Stat 460/560 : Statistical Theory I
Ronald Fisher (1890 - 1962), the "Father of Statistics"
General
- Instructor: Alexandre Bouchard
- Teaching assistant: Yongliang (Vincent) Zhai
- Time and place
- Don't hesistate to contact me if you have questions: bouchard AT stat.ubc.ca (all emails should have a subject starting with the exact string 'STAT560 ')
Description
A detailed theoretical development: statistical models, exponential families, sufficiency, completeness, and detailed properties of point estimation. Additional topics selected from Bayesian inference, estimating equations, numerical methods, and penalized models. Intended for honours and graduate students.
Pre-requisites
MATH 320, STAT 305 is recommended. If you are unsure, contact me by email with your (unofficial) graduate and undergraduate transcripts attached.
Textbook
[ACD] Statistical Models (2003) A.C. Davison. Cambridge Series in Statistical and Probabilistic Mathematics.
Other References
- Casella, G. and Berger R.L. (2001). Statistical Inference. Second Edition. Duxbury Advanced Series.
- Hogg, McKean and Craig (2005). Introduction to Mathematical Statistics. Prentice Hall.
- Cox and Hinkley (1974). Theoretical Statistics. Chapman and Hall.
- J. Shao (1998). Mathematical Statistics. Springer-Verlag.
- E.L. Lehmann (1983) Theory of Point Estimation. Wiley/Wadsworth.
- C.R.Rao(1980). Linear Statistical Inference and its Applications. Wiley.