Methods of Statistical Inference

This course focuses on functions of random variables, t-distribution, chisquare distribution, F-distribution. Stochastic convergence: convergence in probability; Convergence in distribution. Central limit theorem, properties of estimators, finding estimators, Rao-Blackwell theorem Cramer-Rao inequality, confidence interval estimation, one and two populations, hypothesis testing theory, Neyman-Pearson lemma, Bayesian methods, prior and posterior distributions, applications. Graduate Courses: Financial Mathematics