Statistical Inference Book PDF

STATISTICS BOOK FOR
ISI IIT MSTAT

ENTRANCE EXAM
SYLLABUS COVERED
Transformation of Random Variables. Order Statistics
Sampling distributions: Chi-square, t and F distributions, and their

properties.
Estimation: Unbiasedness, consistency and efficiency of estimators,

method of moments and method of maximum likelihood.
Sufficiency, factorization theorem. Completeness, Rao-Blackwell and

Lehmann-Scheffe theorems, uniformly minimum variance unbiased
estimators.
Rao-Cramer inequality. Confidence intervals for the parameters of

univariate normal, two independent normal, and one parameter exponential
distributions.
Testing of Hypotheses: Basic concepts, applications of Neyman-Pearson

Lemma for testing simple and composite hypotheses.
Likelihood ratio tests for parameters of univariate normal distribution.
Ctanujit Classes Page No. 1

TABLE OF CONTENTS:
Distribution of Functions of Random Variables (Page No. 3 – 52)
Distribution Charts (Page No. 53 – 56)
Sampling Distributions (Page No. 57 – 89)
Bivariate Normal Distribution (Page No. 90 – 100)
Order Statistics (Page No. 101 – 110)
Point Estimation (Page No. 111 – 232)
Interval Estimation (Page No. 233 – 242)
Statistical Hypothesis Testing (Page No. 243 – 332)
Non-parametric Inference (Page No. 333 – 350)

Scanned by CamScanner

Statistical Inference Book PDF

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Statistical Inference Book PDF

Uploaded by

Copyright:

Available Formats

STATISTICS BOOK FOR

ISI IIT MSTAT

Sampling distributions: Chi-square, t and F distributions, and their

Estimation: Unbiasedness, consistency and efficiency of estimators,

Sufficiency, factorization theorem. Completeness, Rao-Blackwell and

Rao-Cramer inequality. Confidence intervals for the parameters of

Testing of Hypotheses: Basic concepts, applications of Neyman-Pearson

Likelihood ratio tests for parameters of univariate normal distribution.

Ctanujit Classes Page No. 1

Distribution of Functions of Random Variables (Page No. 3 – 52)

Distribution Charts (Page No. 53 – 56)

Sampling Distributions (Page No. 57 – 89)

Bivariate Normal Distribution (Page No. 90 – 100)

Order Statistics (Page No. 101 – 110)

Point Estimation (Page No. 111 – 232)

Interval Estimation (Page No. 233 – 242)

Statistical Hypothesis Testing (Page No. 243 – 332)

Non-parametric Inference (Page No. 333 – 350)

Ctanujit Classes Page No. 2

You might also like