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, to derive in particular 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	hoor- en werkcolleges
Toetsvorm	opdracht(en), schriftelijk tentamen (Final exam and group assignments)
Vaksoort	bachelor
Coördinator	dr. D. Ronchetti
Docent(en)	dr. D. Ronchetti
Verplichte literatuur	Titel Auteur ISBN Prijs Statistical Inference Based on the Likelihood A. Azzalini 041260650X ca. €  90,00 lecture slides
Entreevoorwaarden
Opmerkingen	Info: Dr Diego Ronchetti, phone: +3150 363 3460, e-mail: d.ronchetti@rug.nl. Secr: Martine Geerlings-Koolman, phone: +3150 363 7018, e-mail: m.a.koolman@rug.nl.
Opgenomen in	Opleiding Jaar Periode Type BSc Econometrics and Operations Research/EOR 2 semester I a verplicht Courses open to Exchange Students (BSc)  ( Courses open to Exchange Students (BSc) without limited access) 2 semester I a keuze