UMKC Department of Mathematics and Statistics

STAT 5578 - Advanced Mathematical Statistics
(3 Credit Hours)

Prerequisites:
  • Stat 5537 (Mathematical Statistics I), and
  • Stat 5547 (Mathematical Statistics II), or
  • Consent of the Instructor.
Offered: Fall.

Text: Current Mathematics Textbooks


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Beyond the Catalog: Notes or Advice

Course Description:
In this course, core statistical concepts are developed in rigorous detail to prepare students in the mathematical, conceptual and computational tools that they can use for information extraction in their future respective research. The rationale behind is to give students a set of unifying philosophies, concepts, statistical methods and computational tools as an important infrastructure useful for the efficient organization and communication of advances in data analysis in any scientific field.

The topics that will be covered include: optimal estimators derived according to criteria such as unbiasedness, equivariance and minimaxity and with principal applications to exponential and location-scale families; large sample estimation criteria, e.g. asymptotic efficiency particularly in maximum likelihood estimates, other methods of estimation, empirical distributions, Edgeworth expansions, saddle point approximations; elements of decision theory, hypothesis testing with different types of tests, and confidence intervals.

Textbook:
Lehmann, E.L. and Casella, G. (1998). Theory of Point Estimation (2nd ed.). New York: Springer.

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UMKC Degrees and Courses Requiring this course

Degrees requiring this course
  • None.
This course is prerequisite to the following courses:
  • None.

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Who Teaches this course?

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