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.
Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.

