18.466 Mathematical Statistics, Spring 2003
Name
18-466-spring-2003/contents/index.htm
Size
32.14 KB
Format
HTML
Checksum (MD5)
3e09e8cbc35c7cb6c117f83e66017aac
Author(s)
Dudley, Richard
Alternative Title
Mathematical Statistics
Date Issued
June 2003
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.
Subjects
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
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Terms of Use
Persistent DSpace Link
