course
STAT 340 - THEORY OF STATISTICS 1
Credit Hours: 3 (2+2+0)
Beneficiaries: Bs.C of Statistic and Bs.C of Operations Research.
Textbooks:
- Introduction to Mathematical Statistics, 2005, Sixth Edition by R. Hogg, J. McKean, and A. Craig, Prentice Hall.
- Introduction to the Theory of Statistics, 2007, Third Edition by A. Mood, F. Graybill and D. Boes, McGrow-Hill.
- Principals of Statistical Inference (Jalal Al Sayad)دار المريخ للنشر – الرياض
- Mathematical Statistics by Steven Arnold. Prentice Hall; First Edition (1990).
- Fundamentals of the theory of Estimation, 1st edition, King Saud University Press, 2007. By Abdullah Abdulkarim Al-Shiha.
Course Scope Contents:
- Reviewing Some Important Aspects: Sampling distribution of some random variables.
- Properties of Estimators: Unbiasedness - Mean Square Error - Consistency - Exponential Family - Sufficiency - Comleteness - UMMSE - Fisher Information - Cramer-Rao Inequality - CRLB - Lehmann-Scheffé Theorem - UMVUE - Efficiency.
- Estimation Methods: Method of Moments Estimator - Maximum Likelihood Estimator and its Properties.
- Bayesian Estimation: Prior and Posterior Distributions - Loss Function Approach - Bayes Estimator.
Pre-requisite: STAT 332.
Marks Distribution:
- Assignments and projects: 10 marks.
- First Exam: 25 marks.
- Second Exam: 25 marks.
- Final Exam: 40 marks.