4 credits. Prerequisites: Math 671 (measure theoretic probability) and OR&IE 670,
or permission of instructor.

Instructor: Michael Nussbaum
Malott Hall 401, 255 3403, nussbaum@math.cornell.edu

Course homepage: http://www.math.cornell.edu/~nussbaum/Math674

Lecture: Tue, Thr 2:55-4:10pm, Malott Hall  230

Office hours:  Friday 2:00-3:00pm, Malott Hall 401 (and another time t.b.a.)
 

Textbook: Shao, Jun,  Mathematical Statistics, Springer Verlag, 1998

Other reference books:
van der Vaart, A., Asymptotic Statistics, Cambridge University Press 1998
Lehman, E. L., Elements of Large-Sample Theory, Springer Verlag, 1998;
 

Abstract:
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.
 

Tentative Schedule (summary of previous course, Spring 01)