Estimation theory - unbiased estimators; efficiency; consistency; sufficiency; robustness. The method of moments. The method of maximum likelihood. Bayesian estimation - prior and posterior distributions; Bayes’ theorem; Bayesian significant testing and confidence intervals. Applications - point and intervals. Estimations of means, variances, differences between means, etc. Hypothesis testing theory - test functions; the Neyman - Pearson Lemma; the power function of tests, Likelihood ratio test.
Course Code:
STA 413
No. of Credits:
3
Level:
Level 400
Course Semester:
First Semester
Pre-requisite:
STA 301
Select Programme(s):
Statistics