Estimation Theory

GRS MA 781

Review of probability, populations, samples, sampling distributions, and delta theorems. Parametric point estimation. Rao-Cramer inequality, sufficient statistics, Rao-Blackwell theorem, maximum likelihood estimation, least squares estimation, and general linear model of full rank. Confidence intervals. Bayesian analysis and decision theory.

FALL 2014 Schedule

Section Instructor Location Schedule Notes
A1 Gangopadhyay MCS B31 TR 11:00 am-12:30 pm

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