 with a C- or better)

Units:4