419 STAT
Pivotal Quantity PQ – Confidence Interval. Testing Hypotheses - Type I and Type II errors. Simple Hypotheses - Neymann-Person Lemma and Most Powerful test- Exponential family. Monotone likelihood ratio. Bayes Test- Min Max Test-Composite hypothesis- Uniformly Most Powerful Test- Generalized Likelihood Ratio Test- Confidence interval test- Sequential Likelihood Ratio Test(SLRT)
Recommended Books
- Introduction to Mathematical Statistics. Last Ed, by Hogg, McKean, and Craig, Prentice Hall.
- Introduction to Theory of Statistics. Last Ed, by A. Mood, F. Graybill. McGraw Hill.
- مبادئ الإستدلال الإحصائي . جلال الصياد . دار المريخ للنشر – الرياض 3991