Course Name Statistical Inference 647
Semester Güz
Course Type Compulsory
Theory 3
Credit 3
ECTS 10
Course Description
Maximum-likelihood estimation. Unbiasedness, consistency, sufficiency, completeness and uniqueness. Minimum-variance unbiased estimators. Fisher information and Rao-Cramer lower bound. Efficiency. Exponential class. Bayesian estimation. Best tests.Uniformly most powerful tests. Likelihood-ratio tests. Sequential probability ratio tests