STAT501 STATISTICAL THEORY I
| Course Code: | 2460501 |
| 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. BARIŞ SÜRÜCÜ |
| Offered Semester: | Fall Semesters. |
Course Objectives
Broadly, this course is focused on mathematical statistics. We will most likely cover the following topics:
1) Basics of probability: expectations, conditional expectations, probability distributions, moments, tranformations of random variables, moment generating functions.
2) Concentration inequalities: Markov, Chebyshev, Hoeffding inequalities, and their uses in statistics.
3) Central limit theorem, delta method.
4) Point estimation and its properties: likelihood, MLE, Fisher Information, Cramer-Rao bound, decision theory.
Course Content
Probability, random variables, expectations, joint distribution functions, conditional distributions, distribution functions, moment generating functions, order statistics, censoring, limit theorems, multivariate normal distribution.
Course Learning Outcomes
Broadly, this course is focused on mathematical statistics. We will most likely cover the following topics: Basics of probability: expectations, conditional expectations, probability distributions, moments, tranformations of random variables, moment generating functions. Concentration inequalities: Markov, Chebyshev, Hoeffding inequalities, and their uses in statistics. Central limit theorem, delta method. Point estimation and its properties: likelihood, MLE, Fisher Information, Cramer-Rao bound, decision theory.