STATISTICAL INFERENCE (R)
- Module code: ST862
- Credits: 5
- Semester: 2
- Department: MATHEMATICS AND STATISTICS
- International:
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Module Objective: To introduce students to Statistical Inference. Point estimation: method of moments and maximum likelihood. Consistency, bias and mean squared error. Information and the Cramer-Rao lower bound. Asymptotic distribution of MLEs. Confidence intervals. Testing hypotheses: power, Neymann Pearson, Likelihood ratio tests, large sample approximations. Bayesian estimation: prior and posterior distributions, loss functions, Bayes rule. |
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