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Week - 1 |
Introduction to parameter estimation |
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Week - 2 |
Properties of estimators: sufficiency and completeness |
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Week - 3 |
Properties of estimators: efficiency, unbiasedness and consistency |
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Week - 4 |
Methods of finding estimators: moment estimators |
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Week - 5 |
Methods of finding estimators: maximum likelihood estimators |
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Week - 6 |
Minimum-variance unbiased estimators |
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Week - 7 |
Cramer-Rao inequality |
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Week - 8 |
Rao-Blackwell theorem |
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Week - 9 |
Lehmann-Scheffe uniqueness theorem |
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Week - 10 |
Introduction to hypothesis testing |
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Week - 11 |
Test function, Error probabilities and power function |
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Week - 12 |
Most powerful tests: Neyman-Pearson lemma |
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Week - 13 |
Likelihood ratio tests |
|
Week - 14 |
Interval estimators |
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