Course ContentsSampling 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.
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.
See Course Website: http://web.iitd.ac.in/~dharmar/mal522/main.html for further details.
|This page maintained by Dr. S. Dharmaraja mailto:firstname.lastname@example.org and
last updated Sunday, May 12, 2013. |