Inference
4 points * First semester * Clayton * Prerequisites: MAT2020, MAS2011, MAS2032, MAS2042
Principles of estimation: efficiency, the Cramer-Rao inequality, sufficiency, maximum likelihood estimates and their optimality properties. Hypothesis testing. Most powerful tests, the Neyman-Pearson lemma. The [[lambda]] [[rho]][[alpha]][[tau]][[iota]][[omicron]] [[pi]][[rho]][[omicron]][[chi]][[epsilon]]d[[upsilon]][[rho]][[epsilon]] [[alpha]][[nu]]d d[[epsilon]][[rho]][[iota]]v[[alpha]][[tau]][[iota]][[omicron]][[nu]] [[omicron]][[phi]] [[sigma]][[tau]][[alpha]][[tau]][[iota]][[sigma]][[tau]][[iota]][[chi]][[alpha]][lambda]] [[tau]][[epsilon]][[sigma]][[tau]][[sigma]].
Assessment
Examinations (1.5 hours): 80% * Tests and/or assignments: 20%
Recommended texts
Hogg R V and Craig A T Introduction to mathematical statistics 4th edn, Collier Macmillan, 1978
Klimov G Probability and mathematical statistics MIR, 1986