This exam covers materials on Probability and Mathematical Statistics based on course content in Stat 607, 608 and 725. Topics include:
Content of basic probability and statistics and statistical models; point estimation, set estimation and hypothesis testing from a frequentist’s, decision theoretic and Bayesian point of view; finite sample and asymptotic techniques in a variety of (parametric/semiparametric/non-parametric) statistical models.
References
References for basic Statistics and Probability exams
- Jun Shao, Mathematical Statistics (2nd Edition). Springer Series in Statistics.
- T. S. Ferguson, A Course in Large Sample Theory. Chapman & Hall/CRC
- A. W. van der Vaart, Asymptotic Statistics. Cambridge Series in Statistical and Probabilistic Mathematics