MA41108: Statistical Inference
| MA41108 | |||||||||||||||||||||||||
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| Course name | Statistical Inference | ||||||||||||||||||||||||
| Offered by | Mathematics | ||||||||||||||||||||||||
| Credits | 4 | ||||||||||||||||||||||||
| L-T-P | 3-1-0 | ||||||||||||||||||||||||
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| Semester | Spring | ||||||||||||||||||||||||
Syllabus
Syllabus mentioned in ERP
Parametric point estimation, unbiasedness, consistency, efficiency, invariance, method of moments and maximum likelihood, lower bounds for the variance of an estimator, Frechet-Rao-Cramer, Bhattacharya, Chapman-Robbins-Kiefer inequalities. Sufficiency, minimal sufficiency, Factorization Theorem, RaoBlackwell Theorem, completeness, Lehmann-Scheffe Theorem, Basu s Theorem.Tests of hypotheses, simple and composite hypotheses, types of error, Neyman-Pearson Lemma, families with monotone likelihood ratio, UMP, UMP unbiased and UMP invariant tests. Likelihood ratio tests-applications to one sample and two sample problems, Chi-square tests. Sequential probability ratio test.Interval estimation- methods for finding confidence intervals, shortest length confidence intervals.