مادة دراسية
STAT 419-Theory of Statistics (2)
Theory of Statistics (2)
:Course Description
- Pivotal Quantity PQ- Confidence Interval (C.I) by PQ
- C.I Of scale and location parameters using sufficient statistics
- Approximating C.I as the sample size is large
- Testing Hypotheses- Type I and Type II errors
- Simple Hypotheses -Neymann-Person Lemma & Most Powerful test (MP )
- Exponential family- Monotone likelihood ratio (MLR)
- Bayes Test (B)
- Min Max Test (MM)
- Composite hypothesis Uniformly Most Powerful Test (UMPT)
- Generalized Likelihood Ratio Test (GLR)
- Confidence interval test
- Sequential Likelihood Ratio Test(SLRT)
:Textbook and references
- Introduction to Mathematical Statistics by Hogg, McKean, and Craig
- Introduction to Theory of Statistics, A. Mood, F. Graybill and B. Boes
- مبادئ الاستلال الإحصائي - جلال الصياد