18.466 Mathematical Statistics, Spring 2003

Author(s)
Dudley, Richard
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Alternative title
Mathematical Statistics
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Abstract
This graduate level mathematics course covers decision theory, estimation, confidence intervals, and hypothesis testing. The course also introduces students to large sample theory. Other topics covered include asymptotic efficiency of estimates, exponential families, and sequential analysis.
Date issued
2003-06
URI
http://hdl.handle.net/1721.1/103814
Other identifiers
18.466-Spring2003
local: 18.466
local: IMSCP-MD5-58e2f56cc79ddaaaefcbbf8ef8477250
Keywords
decision theory, testing simple hypothesis, Neyman-Pearson Lemma, Bayes decision theory, sufficiency, estimation, convexity, Lehmann-Scheff'e property, Exponential families, Stein?s phenomenon, James-Stein estimators, M-estimation, Solari?s example, Wilks?s theorem, stochastic processes, probability theory, confidence intervals, large sample theory, sequential analysis, asymptotic efficiency
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