| Main themes |
General presentation of the statistical model. Sufficient statistic and exponential family. Theory of point estimation: use for sufficiency and completeness. Construction of estimators: maximum likelihood method, asymptotic equivalence. Construction of confidence regions: exact and asymptotic regions. Theory of hypothesis tests: Neyman-Pearson lemma, likelihood ratio tests, Rao statistic, Wald statistic. Applications to the exponential family models, and to problems encountered in the first cycle course.
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| Other information |
Support: - Von Sachs R., Analyse statistique, syllabus of MATH 2440, Institut de statistique, UCL, Louvain-la-Neuve, 2000. - Montfort A., Cours de statistique mathématique, Economia, Paris, 1982. - Lehmann E.L., Casella G., Theory of point estimation, 2nd edition, Springer, 1988. - Lehmann E.L., Testing statistical hypothesis, 2nd edition, Springer, New York, 1997.
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