824—Nonparametric Inference. (3) (Prereq: STAT 713 or consent of instructor) The general theory of nonparametric statistics, including order statistics, theory of ranks, U-statistics in nonparametric estimation and testing, linear rank statistics and their application to location and scale problems; goodness-of-fit, and other distribution-free procedures.
Usually Offered: Spring Semesters, Odd years
Purpose of Course: The course develops the theory of nonparametric inference. It is intended for graduate students who have a thorough understanding of parametric inference.
Current Textbook: Introduction to the Theory of Nonparametric Statistics, by Ronald H. Randles and Douglas A. Wolfe, Krieger.
|Order statistics and multinomial tests of fit||1 week|
|Concept of distribution-free statistics||2 weeks|
|Power of distribution-free tests||1 week|
|Asymptotic relative efficiency||2 weeks|
|Distribution-free estimation||1 week|
|Linear rank statistics||2 weeks|
|Special properties of one and two sample problems||2 weeks|
|Additional topics from Ch 12||as time permits|
Contact Faculty: Edsel Peña