STT 4880 - Mathematical Statistics (3)

When Offered: Spring
A continuation of STT 3250, dealing with statistical inference and sampling distributions, estimation and properties of estimators, confidence intervals, and hypothesis testing. Estimation will include matching moments, percentile matching, and maximum likelihood. Properties discussed will include bias, variance, mean squared error, consistency, efficiency, and uniform minimum variance unbiased estimators. Confidence intervals will estimate means, differences of means, variances, and proportions. Hypothesis testing will include the Neyman-Pearson lemma, significance and power, likelihood ratio tests, and information criteria. Other tests covered will include those for mean, variance, contingency tables, and goodness of fit.
Prerequisite: STT 3250.