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MATH 557 — Mathematical Statistics 2

Sufficiency, minimal and complete sufficiency, ancillarity. Fisher and Kullback-Leibler information. Elements of decision theory. Theory of estimation and hypothesis testing from the Bayesian and frequentist perspective. Elements of asymptotic statistics including large-sample behaviour of maximum likelihood estimators, likelihood-ratio tests, and chi-squared goodness-of-fit tests.

  • Rating: 3.00 out of 5 from 38 student reviews
  • Difficulty: 3.00 out of 5
  • Credits: 4
  • Faculty: Faculty of Science
  • Department: Mathematics and Statistics
  • Prerequisite: MATH 556 and either MATH 324, MATH 357 or equivalent