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STAT 564 - Probability and Mathematical Statistics II

3 credit hours

Maximum likelihood and method of moments estimation; large sample theory including convergence in probability, distribution and the Central Limit Theorem; properties of point estimators including efficiency; the exponential family of distributions, sufficiency, and the Cramer-Rao bound; confidence intervals based on exact, asymptotic, and bootstrap calculation; hypothesis testing using the likelihood ratio statistic; large sample properties of MLEs and likelihood ratio statistics; Bayesian inference; estimation and testing in generalized linear models (GLM).

  • 563 or equivalent.
  • 563 or consent of instructor required.