Subject: STA 231A
Title: Mathematical Statistics I
Untis: 4.0
School: College of Letters and Science LS
Department: Statistics STA
Effective Term: 2008 Summer Session I
Learning Activities
- Lecture - 3.0 hours
- Discussion - 1.0 hours
Description
First part of three-quarter sequence on mathematical statistics. Emphasizes foundations. Topics include basic concepts in asymptotic theory, decision theory, and an overview of methods of point estimation.
Prerequisites
STA 131A; STA 131B; STA 131C; MAT 025; MAT 125A; Or equivalent of MAT 025 and MAT 125A.
Expanded Course Description
Summary of Course Content:
Basics of Probability Theory, Multivariate normal Basics of Decision Theory (decision space, decision rule, loss, risk) Exponential families; MLE; Sufficiency, Cramer-Rao Inequality Asymptotics with application to MLEs (and generalization to M-estimation)
Illustrative Reading:
Possible textbooks covering (parts) of the 231-sequence: J. Shao (2003), Mathematical Statistics, Springer; P. Bickel and K. Doksum (2001): Mathematical Statistics 2nd ed., Pearson Prentice Hall
Potential Course Overlap:
Some topics covered in STA 231A are covered, at a more elementary level, in the sequence STA 131A,B,C.