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Mathematical statistics 221


 
Module code WST 221
Qualification Undergraduate
Faculty Faculty of Economic and Management Sciences
Module content

Stochastic convergence: Asymptotic normal distributions, convergence in probability. Statistics and sampling distributions: Chi-squared distribution. Distribution of the sample mean and sample variance for random samples from a normal population. T-distribution. F-distribution. Beta distribution. Point estimation: Method of moments. Maximum likelihood estimation. Unbiased estimators. Uniform minimum variance unbiased estimators. Cramer-Rao inequality. Efficiency. Consistency. Asymptotic relative efficiency.
Bayes estimators. Sufficient statistics. Completeness. The exponential class. Confidence intervals. Test of statistical hypotheses. Reliability and survival distributions. Practical applications. Practical statistical modelling and analysis using statistical computer packages and the interpretation of the output.
Module credits 24.00
Service modules Faculty of Natural and Agricultural Sciences
Prerequisites WST 211 GS
Contact time 2 practicals per week, 4 lectures per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 2
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