- Schedule of Classes - January 31, 2023 7:36PM EST
- Course Catalog - January 31, 2023 7:14PM EST
Course information provided by the Courses of Study 2022-2023.
Statistical Decision Theory provides a normative framework to think about how to best use data to aid decision making under uncertainty. The goal of this course is to provide an undergraduate introduction to Statistical Decision Theory. At the end of the course, the students will be able to deﬁne Statistical Models, Statistical Decision Problems, Statistical Decision Rules, Risk Functions, and to describe diﬀerent optimality criteria for statistical decision making (Bayes risk minimization, the minimax principle, and the minimax regret principle). The course will present diﬀerent applications to Economics, Econometrics, and Machine Learning.
When Offered Fall or Spring.
Distribution Category (MQR-AS, SDS-AS)
Regular Academic Session.
Credits and Grading Basis
4 Credits Graded(Letter grades only)
Class Number & Section Details
- TR Uris Hall 262
- Jan 23 - May 9, 2023
Montiel Olea, J
Instruction Mode: In Person
Or send this URL: