Mathematical Sciences

Lund University

Inference theory

Official Course Description

Description

The course is given every second year (2014, 2016, etc).

Factorization Theorem, exponential families, Rao-Blackwell's theorem, ancillary estimators, Cramér Rao's inequality, Neyman-Pearson's Lemma, permuation tests, interrelations between hypothesis testing and confidence intervals, asymptotic methods, maximum likelihood estimators, standard errors, marginal, conditional and penalized likelihood, likelihood ratio, Wald scores method, Baysian inference, sequential tests, inference for finite populations

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Course Information

NF Code: MASC02
Credits:7.5
Level:Upper Basic Level
Language:English

Prerequisites

Following courses