sta 2006 0809_outline

sta 2006 0809_outline - STA2006 Course Outline 1 Course...

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STA2006 Course Outline 1. Course title and description Course title: STA2006A/B Basic Concepts in Statistics and Probability II 2 nd semester, 2008-2009 Instructor: Professor CHEUNG Siu Hung [LSB 117, phone (off.): 26097928] Teaching Assistants: REN You/LAU Sin Yi/LAI Chu Shing/LI Jianbo Time and Venue (Lecture) Section A: Wed. 9:30am – 11:15am (LSB LT1) Thu. 12:30pm – 1:15pm (LSB LT1) Section B: Wed. 11:30am – 1:15am (LSB LT1) Thu. 1:30pm – 2:15pm (LSB LT1) Description: This course covers basic theories in estimation and testing. Topics include point estimation, interval estimation, sufficient statistics, order statistics, maximum likelihood estimation, Bayesian methods, hypothesis testing and likelihood ratio test. 2. Learning outcomes Upon completion of the course, students will (1) learn the basic theories in estimation and hypothesis testing, (2) understand the major characteristics of several elementary classes of estimators, (3) be able to apply estimation and testing methods to practical problems. 3. Course Content Topic Contents/ concepts Review (I) of Common Families of Distribution Discrete Distribution, Continuous Distribution, Exponential Families. Review (II) Transformations Transformation of Random Variables, Bivariate Transformations Convergence Chebyshev’s Inequality, Convergence in Probability, Convergence in Distribution, Central Limit Theorem Order Statistics Distribution Function of Order Statistics Estimation Sufficient Statistics, Factorization Theorem, Method of Moments, Maximum Likelihood Estimators, Bayes Estimators, Uniform
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This note was uploaded on 06/05/2011 for the course STATISTICS 2006 taught by Professor Ho during the Spring '11 term at CUHK.

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sta 2006 0809_outline - STA2006 Course Outline 1 Course...

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