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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
Prerequisites STK 310 and STK 320
Contact time 1 lecture per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 2
The information published here is subject to change and may be amended after the publication of this information. The General Regulations (G Regulations) apply to all faculties of the University of Pretoria. It is expected of students to familiarise themselves well with these regulations as well as with the information contained in the General Rules section. Ignorance concerning these regulations and rules will not be accepted as an excuse for any transgression.

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