Covers estimation theory, characteristic functions, asymptotic approximation, confidence intervals, hypothesis testing, the EM algorithm, random vectors and, time permitting, special topics such as M-estimators, decision theory and Bayesian estimation. Degree credit not granted for this course and STAT 5520 or MATH 5520 or STAT 4520 or MATH 4520. Recommended prerequisites: STAT 3100 or equivalent AND APPM 4440 or equivalent.
instructor(s)
Corcoran, Jem
Primary Instructor
- Fall 2019 / Fall 2020 / Fall 2021 / Fall 2022
