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Statistical Inference-I

Unit 1- Sufficiency, completeness, Uniformly minimum variance unbiased estimators, C-R inequalities,
exponential class of densities and its properties, some special classes of distributions admitting
complete sufficient statistics, extensions of these results to multi-parameter situation
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Unit 2- Test function, NeymanView Link
Unit 3- Confidence Intervals, shortest expected length confidence intervals, relations with testing of
hypotheses, uniformly most accurate confidence intervals.
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Unit 4- Bayesian estimation, prior distributions, posterior distribution, loss function, principle of minimum
expected posterior loss, quadratic and other common loss functions, conjugate prior distributions.
Common examples. Bayesian HPD confidence intervals.
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Unit 5- chapter 5View Link

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