An introductory graduate level course. Probability spaces; derivation and transformation of probability distributions; generating functions and characteristic functions; law of large numbers, central limit theorem; exponential family; sufficiency, uniformly minimum variance unbiased estimators, Rao-Blackwell theorem, information inequality; maximum likelihood estimation; estimating equation; Bayesian estimation; minimax estimation; basics of decision theory. Prerequisite: Math 493 or the equivalent. Some knowledge of basic ideas from analysis (e.g. Math 4111) will be helpful: consult with instructor.
Section 01Theory of Statistics I
INSTRUCTOR: LahiriView Course Listing