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    Columbia Campus
   
 
  Jun 15, 2025
 
2014-2015 Graduate Studies Bulletin 
  
2014-2015 Graduate Studies Bulletin [Archived Catalog]

STAT 822 - Advanced Statistical Inference|

Credits: 3

The advanced theory of statistical inference, including the general decision problem; Neyman-Pearson theory of testing hypotheses; the monotone likelihood ratio property; unbiasedness, efficiency, and other small sample properties of estimators; asymptotic properties of estimators, especially maximum likelihood estimators; and general sequential procedures.

Prerequisites: STAT 713 or consent of instructor