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MT4606 STATISTICAL INFERENCEAims To show how the methods of estimation and hypothesis testing met in MT2004 and MT3606 can be justified and derived. To extend those methods to a wider variety of situations.
ObjectivesBy the end of the course students are expected to understand the main problems in comparing the usefulness of two estimators.
 identify sufficient statistics and appreciate why they are
important.
 know how to improve estimators using the
RaoBlackwell Theorem.
 derive maximum likelihood estimators of one and two dimensional
parameters and establish their major properties.
 appreciate the relationship between frequentist confidence sets
and tests of hypotheses. Syllabus
TextbooksProbability and Statistics, 4th ed.: M H DeGroot & M J Schervish, Pearson;Statistical Inference: S D Silvey, Chapman & Hall/CRC; Statistical Inference, 2nd ed.: G Casella & R L Berger, Brooks/Cole; Mathematical Statistics: K Knight, Chapman & Hall/CRC; Statistical Theory, 4th ed.: B W Lindgren, Chapman & Hall.
Assessment2 Hour Examination = 100%PrerequisitesMT3606AntirequisitesMT5701AvailabilityAcademic year 2013/14 in semester 2 at 10LecturerDr I B J GoudieClick here to see the University Course Catalogue entry. Revised: PMH (December 2013)
