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Module STATISTICAL INFERENCE

Module code: MT462S
Credits: 5
Semester: 2
Department: MATHEMATICS AND STATISTICS
International: Yes
Overview Overview
 

Module Objective:
To introduce students to Statistical Inference.

Point estimation: method of moments and maximum likelihood. Consistency, bias and mean squared error. Information and the Cramer-Rao lower bound. Asymptotic distribution of MLEs. Confidence intervals. Testing hypotheses: power, Neymann Pearson, Likelihood ratio tests, large sample approximations. Bayesian estimation: prior and posterior distributions, loss functions, Bayes rule.

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