STAT 545 - Advanced Theory of Statistics I

Institution:

Case Western Reserve University

Subject:

Description:

A systematic development of advanced statistical theory. Background concepts. Limits, order comparisons, convergence. Sample moments, quantiles and other statistics. Transformations. Characterization of distribution functions and characteristic functions. Normal and other approximations to distributions. Quadratic forms and other functions of asymptotically normal statistics. Asymptotic properties of statistics including asymptotic efficiency, consistency. Admissibility, sufficiency and ancillarity. Nuisance parameters, parameter orthogonality. Distribution theory in nuisance parameters. Recommended preparation: STAT 446.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.case.edu

Phone Number:

(216) 368-2000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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