STAT 340 - THEORY OF STATISTICS 1

Credit Hours: 3 (2+2+0)

Beneficiaries: Bs.C of Statistic and Bs.C of Operations Research.
 

Textbooks:

1. Introduction to Mathematical Statistics, 2005, Sixth Edition by R. Hogg, J. McKean, and A. Craig, Prentice Hall.
2. Introduction to the Theory of Statistics, 2007, Third Edition by A. Mood, F. Graybill and D. Boes, McGrow-Hill.
3. Principals of Statistical Inference (Jalal Al Sayad)دار المريخ للنشر – الرياض
4. Mathematical Statistics by Steven Arnold. Prentice Hall; First Edition (1990).
5. Fundamentals of the theory of Estimation, 1st edition, King Saud University Press, 2007. By Abdullah Abdulkarim Al-Shiha.

Course Scope Contents:

• Reviewing Some Important Aspects: Sampling distribution of some random variables.
• Properties of  Estimators: Unbiasedness - Mean Square Error - Consistency - Exponential Family  - Sufficiency - Comleteness - UMMSE - Fisher Information - Cramer-Rao Inequality - CRLB - Lehmann-Scheffé Theorem - UMVUE - Efficiency.
• Estimation Methods: Method of Moments Estimator - Maximum Likelihood Estimator and its Properties.
• Bayesian Estimation: Prior and Posterior Distributions - Loss Function Approach - Bayes Estimator.

Pre-requisite: STAT 332.
 

Marks Distribution: 

• Assignments and projects: 10 marks.
• First Exam: 25 marks.
• Second Exam: 25 marks.
• Final Exam: 40 marks.