2011-2012 University Catalog 
  
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2011-2012 University Catalog

CSI 972 - Mathematical Statistics I

Credits: 3 (NR)
Focuses on theory of estimation, exploring method of moments, least squares, maximum likelihood, and maximum entropy methods. Details methods of minimum variance unbiased estimation. Other 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.

Equivalent to STAT 972

Prerequisite(s): CSI 672/STAT 652 or equivalent and either CSI 876/ IT 876/STAT 876 or IT 971/STAT 971.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0