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.