Course Content (Syllabus)
Distributions of functions of random variables - Normal distribution and the
derived distributions from the normal - The exponential family - Sufficiency of a statistic
for a parameter or for functions of parameters. The Rao-Blackwel theorem -
Completeness and uniqueness - Unbiased estimators with minimum variance - The
Cramer-Rao inequality - Efficient statistics - Consistent statistics - Maximum likelihood
and moment estimators and their properties - Prior and posterior distributions and Bayes
estimators - The minimax principle - Interval estimation. General methods for
construction of confidence intervals - Approximate confidence intervals - Confidence
regions. Estimation of the probability density function (pdf)of a random variable X based on the Coefficient of VAriation.
Keywords
Point estimation, Interval estimation, Maximum likelihood, Unbiased estimators with minimum variance, Bayes