18.466 Mathematical Statistics, Spring 2003
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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.
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