ST305 : Statistical Inference

Department

Department of Statistics

Academic Program

Bachelor in Statistics

Type

Compulsory

Credits

04

Prerequisite

ST301

Overview

  1. To introduce the basic concepts of Estimation theory and methods of finding estimators.
  2. The way of finding moments and maximum likelihood estimators and how to obtain good estimators.
  3. Concept of sufficient estimators and methods of finding them and method of Bayes estimators.
  4. Confidence intervals and test of a statistical hypothesis.
  5. Likelihood ratio tests and methods of finding uniformly most powerful tests.

Intended learning outcomes

a. Knowledge and understand

To provide student understand statistical knowledge with a very professional way by:

To introduce different methods of finding estimators.

a1

To obtain estimators with good properties.

a2

To summarize data (data reduction).

a3

To obtain confidence intervals and test a statistical hypothesis.

a4

To find Likelihood ratio tests and uniformly most powerful tests.

a5

b. Mental skills

To help student of having appropriate statistical skills:

to be able to classify different methods of finding estimators.

b1

to be able to obtain estimators with good properties.

b2

to be able to summarize data (data reduction).

b3

to be able to obtain the confidence intervals and test a statistical hypothesis.

b4

to be able to find Likelihood ratio tests and uniformly most powerful tests.

a5

c. Practical & professional skills

After the completion of the course a student supposed to be able to:

To recognize types of estimators and their properties.

c1

To select the appropriate estimator.

c2

Determine the concept of sufficiency and summarizing the data.

c3

To use techniques to find Likelihood ratio tests and uniformly most powerful tests.

c4

d. Generic and transferable skills

Students to be able to work as a team and that to treat data sets.

d1

Students to be able to use calculators and other tools to analyze data.

d2

Students to be able to gain skills of obtaining parameter estimators and tests.

d3

Teaching and learning methods

· Theoretical lectures

· Practical lectures (exercises solving) using calculating tools.

Group discussion

Methods of assessments

Rating No.

Evaluation methods

Percentage

First Assessment

Duties in the form of exercises

10%

Second Assessment

Two midterm exams

40 %

Final Evaluation

Final Exam

50 %

Total

100%

Course (contents)

Scientific topic

Number of Hours

Lecturer

Exercises

Number of weeks

General concepts of estimation theory and methods of obtaining estimators

10

6

4

2

Properties of the diffraction estimator.

5

3

2

1

Adequate statistics and ways to obtain them.

5

3

2

1

Exponential family .

5

3

2

1

First exam

An unbiased estimator has the least variation and the Row-Black theorem.

5

3

2

1

Bayes' capabilities and ways to obtain them.

10

6

4

2

Methods of finding an estimator within a period.

5

3

2

1

Second exam

Basic concepts of hypothesis tests.

5

3

2

1

Test a simple hypothesis versus a simple alternative hypothesis .

10

6

4

2

Testing a simple hypothesis versus a composite alternative hypothesis .

5

3

2

1

Weighted proportionality tests .

5

3

2

1

(References)

Rapporteur notes

Explanatory note prepared by the course instructor