Code |
Course Name |
Language |
Type |
MAT 242E |
Statistics |
English |
Compulsory |
Local Credits |
ECTS |
Theoretical |
Tutorial |
Laboratory |
4 |
5.5 |
4 |
0 |
0 |
Course Prerequisites and Class Restriction |
Prerequisites |
MAT 221 MIN DD or MAT 221E MIN DD
|
Class Restriction |
None |
Course Description |
Sampling from a normal distribution. The likelihood function and maximum likelihood estimators. Mean-square-error,
unbiasness, consistency. Fisher information and efficient estimators. Asymptotic properties of maximum likelihood estimators.
Confidence intervals and Pivotal quantities. Testing statistical hypothesis and test statistics. Optimal Tests, Powerful tests:
power function, Neyman-Pearson Theorem. Likelihood Ratio tests. Sufficient Statistics. Some one-sample, Two-sample and
paired models. Simple linear regression and correlation. One-way Anova, two-way Anova. Non-parametric tests. |
|