MATH 742 Mathematical Statistics

Credits: 3

This course focuses on the theory of estimation to include method of moments, least squares maximum likelihood and maximum entropy methods.Completeness of statistics, Cramer-Rao bounds, asymptotic consistency, Bayesian decision rules and statistical decision theory.Theory of hypothesis testing will also be including the Neyman Pearson Lemma and uniformly most powerful tests.Applications to engineering and scientific problems as related to data science.

Prerequisites: Permission of instructor

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