2007-08 Program on Risk Analysis, Extreme Events and Decision Theory

Course Name: Decision Theory and Risk Analysis

Instructors: Dipak Dey, University of Connecticut; Larry Brown, University of Pennsylvania; David Rios, Universidad Rey Juan Carlos

Course Day and Time: Thursday 4:30 - 7:00, beginning August 30, 2007
Room 104 NISS Building

Short Course Description: Fundamental concepts for decision theory and use of expert opinion as applied to risk analysis. Exponential families: sufficiency, minimaxity, admissibility. Decision rules and risk: loss functions, convexity, risk analysis. Estimation, analysis and model selection: Minimax, shrinkage, Bayes, hierarchical Bayes, empirical Bayes, data and opinion as prior information.

Duke Course Listing STA 294.01

NCSU Course Listing MA 810A.001 / STA 810S

UNC Course Listing MATH 891 Section 004

The classes are 3 credits/units at each university.

Questions about the course or the Risk Analysis, Extreme Events and Decision Theory program should be emailed to [email protected]

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