Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Recommended Background:
STT 871 and (STT 882 or concurrently)
Description:
Theory of Neyman Pearson tests and extensions. Convex loss estimation, best unbiased estimates, sufficient statistics, information lower bounds. Extensive application to linear models. LAN families and applications to estimation and tests.
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Restrictions:
Open to doctoral students in the Statistics major or approval of department.
Description:
Statistical distributions, decision-theoretic formulation of estimation and testing of hypotheses, sufficiency, Rao-Blackwellization, admissibility, Bayes and minimax estimation, maximum likelihood estimation, inference based on order statistics, Neyman-Pearson Lemma and applications, multiple testing.