INFT 973/CSI 973 Mathematical Statistics II
(3:3:0).
Prerequisite: INFT 972. Continuation
of INFT 972. Concentrates on the
theory of hypothesis testing. Topics include characterizing the decision
process, simple versus simple hypothesis tests, Neyman-Pearson Lemma,
uniformly most powerful tests, unbiasedness of tests, invariance of tests,
randomized tests, and sequential tests. Applications of the testing
principles will be made to situations in the normal distribution family and to
other families of distributions.
Taught by E. Wegman, M. Habib, J. Miller
Syllabus Available from E. Wegman