STAT 5880: Statistical Theory for Research Workers
Credits: 4. Contact Hours: Lecture 4.
Provides an introduction to the theoretical basis of fundamental statistical methods for graduate students in the applied sciences. Probability and probability distributions, moments and moment generating functions, conditional expectation, and transformation of random variables. Estimation based on loss functions, maximum likelihood, and properties of estimators. Sampling distributions, exact and asymptotic results, and the development of intervals. Principles of Bayesian analysis, inference from posterior distributions, and optimal prediction. Uses simulation to verify and extend theoretical results. Equivalent to STAT 4470 in previous catalogs. Graduation Restriction: May not be used for graduate credit in the Statistics MS and PhD degree programs. Credit in STAT 4470 or STAT 5880, but not both, may be applied toward graduation. (Typically Offered: Fall, Spring, Summer)