STAT 372 - Mathematical Statistics

3 units (fi 6)(EITHER, 3-0-0)

Laws of large numbers, weak convergence, some asymptotic results, delta method, maximum likelihood estimation, testing, UMP tests, LR tests, nonparametric methods (sign test, rank test), robustness, statistics and their sensitivity properties, prior and posterior distributions, Bayesian inference, conjugate priors, Bayes estimators. Prerequisites: STAT 266 or STAT 276.