IT 972 - Mathematical Statistics I

Institution:

George Mason University

Subject:

Description:

Credits: 3 Cross-Listed with STAT 972/CSI 972 Focuses on theory of estimation. Includes method of moments, least squares, maximum likelihood, and maximum entropy methods. Details methods of minimum variance unbiased estimation. Topics include sufficiency and completeness of statistics, Fisher information, Cramer-Rao bounds, Bhattacharyya bounds, asymptotic consistency and distributions, statistical decision theory, minimax and Bayesian decision rules, and applications to engineering and scientific problems. Prerequisites STAT 652/CSI 672 or equivalent, and either IT 876/STAT 876/CSI 876 or IT 971/STAT 971. Hours of Lecture or Seminar per week 3 When Offered AF

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.gmu.edu

Phone Number:

(703) 993-1000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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