Theory of Statistics II

Course Type: 
STT
Code: 
4620
Level: 
Undergraduate
Credit Hours: 
4
Schedule Type: 
Lecture
Description: 

Point estimation, properties of estimators, sufficiency and completeness, single paramater interval estimation, hypothesis testing, most powerful and UMP tests, likelihood ratio tests; the multivariate normal distribution, random vectors and covariance matrices; linear and quadratic forms. The general linear model and the Cochran-Fisher theorem. Hypothesis testing and confidence regions for a vector of parameters.

Prerequisites: 

Undergraduate level STT 4610 Minimum Grade of D and Undergraduate level MTH 2530 Minimum Grade of D