STA631 : Inferential Statistics

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Course Info

Course Category

Probability & Statistics

Course Level

Undergraduate

Credit Hours

3

Pre-requisites

N/A

Instructor

Dr.Muhammad Mohsin
Post Doctorate
École Polytechnique Fédérale de Lausanne (EPFL), Switzerland

Course Contents

Statistical Inference and its importance, Introduction to random sampling, moment generating function, Exact sampling distribution, Order statistics, convergence in probability, Central limit theory, Generating a random sample, Delta Methods, point estimation, Likelihood function, Regularity conditions, Maximum Likelihood (ML) method, Newton Raphson''''''''''''''''''''''''''''''''s method, Method of Moments, Bayesian Method, Conjugate prior, Bayesian predictive distribution, properties of point estimate, Carmer-Rao Inequality , Minimum variance unbiased estimators, Lehmann-Scheffe theorem, Exponential families, Minimal sufficiency, Testing of Hypothesis, Most powerful tests,Likelihood ratio tests, Chi-square tests, Wald''''''''''''''''''''''''''''''''s test, Non-central t-test, Sequentional probability ratio test, Bayesian tests, bootstrap procedure, Robustness, M-estimator