18.466 Mathematical Statistics, Spring 2003

18.466 Mathematical Statistics, Spring 2003

This graduate level mathematics course covers decision theory, estimation, confidence intervals, and hypothesis testing. The course also introduces students to large sample theory. Other topics covered include asymptotic efficiency of estimates, exponential families, and sequential analysis...

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Bibliographic Details
Main Author: Dudley, Richard
Language:en-US
Published: 2003
Subjects:
decision theory
testing simple hypothesis
Neyman-Pearson Lemma
Bayes decision theory
sufficiency
estimation
convexity
Lehmann-Scheff'e property
Exponential families
Stein?s phenomenon
James-Stein estimators
M-estimation
Solari?s example
Wilks?s theorem
stochastic processes
probability theory
confidence intervals
large sample theory
sequential analysis
asymptotic efficiency
Online Access:http://hdl.handle.net/1721.1/103814
Description
Summary:This graduate level mathematics course covers decision theory, estimation, confidence intervals, and hypothesis testing. The course also introduces students to large sample theory. Other topics covered include asymptotic efficiency of estimates, exponential families, and sequential analysis.

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