STAT604 ADVANCED THEORY OF STATISTICS II
| Course Code: | 2460604 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Statistics |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | Prof.Dr. ZEYNEP IŞIL KALAYLIOĞLU AKYILDIZ |
| Offered Semester: | Fall Semesters. |
Course Objectives
At the end of this course, the student will learn:
- robust estimation methods
- large sample theory
- theory of hypothesis testing
Course Content
Advanced topics in statistical hypothesis testing.
Course Learning Outcomes
Student, who passed the course satisfactorily will be able to:
- find the asymptotic distritubution of estimators and test statistics
- determine the consistency of estimators for large n
- determine the order of convergence of estimators and test statistics
- prove large sample results
- investigate the regularity conditions of likelihood based test statistics
- develop robust estimators and test statistics based on method of M estimation
- develop uniformly most powerful and unbiased tests