|89-434 Statistical Inference W(3-0)|
This course on methods of statistical inference reviews and extends the theory of estimation introducted in 89-311: interval estimation tests for simple and composite hypotheses, likelihood ratio tests. Recent likelihood concepts as well as classical large sample theory, asymptotics and approximations and their applications are covered. this material is directly relevant to current research and applications in areas as diverse as survival analysis, nonparametric regression and environmetrics. Specialized topis such as EM algorithm, martingales, etc. may be introduced as needed for current departmental research.
|Prerequisites: 89-311, 89-324.|
|1998-99 Undergraduate Calendar|