MATH 311: Mathematical Statistics II

(1 Unit)
Prerequisites: MATH 309
A continuation of Math 309, Mathematical Statistics I. We cover sampling distributions related to The Central Limit Theorem and to the Normal Distribution. Properties of parameter estimators are studied. In particular, relative efficiency, consistency, and sufficiency. We also investigate maximum likelihood estimation, the Rao-Blackwell Theorem, and Cramer-Rao lower bounds. In hypothesis testing we study common large-sample tests along with relationship to confidence interval estimation, the power of a test, the Neyman-Pearson lemma, and likelihood ratio tests. Applications of statistical analysis include multiple linear regression analysis and time series analysis. Staff