SI 424: Statistical Inference 1

Class Timings: 

• Lectures: 15:30 - 16:55 on Tuesdays and Fridays at MA-216

• Tutorials: 11:35 - 12:30 on Thursdays at MA-114

Grading Policy: Weightages will be as follows

• Midterm Exam: 30% 

• Final Exam: 40%

• Quiz: 30%

Main Reference: 

• Statistical Inference (2nd Edition) written by George Casella and Roger L. Berger

• Students should be regular in the class and write down the lecture-notes on a regular basis.

Syllabus:

• Distributions of functions of random variables, sampling distributions, order statistics;

• Sufficiency and completeness, exponential family of distributions;

• Methods of estimation (Method of Moments, MLE and Bayesian);

• Unbiased estimators, evaluating estimators, UMVUEs;

• Testing of hypotheses, likelihood Ratio tests, UMP tests, unbiased tests, interval estimation;

• Consistent and efficient estimators.

Exercises:

• Problem-solving exercises will be given in the class on a regular basis.

• Quizzes and both exams will have a few problems similar to the exercises given in the class.

• Students do NOT need to submit the solutions to the exercises given in the class. However, it is strongly recommended to solve them all and write down the solutions for better performance in the quizzes and exams.

Quizzes:

• Quizzes will be given (mostly) in the tutorials. 

• At least 4 quizzes will be given.

• All the quizzes will be announced in the class at least a day in advance. 

• The worst quiz score will be dropped from the grade calculation.

• Both midterm and final exams will have a few problems similar to the ones given in the quizzes.

Exams:

• Both midterm and final exams will be closed-note exams.

• A significant portion of the exam questions will be similar to the exercises given in the class and the quizzes.