Syllabus
Theory and Methods of Estimation and Hypothesis testing,
Sufficiency, Exponential family, Bayesian methods, Moment methods,
Maximum likelihood estimation, Criteria for estimators,
UMVUE, Large sample theory: Consistency; asymptotic normality,
Confidence intervals, Elements of hypothesis testing; Neyman-Pearson
Theory, UMP tests, Likelihood ratio and related tests,
Large sample tests
Suggested References:
1. George Casella and Roger L Berger: Statistical Inference
2. Peter J Bickel and Kjell A Doksum:
Mathematical Statistics
3. Erich L Lehmann and George Casella: Theory of Point Estimation
4. Erich L Lehmann and Joseph P Romano: Testing Statistical Hypotheses
https://www.isibang.ac.in/~adean/infsys/database/Bmath/S2.html
- Teacher: Mohan Delampady