Estimation Theory

CAS MA 781

Graduate Prerequisites: (CASMA581 & CASMA582) or consent of instructor. - 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 2024 Schedule

Section Instructor Location Schedule Notes
A1 Lok CGS 113 TR 11:00 am-12:15 pm

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