Description
Preliminaries on probability theory; exact and asymptotic sampling distributions; unbiasedness, consistency, efficiency, sufficiency and completeness; properties of maximum likelihood estimators; least squares estimation of location and scale parameters based on order statistics and sample quantiles; Best Asymptotically Normal (BAN) estimators.
Prerequisites
- Prerequisite(s): STAT 3559 or permission of the School.
Conditions and arrangements
- Prerequisite(s): STAT 3559 or permission of the School.
- Also offered at the graduate level, with different requirements, as STAT 5600 , for which additional credit is precluded.
- Lectures three hours a week.
Reference text in its original language
Preliminaries on probability theory; exact and asymptotic sampling distributions; unbiasedness, consistency, efficiency, sufficiency and completeness; properties of maximum likelihood estimators; least squares estimation of location and scale parameters based on order statistics and sample quantiles; Best Asymptotically Normal (BAN) estimators.
- Prerequisite(s): STAT 3559 or permission of the School.
- Also offered at the graduate level, with different requirements, as STAT 5600 , for which additional credit is precluded.
- Lectures three hours a week.
Sources and references
Dates and sources are retained to help you verify the information. Translations are provided to facilitate reading; the official source governs conditions and requirements.
Source reference : https://calendar.carleton.ca/undergrad/courses/STAT/