MATH 945 (01) - Advanced Theory of Statistics I

Advanced Theory Statistics I

Durham   Engineering&Physical Sciences :: Mathematics&Statistics
Credits: 3.0
Term: Fall 2021 - Full Term (08/30/2021 - 12/13/2021)
Grade Mode: Letter Grading
Class Size:   30  
CRN: 16141
Introduction to the theory and practice of statistical modeling and inference. Basic multivariate analysis: covariance and expectation, multivariate-normal and non-central chi-squared distributions, linear and quadratic forms. Basic inequalities for probabilities and expectations: Markov, Chebyshev, Jensen, and Cauchy-Schwartz. Basic decision theory, sufficiency, minimal sufficiency, ancillarity and completeness, Point estimation: method of moments, maximum likelihood, Bayesian procedures, likelihood procedures and information inequalities. Measures of performance, notions of optimality, and construction of optimal procedures in simple situations. Convergence in distribution and in probability.
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Prerequisite(s): MATH 856 with minimum grade of B-
Instructors: Linyuan Li

Times & Locations

Start Date End Date Days Time Location
8/30/2021 12/13/2021 MW 12:40pm - 2:00pm KING N121