University of Mauritius

Module Directory

Module Description

Module Name	Module Code	Lecture Hrs	Practical Hrs	Credits
Statistical Inference	STAT2001Y(3)	3	0	6

Description
Frequentist approach: Sufficiency. Cramer Rao Lower bound. Minimum variance unbiased estimation. Methods of deriving confidence intervals. Hypothesis testing. Likelihood ratio tests. Optimality of tests. Bayesian approach: Hypothesis space. Likelihood function. Bayes Theorem on inference. Normal modelling: prior and posterior distributions. Conjugate distributions. Combining information from independent sources. Linear transforms and the multivariate normal. Analysis of variance revisited; random effects models. Decisions, utility and summarisation Frequentist approach: Sufficiency. Cramer Rao Lower bound. Minimum variance unbiased estimation. Methods of deriving confidence intervals. Hypothesis testing. Likelihood ratio tests. Optimality of tests. Bayesian approach: Hypothesis space. Likelihood function. Bayes Theorem on inference. Normal modelling: prior and posterior distributions. Conjugate distributions. Combining information from independent sources. Linear transforms and the multivariate normal. Analysis of variance revisited; random effects models. Decisions, utility and summarisation
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