Procedures and properties of estimators - Fisher information, Cramer-Rao bound, consistency, sufficiency and Rao-Blackwell theorem. Hypothesis testing: Neyman-Pearson Lemma, likelihood ratio tests, power function and confidence sets. Bayesian inference and nexus with likelihood;. Monte Carlo, boot-strap and resampling methods; Review of matrix algebra- random vectors, mean vectors and covariance matrices <br/>;Multivariate normal and its associated Distributions. -- Course Website
Prerequisites: 302315 (v.2)<br/> Mathematical Statistics 202<br/> <br/> or any previous version
