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Hypotheses Testing: Course Outline

The fundamentals concepts for hypotheses testing will be presented from both frequentist and non-frequentist perspectives.

Course Outline

Neyman-Pearson Theorem (NPT).
Proof and application of NPT.
Uniformly most powerful tests.
Likelihood ratio tests.
The sequential probability ratio test (SPRT).
Estimation of sample size under SPRT.
Interval estimation and confidence sets.
Relation between testing and confidence intervals.
Asymptotic testing.
Estimation.
Confidence intervals.
Optimality criteria.
Consistency.

Text Book

Probability and statistical inference
Bartoszynski, Robert.
Magdalena Niewiadomska-Bugai
Published by: A John Wiley & Sons (New Jersey) 2nd ed.

Reference Books

Probability and statistical inference
Hogg, Robert V.
Elliot A. Tanis
Jagan Mohan Rao
Published by: Pearson Education (New Delhi )
Introduction to the theory of statistics
Mood, Alexander M.
Franklin A. Graybill
Duane C. BOES
Published by: McGraw Hill (New Delhi) 3rd ed.

E-Books (Full Text)

Probability Theory and Statistical Inference : Econometric Modeling with Observational Data
Spanos, Aris
Publisher: Cambridge University Press
Date Published: September 1999
Epistemology and Inference
Kyburg, Henry E.
Publisher: University of Minnesota Press
Date Published: April 1983
Basic Skills in Statistics : A Guide for Healthcare Professionals
Cook, Adrian
Netuveli, Gopalakrishnan
Sheikh, Aziz
Publisher: Class Publishing
Uncertain Inference
Kyburg, Henry Ely
Teng, Choh Man
Publisher: Cambridge University Press
Date Published: September 2001
Statistical Inference for Fractional Diffusion Processes
Rao, B. L. S. Prakasa
Publisher: John Wiley & Sons
Date Published May 2010
Wiley Series in Probability and Statistics : Introduction to Imprecise Probabilities
Augustin, Thomas
Coolen, Frank P.A.
de Cooman, Gert
Publisher: Wiley
Unifying Political Methodology : The Likelihood Theory of Statistical Inference
King, Gary
Publisher: University of Michigan Press
August 1998

E-Book (Full Text)

Inference and the Metaphysic of Reason : An Onto-Epistemological Critique
Stambovsky, Phillip
Publisher: Marquette University Press
Date Published: October 2009
Good Thinking : The Foundations of Probability and Its Applications
Good, I.J.
Publisher: University of Minnesota Press
1983
Guide to Teaching Statistics : Innovations and Best Practices
Woolf, Linda M.
Hulsizer, Michael R.
Publisher: Wiley-Blackwell
2009
Elementary Introduction to Statistical Learning Theory
Kulkarni, Sanjeev
Harman, Gilbert
Publisher: John Wiley & Sons
June 2011
Statistical Principles and Techniques in Scientific and Social Investigations
Krzanowski, Wojtek J.
Publisher: Oxford University Press
2007
Statistics in Psychology : An Historical Perspective (2nd Edition)
Cowles, Michael
Publisher:Lawrence Erlbaum
April 2000
Methods and Models in Statistics : In Honour of Professor John Nelder, Frs
Adams, Niall
Crowder, Martin
Hand, David J
Publisher: Imperial College Press