Examines point and confidence interval estimation. Principles of maximum likelihood, sufficiency, and completeness: tests of simple and composite hypotheses, linear models, and multiple regression analysis if time permits. Analyzes various distribution-free methods. Same as MATH 5520 and STAT 4520 and STAT 5520.
Ongoing course
Time: M-F 01:15 PM – 02:05 PM
Location: Zoom
Office hours: See details here
Grading
Homework: 40% – Weekly homework (you must turn them in)
Midterm: 30% – 7/1
Final : 30% – 8/6
Homework sets
All problems refer to our textbook.
Textbook
John E. Freund’s Mathematical Statistics with Applications
by Irwin Miller and Marylees Miller
Some books that may be useful in this course
Course notes
Equivariance for the MLE – STAT 4520/5520
Checking consistency of MLEs and Equivariance
Consistency of the MLE – STAT 4520/5520
Consistency of the MLE under certain conditions, Kullback-Leibler distance and identifiable models.
The Method of Maximum Likelihood – STAT 4520/5520
The Method of Maximum Likelihood, examples and exercises
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