STT 872: Statistical Inference I
Graduate course, Michigan State University, 1900
Semester: 2020 Spring, 2021 Spring, 2022 Spring, 2024 spring, 2025 spring, 2026 spring.
Textbook: Theory of Point Estimation, 2nd edition, by E.L. Lehmann and Testing Statistical Hypotheses, 3rd edition, by E.L. Lehmann and J. P. Romano.
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STT 872 is the prelim course on Statistical Inference for PhD students in statistics. Topics covered include:
- Unbiasedness and Information Inequality.
- Equivariance in Location and Scale Families
- Bayesian Estimation and Risk Optimality.
- Minimaxity and Admissibility.
- Uniformly most powerful tests and Confidence intervals.
- Uniformly most powerful unbiased tests.