Statistical Inference. Instructor: Prof. Somesh Kumar, Department of Mathematics, IIT Kharagpur.
0
1
September 23, 2023
English
English [CC]
Description
This course covers some important topics in statistical inference. Point Estimation: unbiasedness, consistency, efficiency, method of moments, maximum likelihood estimations, method of lower bounds, sufficiency and completeness. Testing of Hypotheses: determination of most powerful & uniformly most powerful tests, likelihood ratio tests. Interval Estimation: methods for finding confidence intervals, shortest length confidence intervals. (from nptel.ac.in)
Course Curriculum
- Lecture 01 – Introduction and Motivation Unlimited
- Lecture 02 – Basic Concepts of Point Estimations I Unlimited
- Lecture 03 – Basic Concepts of Point Estimations II Unlimited
- Lecture 04 – Finding Estimators I Unlimited
- Lecture 05 – Finding Estimators II Unlimited
- Lecture 06 – Finding Estimators III Unlimited
- Lecture 07 – Properties of Maximum Likelihood Estimation Unlimited
- Lecture 08 – Lower Bounds for Variance I Unlimited
- Lecture 09 – Lower Bounds for Variance II Unlimited
- Lecture 10 – Lower Bounds for Variance III Unlimited
- Lecture 11 – Lower Bounds for Variance IV Unlimited
- Lecture 12 – Sufficiency Unlimited
- Lecture 13 – Sufficiency and Information Unlimited
- Lecture 14 – Minimal Sufficiency, Completeness Unlimited
- Lecture 15 – Uniformly Minimum-Variance Unbiased (UMVU) Estimation, Ancillarity Unlimited
- Lecture 16 – Invariance I Unlimited
- Lecture 17 – Invariance II Unlimited
- Lecture 18 – Bayes and Minimax Estimation I Unlimited
- Lecture 19 – Bayes and Minimax Estimation II Unlimited
- Lecture 20 – Bayes and Minimax Estimation III Unlimited
- Lecture 21 – Testing of Hypotheses: Basic Concepts Unlimited
- Lecture 22 – Neyman-Pearson Fundamental Lemma Unlimited
- Lecture 23 – Applications of Neyman-Pearson Lemma Unlimited
- Lecture 24 – Uniformly Most Powerful (UMP) Tests Unlimited
- Lecture 25 – Uniformly Most Powerful (UMP) Tests (cont.) Unlimited
- Lecture 26 – UMP Unbiased Tests Unlimited
- Lecture 27 – UMP Unbiased Tests (cont.) Unlimited
- Lecture 28 – UMP Unbiased Tests: Applications Unlimited
- Lecture 29 – Unbiased Tests for Normal Populations Unlimited
- Lecture 30 – Unbiased Tests for Normal Populations (cont.) Unlimited
- Lecture 31 – Likelihood Ratio Tests I Unlimited
- Lecture 32 – Likelihood Ratio Tests II Unlimited
- Lecture 33 – Likelihood Ratio Tests III Unlimited
- Lecture 34 – Likelihood Ratio Tests IV Unlimited
- Lecture 35 – Invariant Tests Unlimited
- Lecture 36 – Test for Goodness of Fit Unlimited
- Lecture 37 – Sequential Procedure Unlimited
- Lecture 38 – Sequential Procedure (cont.) Unlimited
- Lecture 39 – Confidence Intervals Unlimited
- Lecture 40 – Confidence Intervals (cont.) Unlimited
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