Math 674 — Spring 2001 Introduction to Mathematical Statistics

 

Instructor: Michael Nussbaum
Time: TR 2:55–4:10
Room: MT 206

Prerequisite: Mathematics 671 and OR&IE 670 or permission of instructor.

Topics include an introduction to the theory of point estimation, hypothesis testing and confidence intervals, consistency, efficiency, sufficiency and the method of maximum likelihood. Basic concepts of decision theory are discussed; asymptotic methods are introduced and developed in detail. The course is coordinated with OR&IE 670 to form the second part of a one-year course in mathematical statistics.