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George Mason University

2016-2017 University Catalog

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2016-2017 University Catalog

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STAT 972 - Mathematical Statistics I

Credits: 3
Not Repeatable for Credit
Offered by Statistics

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.

Equivalent to CSI 972.

Prerequisite(s): B- or higher in STAT 652/CSI 672 or equivalent.
Prerequisite(s) enforced by registration system.

Corequisite(s): STAT 876/CSI 876 or STAT 971/CSI 971.

Schedule Type: LEC
Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
When Offered: Fall

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STAT 972 - Mathematical Statistics I