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Statistical Inference I

by: Vance Bode Sr.

Statistical Inference I 22S 193

Vance Bode Sr.
GPA 3.72

Richard Dykstra

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Richard Dykstra
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This 2 page Study Guide was uploaded by Vance Bode Sr. on Friday October 23, 2015. The Study Guide belongs to 22S 193 at University of Iowa taught by Richard Dykstra in Fall. Since its upload, it has received 39 views. For similar materials see /class/228079/22s-193-university-of-iowa in Natural Sciences and Mathematics at University of Iowa.


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Date Created: 10/23/15
Reviewed September 26 2008 Study Guide for the PhD Comprehensive Exam Mathematical Statistics 22Sl93l94 253 The following teth are suggested as references with the rst siX serving as the primary sources CB S HC RF RP Casella and Berger Statistical Inference Ser ing Approximation Theorems ofMathematical Statistics Hogg and Craig Introduction to Mathematical Statistics Ross A First Course in Probability Ross Introduction to Probability Models Van der Vaart Asymptotic Statistics Wilks Mathematical Statistics DeGroot Probability and Statistics Rohatgi An Introduction to Probability and Mathematical Statistics Bickel and Doksum Mathematical Statistics Karr Probability Ash RealAnalysis andProbability Topics number in parentheses indicates chapter 1 2 Limit Theorems CB5 R6 BDappendices 14 15 RFS K A Sl V2 C C in 39 39 quot39 in quot quot Laws of large numbers Central limit theorems 38 Standard material on probability and distributions CB2 3 4 BDl HC3 4 D3 Rl 2 3 4 5 RF17 RP13 S13 9957 Distribution theory for random samples eXpectations moments etc Distribution theory for transformations of random variables and random vectors Conditional distributions and independence Approximations inequalities identities Statistical Models CB6 BD2 HC3 7 s D6 7 R8 a Suf ciency completeness b Exponential families c Bayesian models Methods ofEstimation CB6 7 BD3 HC6 7 s W10 R8 S4 V4 5 a Substitution principles including method of moments b Least squares methods c Maximum likelihood estimators d Bayes estimators e Invariant estimators Comparison ofEstimators CB6 7 BD4 HC6 7 s W12 D6 7 R8 S4 10 V8 a Criteria of estimation b Uniformly minimum variance unbiased estimates c The Information Inequality d Large sample theory e Mean square error Con dence Interval and Testing CB8 9 BD5 HC6 9 D8 9 W12 13 14 R9 10 11 S4 Precision con dence intervals and bounds Elements of hypothesis testing Unbiased and invariant tests Bayes and unionintersection tests Power Sample size determination rust057 Optimal Tests and Con dence Intervals CB8 9 BD6 HC6 9 W12 13 D7 8 R9 10 11 S4 V8 NeymanPearson lemma UMP UMPI and UMPU tests locally most powerful tests Likelihood ratio and related procedures Large sample approximations in testing 9957


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