Statistical Inference

Code: MA682 | L-T-P-C: 3-0-0-6

Prerequisites: MA225/MA590 or equivalent

Review of probability theory; Sampling distributions; Point estimation - estimators, sufficiency, completeness, minimum variance unbiased estimation, maximum likelihood estimation, method of moments, Cramer-Rao inequality, consistency; Interval estimation; Testing of hypotheses - tests and critical regions, Neymann-Pearson lemma, uniformly most powerful tests, likelihood ratio tests; Basic non-parametric tests.

Texts/References:

1. G. Casella and R. L. Berger, Statistical Inference, 2nd edition, Duxbury Press, 2001.
2. J. Shao, Mathematical Statistics, 2nd edition, Springer, 2007.
3. V. K. Rohatgi and A. K. Md. E. Saleh, An Introduction to Probability and Statistics, 2nd edition, Wiley, 2000.
4. B. L. S. Prakasa Rao, A First Course in Probability and Statistics, World Scientific/Cambridge University Press India, 2009.
5. G. G. Roussas, An Introduction to Probability and Statistical Inference, Academic Press, 2002.
6. K. L. Chung, A Course in Probability Theory, 3rd edition, Elsevier, 2001.