STAT 321

Course No.

Course Title

Theory

Practice

Credit

Prerequisite(s)

Stat 321

Inference Statistics I

3

-

3

Stat 312

Objectives                                                                                                                      

Studying the theoretical bases for the estimation methods.

 

Course Description:

-          Review of the concepts of joint distributions and the distribution of sums of random variables.

-          Definition of: parameter space, statistic, information and sufficiency.

 

-          Properties of estimators, unbiased ness, consistency and efficiency, lower bound of the variance of unbiased estimators, Rao-Cramer inequality.

 

-          Methods of estimation: maximum likelihood, moments, least-squares.

 

-          Interval estimation, pivotal quantity, confidence interval and expectation of its length, large sample confidence interval.

 

-          Bayesian point estimates, Bayesian interval estimation.

 

 

Main text books :

G.M. El-Sayyad: "Statistical Inference, 1994, Dar-Hafez

 

Subsidiary books :

Mood, A. M., F.A. Graybill and D.C. Boss, Introduction to the Theory of Statistics, McGraw. Hill, (1989).

Last Update
5/14/2011 4:53:12 PM