Statistics (STAT)
School of Mathematics and Statistics
Faculty of Science
STAT 4500 [0.5 credit]
Parametric Estimation (Honours)
Preliminaries on probability theory; exact and asymptotic sampling distributions; unbiasedness, consistency, efficiency, sufficiency and completeness; properties of maximum likelihood estimators; least squares estimation of location and scale parameters based on order statistics and sample quantiles; Best Asymptotically Normal (BAN) estimators. Also offered at the graduate level, with additional or different requirements, as
STAT 5600, for which additional credit is precluded.
Prerequisite:
STAT 3550 or
STAT 3559 or permission of the School.
Lectures three hours a week.