Multivariate techniques 720

Module code MET 720
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

Estimation: methods of moments and maximum likelihood. Cramer-Rao inequality, mean squared error, loss and risk functions, Bayes estimators. Sufficient statistics, completeness, the exponential class. Tests of statistical hypothesis:  power function, critical region and Neyman-Pearson lemma.

Module credits 15.00
Service modules Faculty of Natural and Agricultural Sciences
Prerequisites STK 310 and STK 320
Contact time 1 lecture per week
Language of tuition Module is presented in English
Academic organisation Statistics
Period of presentation Semester 2

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