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
 

 


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