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).