Methods of Statistical Inference - STA 664

Functions of random variables, t-distribution, chi-square distribution, F-distribution. Stochastic convergence: convergence in probability; Convergence in distribution. Central limit theorem, properties of estimators,finding estimators, Rao-Blackwell theorem Cramer-Rao inequality, confidence interval estimation, one and two populations, hypothesis testing theory, Neyman-Pearson lemma, Bayesian methods, prior and posterior distributions, applications. This course covers the material needed for CT3 (Probability and Mathematical Statistics).