Mathematical Statistics

Description

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.

Books: 
Μαθηματική Στατιστική-Εκτιμητική της Φ. Κολυβά-Μαχαίρα.
Εισαγωγή στη Στατιστική, Μέρος 2o των Χ. Δαμιανού, Μ. Κούτρα
Semester: 
Units: 
3
Credit Units (ECTS): 
5.5
Hours: 
3ώρες
ID: 
0534
Course Type: 
X