University of Calgary

STAT 721 - Theory Of Estimation - Winter 2018

Likelihood function and likelihood principle, sufficiency, completeness of exponential families, Cramer-Rao lower bound, Lehmann-Scheffe Theorem, Rao-Blackwell Theorem, estimation methods, basic asymptotic theory, consistent asymptotic normal estimators (CAN), asymptotic properties of the maximum likelihood estimators, Bayesian estimation.
This course may not be repeated for credit.

Hours

  • H(3-0)

Prerequisite(s)

  • Statistics 323 or Mathematics 323; and Mathematics 353 or 367 or 381.
Syllabus

Sections

This course will be offered next in Fall 2018.
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