Statistical Inference
Faculteit | Economie en Bedrijfskunde |
Jaar | 2020/21 |
Vakcode | EBB075A05 |
Vaknaam | Statistical Inference |
Niveau(s) | bachelor |
Voertaal | Engels |
Periode | semester I a |
ECTS | 5 |
Rooster | rooster |
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. |
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Omschrijving | Parameter estimation and hypothesis testing based on the likelihood function. | ||||||||||||||||
Uren per week | 6 | ||||||||||||||||
Onderwijsvorm | -hoorcollege , -werkcollege | ||||||||||||||||
Toetsvorm |
-groepsopdracht, -individuele opdracht
(Final exam and group assignments) |
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Vaksoort | bachelor | ||||||||||||||||
Coördinator | D. Vullings, MSc. | ||||||||||||||||
Docent(en) | L. Kong , D. Vullings, MSc. | ||||||||||||||||
Verplichte literatuur |
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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 |
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Opgenomen in |
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