Schedule and Textbooks Information

Fall 2020 Schedule and Textbook Information for STAT 517

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STAT 517 - Textbook(s) for Fall 2020

CRN	Title	Author	ISBN	Version	Req/Opt
26450	Introduction to Mathematical Statistics	Robert V. Hogg; Joseph W. McKean; Allen T. Craig	9780134686998	8th	Y
48656	Introduction to Mathematical Statistics	Robert V. Hogg; Joseph W. McKean; Allen T. Craig	9780134686998	8th	Y

STAT 517 - Schedule information for Fall 2020

CRN	Section	Instructor	Day	Time	Room
48656	001	Xiao Wang	TR	12:00-1:15pm	MSEE B012

STAT 517 - Course Outline

1. Distribution Theory
   1. Distribution functions and moment-generating functions
   2. Distributions associated with normal samples: c², t, F
   3. Fundamental distribution theorem for normal samples
   
   
   
2. Properties of Point Estimators
   1. Unbiasedness
   2. Mean squared error
   3. Consistency
   
   
   
3. Methods of Constructing Point Estimators
   1. Method of moments
   2. Maximum likelihood
   3. Minimum variance unbiased
   4. Bayes
   
   
   
4. Confidence Intervals
   
   
5. Sufficient Statistics
   1. Factorization Theorem
   2. Regular exponential families
   
   
   
6. Tests of Hypotheses
   1. Fundamentals: hypotheses, critical region, Type I and Type II errors, size and power
   2. Most powerful and uniformly most powerful tests
   3. Likelihood ratio tests