Page 37 - Handbook PG 20182019

Faculty of Science Postgraduate Booklet, Session 2018/2019

SQB7003 Statistical Inference

Principles of data reduction. Sufficient statistic. Factorization theorem. Minimal sufficient statistic.
Lehman-Scheffe Theorem. Ancillary and complete statistics. Basu’s Theorem. Exponential class of
distributions.

Likelihood ratio test. Union-intersection and intersection-union tests. Neyman Pearson Lemma and
its generalization. Most powerful test. Unbiased test. Locally most powerful test. Asymptotic
distribution of the likelihood ratio. Sequential probability ratio test.

Assessment Methods:
Continuous Assessment 50%
Final Examination 50%

Medium of Instruction:
English

Transferable Skills:
-

Humanity Skill:
CT5, TS5, LL2, LS3

References:
1. Casella, G. & Berger, R.L. (2008). Statistical Inference. Wadsworth & Brooks/Cole, Pacific
Grove, California.
2. Hogg, R.V., Craig, A.T. and Mckean, J.W. (2004). Introduction to Mathematical Statistics. 6th
Ed., Collier MacMillan, London.
3. Cox, D.R. (2006). Principles of Statistical Inference. Cambridge University Press, Cambridge.
4. Devore, J.L., & Berk, K.N. (2012). Modern Mathematical Statistics with Applications. Cengage
Learning.

SQB7004 Probability Theory

Introduction to basic concepts, probability measure and space, sigma-fields. Random variables,
measurability. Distribution functions. Generating functions, characteristic functions. Various modes
of convergence of sequences of random variables. Classical limit theorems. Examples of applications
of basic results.

Assessment Methods:
Continuous Assessment 50%
Final Examination 50%

Medium of Instruction:
English

Transferable Skills:
-

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