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College of Arts & Sciences
Department of Statistics

STAT 822

822 - Advanced Statistical Inference. (3) (Prereq: STAT 713 or consent of instructor) The advanced theory of statistical inference, including the general decision problem; Neyman-Pearson theory of testing hypotheses; the monotone likelihood ratio property; unbiasedness, efficiency, and other small sample properties of estimators; asymptotic properties of estimators, especially maximum likelihood estimators; and general sequential procedures.

Usually Offered: Fall Semesters, Odd years

Current Textbook: The Bayesian Choice by Christian P. Robert, Springer-Verlag, 2001.

Topics Covered Chapters Time        
Introduction 1 1.5 weeks
Decision-Theoretic Foundations 2 2 weeks
Priors 3 1.5 weeks
Bayesian Estimation 4 1 week
Tests and Confidence Regions 5 3 weeks
Admissibility and Complete Classes 8, 10.4, 10.5 3 weeks
Invariance 9 2 weeks

The above textbook and course outline should correspond to the most recent offering of the course by the Statistics Department. Please check the current course homepage or with the instructor for the course regulations, expectations, and operating procedures.

Contact Faculty: Edsel Pena