ST3134 Advanced statistics: statistical inference (half course)
Students may bring into the examination hall their own hand held electronic calculator. If calculators are used they must satisfy the requirements listed in Section 4, Assessment for the programme, of the Detailed Regulations.
Prerequisites (applies to degree students only)
ST104A Statistics 1 and ST104B Statistics 2.
This course must be taken at the same time as, or after course ST3133 Advanced statistics: distribution theory.
Data reduction: Sufficiency, minimal sufficiency. Likelihood.
Point estimation: Bias, consistency, mean square error. Central limit theorem. Rao-Blackwell theorem. Minimum variance unbiased estimates, Cramer-Rao bound. Properties of maximum likelihood estimates.
Hypothesis testing: Likelihood ratio test. Most powerful tests. Neyman-Pearson lemma.
Interval estimation: Pivotal quantities. Size and coverage probability.