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
- Main Text Book: An Introduction to Probability and
Statistics, Vijay K. Rohatgi and A.K. Md. Ehsanes Saleh, John Wiley,
second edition, 2001.
- 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: http://web.iitd.ac.in/~dharmar/mal522/main.html
for further details.
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