ST602 :

Department

Department of Statistics

Academic Program

Master in Statistics

Type

Compulsory

Credits

03

Prerequisite

Overview

· Theconstruction of Most Powerful (MP) tests and UniformlyMost Powerful (UMP) tests.

· IdentifyingtheUniformly Most Powerful Unbiased (UMPU) tests and Locally best tests.

· The obtaining of the power and power function of the test.

· The concept of Generalized Likelihood Ratio Test (GLRT) and Sequential Probability Ratio Test (SPRT) .

· Uniformly most accurate one-sided confidence Interval and its relation to UMP tests for one-sided null against one-sided alternative hypotheses. The construction of shortest expected length confidence interval.

Intended learning outcomes

أ‌. (Knowledge & understand)

أ.1

The student will be able to construct the Most Powerful (MP) tests and Uniformly Most Powerful (UMP) tests.

أ.2

The student will be able to identify theUniformly Most Powerful Unbiased (UMPU) tests and Locally best tests.

أ.3

The student will be able to learn the concept of the power and power function of the test and ways of obtaining them.

أ.4

The student will be able to obtain the Generalized Likelihood Ratio Test (GLRT) and Sequential Probability Ratio Test (SPRT).

أ.5

The student will be able to obtain theuniformly most accurate one-sided confidence Interval and its relation to UMP tests and to construct a shortest expected length confidence interval.

ب‌. (Mental skills)

ب.1

The student can construct the Most Powerful (MP) tests and Uniformly Most Powerful (UMP) tests.

ب.2

The student can identify theUniformly Most Powerful Unbiased (UMPU) tests and Locally best tests.

ب.3

The student can learn the concept of the power and power function of the test and ways of obtaining them.

ب.4

The student can obtain the Generalized Likelihood Ratio Test (GLRT) and Sequential Probability Ratio Test (SPRT).

ب.5

The student canobtain theuniformly most accurate one-sided confidence Interval and its relation to UMP tests and to construct a shortest expected length confidence interval.

جـ - (Practical & professional skills)

ج.1

The ability to construct the Most Powerful (MP) tests and Uniformly Most Powerful (UMP) tests.

ج.2

The ability to identify theUniformly Most Powerful Unbiased (UMPU) tests and Locally best tests.

ج.3

The ability to learn the concept of the power and power function of the test and ways of obtaining them.

ج.4

The ability to obtain the Generalized Likelihood Ratio Test (GLRT) and Sequential Probability Ratio Test (SPRT).

ج.5

The ability to obtain theuniformly most accurate one-sided confidence Interval and its relation to UMP tests and to construct a shortest expected length confidence interval.

د - (Generic and transferable skills)

د.1

The student can communicate in writing and orally and give a good opinion.

د.2

The student has weight in dealing with the work team and consulting in solving issues.

د.3

The student will be able communicates with the interested teams on the written and oral sides.

Teaching and learning methods

•Lectures.• Solve exercises and assignments.• Panel discussions.