School of Mathematics and StatisticsHome | About the school | Contact | Courses | Research | Personnel list
MT4606 STATISTICAL INFERENCE
Aims- 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
- know how to improve estimators using the
- derive bounds on variances provided by the
- 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.
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%
AvailabilityAcademic year 2013/14 in semester 2 at 10
LecturerDr I B J Goudie
Click here to see the University Course Catalogue entry.
Revised: PMH (December 2013)