Mathematical statistics

Master

In Maynard (USA)

Price on request

Description

  • Type

    Master

  • Location

    Maynard (USA)

  • Start date

    Different dates available

This course provides students with decision theory, estimation, confidence intervals, and hypothesis testing. It introduces large sample theory, asymptotic efficiency of estimates, exponential families, and sequential analysis.

Facilities

Location

Start date

Maynard (USA)
See map
02139

Start date

Different dates availableEnrolment now open

Questions & Answers

Add your question

Our advisors and other users will be able to reply to you

Who would you like to address this question to?

Fill in your details to get a reply

We will only publish your name and question

Reviews

Subjects

  • Confidence Training
  • Statistics
  • Testing

Course programme

Lectures: 2 sessions / week, 1.5 hours / session


There are no official prerequisites for this course, but permission of the instructor is required.


This course provides students with decision theory, estimation, confidence intervals, and hypothesis testing. It introduces large sample theory, asymptotic efficiency of estimates, exponential families, and sequential analysis.


Bickel, Peter J., and Kjell A. Doksum. Mathematical Statistics: Basic Ideas and Selected Topics, Volume 1. 2nd edition. Chapman and Hall / CRC, 2015. ISBN: 9781498723800. [Preview with Google Books]


Berger, J. Statistical Decision Theory and Bayesian Analysis (Springer Series in Statistics). 2nd edition. Springer, 1993. ISBN: 9783540960980.


Cox, D. R., and D. V. Hinkley. Theoretical Statistics. Chapman and Hall / CRC, 1974. ISBN: 9780412161605. [Preview with Google Books]


Ferguson, T. J. Mathematical Statistics: A Decision Theoretic Approach. Academic Press, 1967. ISBN: 9781483207803.


Lehmann, E. L. Testing Statistical Hypotheses. John Wiley & Sons Inc., 1986. ISBN: 9780471840831.


Lehmann, E. L., and J. P. Romano. Testing Statistical Hypotheses. 3rd edition. Springer, 2008. ISBN: 9780387988641.


Lehmann, E. L. Theory of Point Estimation. John Wiley & Sons Inc., 1983. ISBN: 9780471058496.


Lehmann, E. L., and G. Casella. Theory of Point Estimation. 2nd edition. Springer, 2003. ISBN: 9780387985022.


Savage, L. J. The Foundations of Statistics. Dover Publications, 1972. ISBN: 9780486623498. [Preview with Google Books]


There are two take home mid-term exams. There is no final exam.



Don't show me this again


This is one of over 2,200 courses on OCW. Find materials for this course in the pages linked along the left.


MIT OpenCourseWare is a free & open publication of material from thousands of MIT courses, covering the entire MIT curriculum.


No enrollment or registration. Freely browse and use OCW materials at your own pace. There's no signup, and no start or end dates.


Knowledge is your reward. Use OCW to guide your own life-long learning, or to teach others. We don't offer credit or certification for using OCW.


Made for sharing. Download files for later. Send to friends and colleagues. Modify, remix, and reuse (just remember to cite OCW as the source.)


Learn more at Get Started with MIT OpenCourseWare


Mathematical statistics

Price on request