George Mason University
George Mason University Mason
George Mason University

STAT 972: Mathematical Statistics I

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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.

Course Information from University Catalog

Not Repeatable


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.

When Offered: Fall

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

Hours of Lecture or Seminar per week: 3

Equivalent to CSI 972.

Credits: 3

Prerequisites:

STAT 652/CSI 672 or equivalent.

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Expertise