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Course Details

Fall 2006-2007
ORF 524 / ELE 524   Graded A-F, P/D/F, Audit

Statistical Theory and Methods

Marc Hallin

This is a graduate level introduction to statistical theory and methods. It introduces some of the most important and commonly-used principles of statistical inference. It covers the statistical theory and methods for point estimation, confidence intervals, and hypothesis testing, and the applications of the fundamental theory to linear models and categorical data.

Sample reading list:
Bickel, Peter J. and Doksum, Kjell A. (2001), Mathematical statistics: basic ideas and selected topics
Casella, George and Berger, Roger L. (2002), Statistical inference, 2nd ed., Pacific Grove, CA: Duxbury/
Lehmann, Erich L. and George Casella (1998), Theory of Point Estimation, 2nd ed., New York, Springer
Lehmann, Erich L., (1997), Testing statistical hypotheses, 2nd ed., New York, Springer

Other information:
Homework 25%, Midterm Exam 25% and Final Exam 50%

Schedule/Classroom assignment:

Class numberSectionTimeDaysRoomEnrollmentStatus
21968 L01 03:00:00 pm - 04:20:00 pm T Th   Engineering Quad J-Wing   J201   Enrolled:25 Limit:40