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MATH 557. Mathematical Statistics 2.

Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
This course is not offered this catalogue year.

Description

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.
  • Winter
  • Prerequisite: MATH 556 and either MATH 324, MATH 357 or equivalent

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