STA3000 - Advanced Theory of Statistics
Immediately after class on Fridays 1-3 in SS6026D.
Roughly speaking I plan to cover the following topics with some things covered in greater depth than others.
- Decision theory - basic formulation of a decision problem, reduction
principles, minimax, Bayes, admissibility.
- Estimation theory
- Hypothesis testing theory
- Statistical inference
Four to five assignments and a sit-down exam in April
with everything equally weighted.
I won't use a specific text but students may find the following references useful:
- J. Berger - Statistical Decision Theory - Springer
- M. Schervish - Theory of Statistics - Springer
- G. Casella and R. Berger - Statistical Inference - Duxbury
- C. Robert - The Bayesian Choice, Second Edition - Springer
- E. Lehmann - Theory of Point Estimation - Wiley
- E. Lehmann - Testing Statistical Hypotheses - Wiley
- J. Kadane - Principles of Uncertainty - CRC
The course website is