STAT 223 - Theory of Statistics 1

Credit Hours: 3 (2+1)

Beneficiaries: College of Science.   
 

Text Book:
Introduction to Mathematical Statistics, 2005, Sixth Edition by R. Hogg, J. McKean, and A. Craig, Prentice Hall.

Reference Books:  

1. Probability and Statistics for Engineers and Scientists, 2012, Ninth Edition by R. Walpole, R. Myers, S. Myers and K. Ye, Person.
2. Introduction to the Theory of Statistics, 2007, Third Edition by A. Mood, F. Graybill and D. Boes, McGrow-Hill.
3. Statistical Inference, 2002, Second Edition by G. Casella and R. Berger, Duxbury.

Course Scope Contents:
Sampling Distribution - Central Limit Theorem - Point Estimation - Estimator Properties (Unbiasedness - Mean Square Error - Consistency - Sufficiency - Minimal Sufficiency) - Exponential Family Theorem - Completeness - Fisher Information - Minimum Variance Unbiased Estimator - Cramer-Rao Inequality - Rao-Blackwell Theorem - Lehmann-Scheffé Theorem - Estimation Methods (Method of Moments - Maximum Likelihood Method and its Properties) - Interval Estimation (Confidence Interval - Pivotal Quantity - Large Sample Confidence Interval) - Bayesian Estimate (Prior and Posterior Distributions - Loss Function Approach - Bayesian Confidence Intervals).
 

Pre-requisite: STAT 215.
 

Marks Distribution: 

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