Prerequisite: STAT 652 or equivalent, and either STAT 876/IT 876 or STAT 971.
Course Description: Focuses on
theory of estimation. Includes method of moments, least
squares, maximum likelihood, and maximum entropy methods.
Details methods of minimum variance unbiased estimation.
Topics include sufficiency and completeness of statistics,
Fisher information, Cramer-Rao bounds, Bhattacharyya
bounds, asymptotic consistency and distributions, statistical
decision theory, minimax and Bayesian decision rules, and
applications to engineering and scientific problems. f