Review of probability and distributions. Multivariate distributions. Distributions of functions of random variables. Limiting distributions. Inference. Sufficient statistics for the exponential family. Maximum likelihood. Bayes estimation, Fisher information, limiting distributions of MLEs. Likelihood ratio tests. Prerequisite: STAT 285, MATH 251, and one of MATH 232 or MATH 240, all with a minimum grade of C-. Quantitative.
Review of probability and distributions. Multivariate distributions. Distributions of functions of random variables. Limiting distributions. Inference. Sufficient statistics for the exponential family. Maximum likelihood. Bayes estimation, Fisher information, limiting distributions of MLEs. Likelihood ratio tests. Prerequisite: STAT 285, MATH 251, and one of MATH 232 or MATH 240, all with a minimum grade of C-. Quantitative.
