Department of Statistics

Recent Instructors Zhang, Helen Ghosal, Subhashis	ST 522	Statistical Theory II
	Course Description General framework for statistical inference. Point estimators: biased and unbiased, minimum variance unbiased, least mean square error, maximum likelihood and least squares, asymptotic properties. Interval estimators and tests of hypotheses: confidence intervals, power functions, Neyman-Pearson lemma, likelihood ratio tests, unbiasedness, efficiency and sufficiency. Course Syllabus Basic Probability Random Variables Families of Distributions Inequalities and Identities Multiple Random Variables Normal Distributions Properties of a random sample Convergence concepts Course Prerequisites ST521 & (MA511 or MA245) Course Corequisites MA 425 or MA 511 or MA 405 Recent Textbooks Statistical Inference, 2nd ed, by Casella G. and Berger R. L., Duxbury Advanced Series, (ISBN 0534243126)