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M4231 Statistical inference

Syllabus: Point and interval estimation: unbiasedness, consistency, efficiency, Cramer-Rao inequality. Method of moments and method of maximum likelihood. Sufficiency and Rao-Blackwell Theorem. Confidence intervals using pivotal quantities. Hypothesis testing and likelihood-ratio tests.

Prerequisites: STA2022, STA3022 or equivalent.

References:
Azzalini, A., Statistical inference based on the likelihood, Chapman and Hall, 1996.
Cox, D.R. and Hinkley, D.V., Theoretical statistics, Chapman and Hall, 1974.
Edwards, A.W.F., Likelihood, Cambridge U.P, 1972.
Pitman, E.J.G., Some basic theory for statistical inference, Chapman and Hall, 1979.
Rice, J.A., Mathematical statistics and data analysis, Duxbury, 1996.
Wackerley, D.D., Mendenhall, W. and Scheaffer, R.L., Mathematical statistics with applications, 1996, 5th edition.

Lecturer: Malcolm Clark



 
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