STAT 564 - Probability/Mathematcl Stat II

Institution:

The University of Tennessee - Knoxville

Subject:

Statistics

Description:

Maximum likelihood and method of moments estimation; large sample theory including convergence in probability, distribution and the Central Limit Theorem; properties of point estimators including efficiency; the exponential family of distributions, sufficiency, and the Cramer-Rao bound; confidence intervals based on exact, asymptotic, and bootstrap calculation; hypothesis testing using the likelihood ratio statistic; large sample properties of MLEs and likelihood ratio statistics; Bayesian inference; estimation and testing in generalized linear models (GLM).Recommended Background: 563 or equivalent.Registration Permission: 563 or consent of instructor required.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.tennessee.edu

Phone Number:

(865) 974-1000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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