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STAT 4507

Statistical Inference (Honours)

0.5 credit · Undergraduate

Sufficient statistics, simple and composite hypotheses, most powerful and similar region test, distribution-free tests, confidence intervals, goodness-of-fit and likelihood ratio tests, large sample theory, Bayesian and likelihood methods, sequential tests.

2021

Topics

  • alternative; UMP tests for testing certain composite hypotheses, UMP unbiased tests
  • Asymptotic relative efficiency of tests.
  • confidence sets (pivotal quantities, inverting acceptance regions of tests, Bayesian intervals)
  • criteria for selecting interval estimators, properties of confidence sets, asymptotic confidence
  • sets.
  • methods of the classical Hypothesis Testing Theory whose knowledge is required in various
  • valuable skills in constructing efficient testing procedures in parametric and nonparametric
  • settings.

Prerequisites & course information

Prerequisite(s): STAT 4500 or permission of the School. Also offered at the graduate level, with different requirements, as STAT 5501 , for which additional credit is precluded. Lectures three hours a week.

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