Theory of Statistical Inference

STA 532

Core mathematical foundations of classical and Bayesian statistical inference. Theory of point and interval estimation and testing based on efficiency, consistency, sufficiency and robustness. Maximum likelihood, moments and non-parametric methods based on exact or large sample distribution theory; associated EM, asymptotic normality and bootstrap computational techniques. Theoretical aspects of objective Bayesian inference, prediction, and testing. Selected additional topics drawn from, for example, multiparameter testing, contingency tables, multiplicity studies. Instructor consent required. Recommended prerequisite: Statistical Science 521L, 523L, 601.
Curriculum Codes
  • QS
Typically Offered
Fall and/or Spring