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Statistics 16:960:583 Methods of Statistical Inference


The course is normally offered during the Fall, Spring, and Summer semesters.
  • Class meeting dates: Please visit the University's academic calendar.
  • Schedule and Instructor: Please visit the University's schedule of classes for the instructor, time, and room.
  • Instructor and Teaching Assistant Office Hours: Please visit the Mathematical Finance program's office hour schedule.

Course Abstract

Theory of point and interval estimation and hypothesis testing. Topics include sufficiency, unbiasedness, and power functions. Emphasis is on application of the theory in the development of statistical procedures.


Please contact the instructor.

Primary Textbooks

Probability & Statistics, DeGroot, Prentice Hall, 3rd edition


Please contact the instructor.

Class Policies

Please contact the instructor.

Previous Course Instructor Websites

2008 Harold Sackrowitz 

Weekly Lecturing Agenda and Readings

1 Sufficient Statistics
2 Maximum Likilihood Estimators
3 Unbiased Estimation
4 Fisher Information
5 Bayes Estimation
6 Hypothesis Testing
7 Simple hypotheses
8 Uniformly most powerful tests
9 Two-sided alternatives
10 Likelihood ratio tests
11 Tests for Normal means, t-tests
12 Bayes tests
13 Confidence intervals
14 Wrap-up

Library Reserves

All textbooks referenced on this page should be on reserve in the Hill Center Mathematical Sciences Library (1st floor). Please contact the instructor if reserve copies are insufficient or unavailable.

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Contact Us


Mathematical Finance Master's Program

Department of Mathematics, Hill 348
Hill Center for Mathematical Sciences
Rutgers, The State University of New Jersey
110 Frelinghuysen Road
Piscataway, NJ 08854-8019

Email: finmath (at)
Phone: +1.848.445.3920
Fax: +1.732.445.5530