Sep 18, 2021  
2013-2014 Graduate Catalog 
    
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STA 765 - Statistical Decision Theory


Credits 3

Introduction to decision theory, decision rules, loss functions, risk functions, decision principles, utility theory, prior information and subjective probability, noninformative priors, the posterior distribution, conjugate families, predictive distribution, Bayesian estimators, generalized Bayes estimators, credible regions, hypothesis testing, admissibility of Bayes rules, robustness of Bayes rules, minimax analysis, invariance, Bayesian sequential analysis.

Prerequisites
  or consent of instructor.