MATH 4407

The theory of statistical inference based on the likelihood function. Topics will include likeli- hood function for single and multiple parameter families, likelihood intervals and their relationship to confidence intervals, likelihood ratio tests, sufficiency, Fisher information, and a comparison of frequentist, likelihood and Bayesian approaches to inference. Students will be introduced to the concept of uniformly most powerful tests and the Neyman-Pearson Lemma. Note: Students may not take both MATH 3307 and MATH 4407 for credit.