STA332

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Statistical Inference

Statistical Science A&S - Arts and Sciences

Subject

STA

Catalog Number

332

Title

Statistical Inference

Course Description

Definition of a random sample, statistical model, and likelihood. Definition and properties of estimators and sufficient, ancillary, and complete statistics. Point estimation: comparing estimators in a decision-theoretic framework (loss functions, risk, mean squared error) and optimality results (Uniform Minimum Variance Estimators, Fisher's information, Cramér-Rao bound). Hypothesis testing: comparing testing procedures and constructing optimal tests within the Neyman-Pearson framework. Tests based on the likelihood ratio. Confidence intervals: construction based on inverting tests. Asymptotic considerations: consistent and asymptotically efficient estimators. Likelihood-based asymptotic tests and confidence intervals.

Grading Basis

Graded

Consent (Permission Number)

No Special Consent Required

Min Units

1

Max Units

1

Lecture

Crosslisted Courses

General Education Curriculum Codes

QC - (QC) Quant & Comp Reasoning: A&S Curriculum, QS - (QS) Quantitative Studies