STATISTICS

Statistics: Sufficient statistics, uniformly minimum variance unbiased estimates, maximum likelihood, method of moments, Bayes, minimax and least-square estimates, interval estimation, testing simple and composite hypotheses, Neyman-Pearson lemma, sequential tests, Wald's sequential probability ratio test. 
Suggested Courses: MATH 60061/70061-2. 
Suggested References
· F. J. Bickel and K. A. Doksum, Mathematical Statistics: Basic Ideas and Selected Topics, Holden Day. 
· E. L. Lehmann, Theory of Point Estimation, Wiley Interscience. 
· E. L. Lehmann, Testing Statistical Hypotheses, Wiley Interscience.

 
 

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This page was last modified on November 14, 2006