Statistical Inference

Uitgebreide vaknaam	Statistical Inference
Leerdoelen	Upon completion of the course the student is able to: 1. specify the likelihood function for a set of data and determine whether it belongs to the exponential family. 2. find a (minimal) sufficient statistic for the parameters of a probability distribution. 3. formulate the likelihood equations and, if possible, estimate the parameter of the probability distribution function by maximum likelihood. 4. find the score function and the Fisher observed and expected information for a set of random variables. 5. understand, apply and combine stochastic convergence modes, Weak Law of Large Numbers and Lindeberg-Levy Central Limit Theorem, and to derive the asymptotic properties of the maximum likelihood estimator. 6. perform hypothesis testing based on the likelihood function using in particular likelihood ratio, Wald and score test statistics. 7. perform an interval estimation using appropriate pivotal quantities.
Omschrijving	Parameter estimation and hypothesis testing based on the likelihood function.
Uren per week	6
Onderwijsvorm	-hoorcollege ,  -werkcollege
Toetsvorm	-groepsopdracht,  -schriftelijk tentamen (open vragen) (Final exam and group assignments)
Vaksoort	bachelor
Coördinator	dr. D. Vullings
Docent(en)	dr. L. Kong ,dr. D. Vullings
Verplichte literatuur	Titel Auteur ISBN Prijs Lecture slides
Entreevoorwaarden
Opmerkingen	Non-mandatory literature: Statistical Inference, based on the likelihood, Adelchi Azzalini, ISBN 9780412606502. This book is not mandatory but is useful as additional material. Info: Daniël Vullings MSc, e-mail: d.vullings@rug.nl Secr: Martine Geerlings-Koolman, phone: +3150 36 37018, e-mail: m.a.koolman@rug.nl
Opgenomen in	Opleiding Jaar Periode Type BSc Econometrics and Operations Research/EOR  (basisprogramma BSc EOR) 2 semester I a verplicht Courses Exchange (BSc)  (Courses Exchange Students (BSc) without limited access) 2 semester I a keuze Pre-MSc-programma’s FEB  (Pre-MSc EORAS) 1 semester I a verplicht