STAT 973 Mathematical Statistics II

Prerequisite: STAT 972


Course Description: Continuation of STAT 972/IT 972/CSI 972. Concentrates on theory of hypothesis testing. Topics include characterizing decision process, simple versus simple hypothesis tests, Neyman- Pearson Lemma, uniformly most powerful tests, unbiasedness and invariance of tests, and randomized and sequential tests. Applications of testing principles made to situations in normal distribution family and other families of distributions. s

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Syllabus Fall 07