STAT 6460 - Large Sample Theory

Asymptotic theory is to provide simple approximations to quantities or distributions which are very difficult or impossible to obtain exactly. This course covers four kinds of convergence - almost sure convergence, convergence in probability, L^P convergence, and convergence in distributions. Applications of the theory will be discussed in the area of maximum likelihood estimation, confidence intervals, statistical hypothesis tests and power calculation, and nonparametric estimation.

Prerequisites/Corequisites: Prerequisite: STAT 6600 with a grade of “B” or better, or instructor approval.

Credits: 3 hours

Notes: Open to Graduate students only.
When Offered: Every other Fall.