Statistical Inference I
BST 231
Subject & Catalog Number
Course Information
Description
A fundamental course in statistical inference. Discusses general principles of data reduction: exponential families, sufficiency, ancillarity and completeness. Describes general methods of point and interval parameter estimation and the small and large sample properties of estimators: method of moments, maximum likelihood, unbiased estimation, Rao-Blackwell and Lehmann-Scheffe theorems, information inequality, asymptotic relative efficiency of estimators. Describes general methods of hypothesis testing and optimality properties of tests: Neyman-Pearson theory, likelihood ratio tests, score and Wald tests, uniformly and locally most powerful tests, asymptotic relative efficiency of tests.
Course Note: Lab or section times to be announced at first meeting; cross-listed: Harvard Chan Students must register for the Harvard Chan course.
Course Prerequisite(s): BST230
Available for Harvard Cross Registration