University of Mauritius

Module Directory

Module Description

Module Name	Module Code	Lecture Hrs	Practical Hrs	Credits
Statistical Inference I	STAT2120(3)	3	0	3

Description
Estimation: Unbiasedness, mean square error, consistency, relative efficiency, sufficiency, minimum variance. Fisher information, CRL bound, Method of moments. Hypothesis testing. Neyman-Pearson method. Generalised likelihood ratio test. Central limit theorem, asymptotic distributions of maximum likelihood estimator and generalised likelihood ratio test statistic. Confidence intervals and sets. Data resampling: Reduction of bias, Confidence interval estimation.
Faculty	Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES	Department of Economics and Statistics
Contact Details
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha Telephone: 4037400 Email: s.dilmahomed@uom.ac.mu