Inference

7.5 credits

Course, Master's level, 2ST120

Autumn 2024 Autumn 2024, Uppsala, 50%, On-campus, English

About the course

Coverage of the main parametric techniques used in statistical inference. Data reduction. Method of moments, maximum likelihood, and Bayesian point estimation. The Cramer-Rao inequality. Interval estimation. Pivotal quantities. Inversion methods. Principles of deriving tests. Neyman-Pearson lemma. Uniformly most powerful tests. Likelihood ratio tests. Large sample tests. Wald & score tests. Bayesian interval estimation and hypothesis testing.

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