STATS 4I03 - Inference

3 unit(s)

Maximum Likelihood Estimation, Cramer-Rao bound, Likelihood Ratio tests, Multi-parameter likelihood methods, Sufficient Statistics, Completeness and MVUE, Exponential Family, Functions of parameters, Uniformly Most Powerful Tests, Generalized likelihood ratio tests, Quadratic forms, Analysis of variance, Introduction to Bayesian Inference.
Three lectures; one term
Prerequisite(s): STATS 3D03