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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
Prof. Richard Dudley
18.466
Spring 2003
Graduate
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 sets, exams, a description for an optional term-paper.
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.
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