MATH 547 Methods of Statistical Inference

Units: 3
Terms Offered: Fa

Statistical decision theory: game theory, loss and risk functions; Bayes, minimax, admissible rules; sufficiency, invariance, tests of hypotheses, optimality properties. Inference for stochastic processes.
Prerequisite: MATH 407 or MATH 408.
Instruction Mode: Lecture
Grading Option: Letter