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|STAT 62800 - Advanced Statistical Inference|
Credit Hours: 3.00. This course will cover basic measure theory and probability, statistics and subfields, conditional expectations and probability distributions, asymptotic theory of estimation and likelihood based inference, optimal statistical tests, confidence sets and U-statistics. Other topics that might be covered include invariance, Edgeworth expansions, and saddle point method. Prerequisites: STAT 51900, STAT 52800, STAT 61900 concurrently. Typically offered Fall.
3.000 Credit hours
Levels: Graduate, Professional, Undergraduate
Schedule Types: Lecture
Offered By: Regional Campus Only
Department: IUPUI Courses-IUPUI
May be offered at any of the following campuses:
Learning Outcomes: 1. The students are expected to be familiar with commonly used distributions. 2. Understand and be able to apply the asymptotic theorems to study the asymptotic properties of estimators. 3. Be able to compute MLE's in numerical methods. 4. Understand the concepts of efficient estimators, be able to construct efficient estimates, and know how to estimate densities. 5. Understand and be able to apply optimal tests, understand the concept of robust statistics, understand U-Statistics and able to apply them to derive asymptotic distributions of U-statistics.
Must be enrolled in one of the following Levels:
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