Mathematical Statistics II

Course: AMT 212 2.0 Mathematical Statistics II (Compulsory)

Course content: Estimation: Point Estimation, Measures of Quality of Estimators, Confidence Intervals for Means, Confidence Intervals for Differences of Means, Confidence Intervals for Variances, Bayesian Estimates; Statistical Hypotheses: Certain Best Tests, Uniformly Most Powerful Tests, Likelihood Ratio Tests; Other Statistical Tests: Chi-Square Tests, The Distributions of Certain Quadratic Forms, A Test of the Equality of Several Means, Noncentral and Noncentral F, The Analysis of Variance, A Regression Problem, A Test of Stochastic Independence, Nonparametric Methods: Confidence Intervals for Distribution Quantiles, Tolerance Limits for Distributions, The Sign Test, A Test of Wilcoxon, The Equality of Two Distributions, The Mann-Whitney-Wilcoxon Test, Distributions Under Alternative Hypotheses, Linear Rank Statistics; Sufficient Statistics: A Sufficient Statistic for a Parameter, The Rao-Blackwell Theorem, Completeness and Uniqueness, The Exponential Class of Probability Density Functions, Functions of a Parameter, The Case of Several Parameters

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