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Statistical Inference: Course Outline

Course Outline

  • Recent Methods of Estimation. 
  • Minimax Estimators.
  • Asymptotic tests.
  • Neyman Pearson Lemma. 
  • Monotone-Likelihood Ratio Approach.  
  • Exponential class/family of densities.
  • Hypothesis testing methods.
  • Generalized Likelihood  Ratio  tests.
  • Asymptotic properties of Generalized Likelihood Ratio test.
  • Lagrange’s Multiplier Tests.
  • Wald Test.
  • Tests in GLM.
  • Confidence intervals and regions.
  • Confidence regions from pivotal quantities.
  • Bayesian Interval estimation.
  • Confidence regions as hypothesis testing.
  • Inferences Concerning a Cumulative Distribution Function.
  • Inferences Concerning Quantiles.
  • Tolerance Limits.
  • Equality of Two Distributions.

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