Week - 1 |
Introduction to probability theory. |
Week - 2 |
Probability distribution: Discrete and continuous distributions; multivariate distributions. |
Week - 3 |
Some inequalities: Markov, chebyshev, Hölder, Minkovski, and Jensen. |
Week - 4 |
Principle of data reduction: the sufficient principle, likelihood principle. |
Week - 5 |
Point Estimation: |
Week - 6 |
Methods of finding estimator; Method of moment, maximum likelihood asymptotic properties of maximum likelihood, |
Week - 7 |
Applications of finding methods of estimators |
Week - 8 |
Fisher information matrix, bayes estimators, invariant estimator. |
Week - 9 |
Methods of evaluating estimators: Mean square error, best unbiased estimators. |
Week - 10 |
Hypothesis testing: methods of finding test, likelihood ratio test, Walt test, |
Week - 11 |
Hypothesis testing: Lagrange multipliers test, invariant test, bayesian test, asymptotic distribution of LRTs. |
Week - 12 |
Applications of hypothesis testing |
Week - 13 |
Methods of evaluating test: Power function, unbiased and invariant test. |
Week - 14 |
Interval estimation: Methods of finding interval estimator. |