COURSE UNIT TITLE

: ADVANCED STATISTICAL INFERENCE - II

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
STA 6002 ADVANCED STATISTICAL INFERENCE - II ELECTIVE 3 0 0 9

Offered By

Graduate School of Natural and Applied Sciences

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

ASSOCIATE PROFESSOR BURCU ÜÇER

Offered to

Statistics
STATISTICS

Course Objective

To teach the fundemental theory of statistical inference.

Learning Outcomes of the Course Unit

1   Using order notation
2   Obtaining the well known likelihood ratio test (LRT)statistic
3   Comparing tets statistics
4   Constructing interval estimators
5   Using well known asymptotic expansions
6   Determining asymptotic distribution of LRT statistics

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Order notation
2 Likelihood Ratio Tests
3 Error probability and Power function of test statistics , Most powerful tests,Preparing Individual Assignments
4 Methods of Finding Interval Estimators
5 Methods of Finding Interval Estimators
6 Size and coverage probability of interval estimators,Preparing Individual Assignments
7 Taylor Expansions, Edgeworth Expansion
8 Saddle point expansion
9 Consistency and Efficiency of point estimators,Preparing Individual Assignments
10 Calculations and comparisons
11 Robustness of Mean and Median
12 Asymptotic distribution of LRT
13 Other large sample tests
14 Other large sample tests

Recomended or Required Reading

Textbook:
George Casella and Roger L. Berger, Statistical Inference, 2nd edition ,2002, Duxbury
Anirban Das Gupta, Asymptotic Theory of statistics and Probability , 2008 Springer
E.L. Lehman and George Casella, Theory of Point Estimation, 2nd edition , 1998, Springer

Planned Learning Activities and Teaching Methods

Lecture and Homeworks

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 ASG 1 ASSIGNMENT 1
2 ASG 2 ASSIGNMENT 2
3 ASG 3 ASSIGNMENT 3
4 FIN FINAL EXAM
5 FCG FINAL COURSE GRADE ASG 1 + ASG 2 + ASG 3/3 * 0.40 + FIN * 0.60
6 RST RESIT
7 FCGR FINAL COURSE GRADE (RESIT) ASG 1 + ASG 2 + ASG 3/3 * 0.40 + RST * 0.60

Further Notes About Assessment Methods

None

Assessment Criteria

Evaluation of homework assignments and final exam.

Language of Instruction

English

Course Policies and Rules

Attendance to at least 70% for the lectures is an essential requirement of this course and is the responsibility of the student. It is necessary that attendance to the lecture and homework delivery must be on time. Any unethical behavior that occurs either in presentations or in exams will be dealt with as outlined in school policy. You can find the undergraduate policy at http://web.deu.edu.tr/fen

Contact Details for the Lecturer(s)

DEU Fen Fakültesi Istatistik Bölümü
e-mail: aylin.alin @deu.edu.tr
Tel: 0232 301 85 72

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 14 3 42
Preparing assignments 3 25 75
Preparation for final exam 1 45 45
Preparations before/after weekly lectures 16 4 64
Final 1 2 2
TOTAL WORKLOAD (hours) 228

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9PO.10
LO.1555
LO.2555
LO.3555
LO.4555
LO.5555
LO.6555

CONTACT INFORMATION
Dokuz Eylül Üniversitesi Cumhuriyet Bulvarı No: 144 35210 Alsancak / İZMİR
Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

Copyright 2012 DEÜ. BİD

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