Mathematical Statistics II

Department: 
MATH
Course Number: 
4262
Hours - Lecture: 
3
Hours - Lab: 
0
Hours - Recitation: 
0
Hours - Total Credit: 
3
Typical Scheduling: 
Every spring semester

Hypothesis testing, likelihood ratio tests, nonparametric tests, bivariate and multivariate normal distributions

Prerequisites: 

MATH 4261

Course Text: 

At the level of Introduction to Mathematical Statistics, 7th edition by Hogg, Craig, and McKean

Topic Outline: 
  • Sufficient statistics
  • Completeness and uniqueness
  • Rao-Blackwell theorem and Lehmann-Scheffe theorem and the Cramer-Rao inequality
  • Likelihood ratio tests and Wald's probability ratio test
  • Multi-hypothesis testing and classification theory
  • Non parametric tests including the sign test and Wilcoxon-Mann-Whitney test
  • Bivariate and multivariate normal distributions, distributions of quadratic forms