Stat 622

Stat 622
Statistical Inference II

Instructor: Dr. Khalaf S. Sultan
 
Time:         Wednesday 8:00-11:00 am  
 
Room #:   2B20 Building #4, Phone (office): 4676263,
         E-mail       ksultan@ksu.edu.sa,    
                          ksultan2000@hotmail.com 
 
Recommended Books:

 

  1. Casella, G. and Berger, R. L. (2002). Statistical Inference, second edition, Duxbury, New York.
  2. Lehmann, E.L. (1986). Testing Statistical Hypotheses. Wiley, New York.
  3. E.L. Lehmann, E.L. and Romano, J.P. (2005). Testing Statistical Hypotheses, Springer, New York
  4. Kendall, M. G. and Stuart, A. (1979). The Advanced Theory of Statistics, fourth edition, Volume 2, Charles Griffin, London.
  5. Mathematical Statistics (Second Edition). Jun Shao. Springer Texts in Statistics (2003).

 

Course Contents:
 

Topics
 
Planned Contact Hours
The concept of testing hypotheses 3
Testing statistical composite hypotheses 3
The generalized likelihood ratio test 9
Power of the test. 3
Large sample properties and procedures and the Asymptotic distribution of LRT. 6
Wald test; Score test, Permutation test, and related topics 3
Bayesian Tests 6
Invariance principles 3
Non-parametric tests 3
Bootstrap and Resampling methods for interval estimation and testing hypothesis 3
General applications, discussion and  problems 3

  

Grading Scheme:

  1. Assignments, Projects and Presentation:(30 Marks)
  2. Midterm ExamTo be arranged(30 Marks)
  3. Final Exam: To be arranged (40 Marks)
    Attendance:
       Student missing more than 25% of the total class hours won't be allowed to write
       the final exam.            
Course Materials