BSDS 7204 - ADVANCED STATISTICAL THEORY

[3 Credits]

Three hours of lecture per week. A mathematical study of the classical theory of statistical inference. Moment generating functions and character functions, distributions of order statistics, exponential family of distributions, models of convergence, the Cramer-Rao inequality, efficiency, best unbiased estimation, completeness, minimal sufficiency, maximum likelihood estimators, monotone likelihood ratio, unbiased and invariant hypothesis test, generalized likelihood ratio tests, Bayes’ and minimax procedures. Prerequisite: BIOS 6206.