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Oct 04, 2024
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2024-2025 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.
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