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:
- Probability and Statistics for Engineers and Scientists, 2012, Ninth Edition by R. Walpole, R. Myers, S. Myers and K. Ye, Person.
- Introduction to the Theory of Statistics, 2007, Third Edition by A. Mood, F. Graybill and D. Boes, McGrow-Hill.
- 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.