MAL 522 Statistical Inference

Course Contents

Sampling distributions, Order statistics, The sufficiency principle, the invariance principle and the likelihood principle of data reduction, minimal sufficiency, ancillary statistics, complete statistics. Point estimation, Blackwell-Rao theorem, Cramer-Rao inequality, efficiency and consistency, methods of point estimation. Set estimation, uniformly most accurate and shortest length interval estimators. Tests of hypothesis, Neyman-Pearson theory, monotone likelihood ratio, uniformly most powerful tests, unbiased and invariant tests, similar tests. Likelihood ratio tests. Standard tests.

Text Books

  1. Main Text Book: An Introduction to Probability and Statistics, Vijay K. Rohatgi and A.K. Md. Ehsanes Saleh, John Wiley, second edition, 2001.
  2. Reference Text Book: Statistical Inference, George Casella and Roger L. Beger Saleh,Duxbury Press, second edition, 2001.

Tutorial Sheets

Note: It seems, some students found that the answers provided for few problems in the following tutorial sheets are not correct. Please let me know these errors by email.

Tutorial Sheet 1

Tutorial Sheet 2

Tutorial Sheet 3

Tutorial Sheet 4

Tutorial Sheet 5

See Course Website: for further details.

This page maintained by Dr. S. Dharmaraja and last updated Sunday, May 12, 2013.