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Qualifiers: Statistics

Statistics: 

Sufficient statistics, uniformly minimum variance unbiased estimates, maximum likelihood, method of moments, Bayes, minimax and least-square estimates, interval estimation, testing simple and composite hypotheses, Neyman-Pearson lemma, sequential tests, Wald's sequential probability ratio test.

Suggested Courses: 

  • MATH 60061 / 70061: Mathematical Statistics I
  • MATH 60062 / 70062: Mathematical Statistics II

Suggested References: 

  • F. J. Bickel and K. A. Doksum, Mathematical Statistics: Basic Ideas and Selected Topics, Holden Day. 
  • E. L. Lehmann, Theory of Point Estimation, Wiley Interscience. 
  • E. L. Lehmann, Testing Statistical Hypotheses, Wiley Interscience.