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.

 

Topics Covered	Time
Order statistics and multinomial tests of fit	1 week
Concept of distribution-free statistics	2 weeks
U-statistics	2 week
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