Courses
Statistics 16:960:583 Methods of Statistical Inference
Schedule
The course is normally offered during the
Fall, Spring, and
Summer semesters.
- Class meeting dates: Please visit the University's academic calendar.
- Schedule and Instructor: Please visit the University's schedule of classes for the instructor, time, and room.
- Instructor and Teaching Assistant Office Hours: Please visit the Mathematical Finance program's office hour schedule.
Course Abstract
Theory of point and interval estimation and hypothesis testing. Topics include sufficiency, unbiasedness, and power functions. Emphasis is on application of the theory in the development of statistical procedures.
Pre-requisites
Please contact the instructor.
Primary Textbooks
Probability & Statistics, DeGroot, Prentice Hall, 3rd edition
Grading
Please contact the instructor.
Class Policies
Please contact the instructor.
Previous Course Instructor Websites
2008
Harold Sackrowitz
Weekly Lecturing Agenda and Readings
| Lecture | Topics |
|---|
| 1 |
Sufficient Statistics |
| 2 |
Maximum Likilihood Estimators |
| 3 |
Unbiased Estimation |
| 4 |
Fisher Information |
| 5 |
Bayes Estimation |
| 6 |
Hypothesis Testing |
| 7 |
Simple hypotheses |
| 8 |
Uniformly most powerful tests |
| 9 |
Two-sided alternatives |
| 10 |
Likelihood ratio tests |
| 11 |
Tests for Normal means, t-tests |
| 12 |
Bayes tests |
| 13 |
Confidence intervals |
| 14 |
Wrap-up |
Library Reserves
All textbooks referenced on this page should be on reserve in the Hill Center Mathematical Sciences Library (1st floor). Please contact the instructor if reserve copies are insufficient or unavailable.
