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18.466 Mathematical Statistics, Spring 2003

Minimum risk for sequential tests.
Figure showing minimum risk for sequential tests. (Image by Prof. Richard Dudley.)
c = cost per observation; v = LPQ= loss when P is true, Q is chosen; w = LQP= loss when Q is true, P is chosen; (c, v, w) normalized so that v + w = 1

Highlights of this Course

Mathematical Statistics is a graduate-level course based upon a book in progress by Prof. Dudley. Copies of the book chapters and sections are presented as lecture notes. Also included on this web site are problem setsexams, a description for an optional term-paper.

Course Description

This graduate level mathematics course covers decision theory, estimation, confidence intervals, and hypothesis testing. The course also introduces students to large sample theory. Other topics covered include asymptotic efficiency of estimates, exponential families, and sequential analysis.


Prof. Richard Dudley

Course Meeting Times

Three sessions / week
1 hour / session




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